[Blueboard] Dissertation Defense

calvarado at ateneo.edu calvarado at ateneo.edu
Fri Oct 16 14:47:23 PHT 2009

Mr. Jayrold P. Arcede
Ph.D. Math candidate

will defend his dissertation entitled "Backwards Stochastic Integrals"
on October 29, 2009, (Thursday) at 10:00 a.m. in SEC-A304.


This thesis presents the backwards Itô Integral using the Henstock  
approach.  The main result in this thesis are as follows (i) the Itô  
formula for backwards Itô integral and (ii) the equivalence between  
Mcshane-backwards Itô integral and backwards Itô integral.

In establishing our main results, we investigate the stochastic and  
nonstochastic properties of the integrals.  The backwards Itô integral  
is shown to be backwards L^2-martingale with the AC^2-property.  The  
AC^2 property was used in proving main result (ii).  Lastly, the  
integration by parts formula was established to show (i).

Panel of examinees:
Dr. Ian June L. Garces, Mathematics Department, ADMU
Dr. Elvira P. De Lara-Tuprio, Mathematics Department, ADMU
Dr. Polly W. Sy, Mathematics Department, UP-Diliman
Dr. Lorna Paredes, Mathematics Department, UP-Diliman

Dissertation Adviser:
Dr. Emmanuel A. Cabral, Mathematics Department, ADMU

The dissertation defense is open to the public.

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