Characterizing Brownian motion by martingale properties

dc.contributor.advisor	Swart, Johan
dc.contributor.coadvisor	Van Zyl, A.J.
dc.contributor.postgraduate	Grobler, Ettienne
dc.date.accessioned	2013-09-09T12:21:58Z
dc.date.available	2007-02-21	en
dc.date.available	2013-09-09T12:21:58Z
dc.date.created	2006-04-21	en
dc.date.issued	2005	en
dc.date.submitted	2007-02-21	en
dc.description	Dissertation (MSc (Mathematics of Finance))--University of Pretoria, 2005	en
dc.description.abstract	No abstract	en
dc.description.availability	Restricted	en
dc.description.department	Mathematics and Applied Mathematics	en
dc.description.faculty	Faculty of Natural and Agricultural Sciences
dc.identifier.citation	Grobler, E 2006, Characterizing Brownian motion by martingale properties, MSc dissertation, University of Pretoria, Pretoria, viewed yymmdd < http://upetd.up.ac.za/thesis/available/etd-02212007-172903/ >	en
dc.identifier.upetdurl	http://upetd.up.ac.za/thesis/available/etd-02212007-172903/	en
dc.identifier.uri	http://hdl.handle.net/2263/31549
dc.language.iso	en	en
dc.publisher	University of Pretoria
dc.rights	© 2006, University of Pretoria. All rights reserved. The copyright in this work vests in the University of Pretoria. No part of this work may be reproduced or transmitted in any form or by any means, without the prior written permission of the University of Pretoria.	en
dc.subject	UCTD	en
dc.subject	Brownian	en
dc.subject	Motion	en
dc.subject	Martingale properties	en
dc.subject	Characterizing
dc.title	Characterizing Brownian motion by martingale properties	en
dc.type	Dissertation	en