La fórmula de Itô en la resolución de procesos de difusión con aplicaciones en física

Abstract

In this project titling shown how by applying Itô’s formula, it is possible to determine probabilistic properties of a stochastic process. It works with a particle having an oscillatory movement and which is under the action of a random force related to Brownian motion. The properties that are determined are the mean, variance, skewness, kurtosis coefficient, and density transition. Allowing also see the effects obtained by introducing random terms in a deterministic system.