Sökning: "Stochastic parameters"

Visar resultat 1 - 5 av 238 avhandlingar innehållade orden Stochastic parameters.

  1. 1. Stochastic Resonance and Noise-Assisted Signal Transfer : On Coupling Effects of Stochastic Resonators and Spectral Optimization of Fluctuations in Random Network Switches

    Författare :Peter Hammerstein; Claes Granqvist; Laszlo Kish; Hans Liljenström; Uppsala universitet; []
    Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Engineering physics; stochastic resonance; nonlinear stochastic dynamics; noise and fluctuations; magnetic domains; Teknisk fysik; Engineering physics; Teknisk fysik;

    Sammanfattning : Recent research shows that noise or random fluctuations must not always be destructive in Nature by degrading system performance. On the contrary, in nonlinear systems they can synchronize systems or enhance the quality of signal transmission. The latter possibility is reported in the thesis. LÄS MER

  3. 2. Portfolio Optimization and Statistics in Stochastic Volatility Markets

    Författare :Carl Lindberg; Göteborgs universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Stochastic control; portfolio optimization; verification theorem; Feynman-Kac formula; stochastic volatility; non-Gaussian Ornstein-Uhlenbeck process; estimation; number of trades; stochastic volatility;

    Sammanfattning : Large financial portfolios often contain hundreds of stocks. The aim of this thesis is to find explicit optimal trading strategies that can be applied to portfolios of that size for different n-stock extensions of the model by Barndorff-Nielsen and Shephard [3]. LÄS MER

  4. 3. Stochastic finite element simulations of real life frontal crashes : With emphasis on chest injury mechanisms in near-side oblique loading conditions

    Författare :Johan Iraeus; Mats Lindquist; Ulf Björnstig; Mats G Larsson; Joel Stitzel; Umeå universitet; []
    Nyckelord :MEDICIN OCH HÄLSOVETENSKAP; MEDICAL AND HEALTH SCIENCES; EDR; Real life crashes; Oblique; Finite element; Simulation; HBM; Injury mechanism; Pulse shape; Stochastic; Rib fracture; THUMS; Generic; Statistics; biomechanics; biomekanik; skadeförebyggande; injury prevention;

    Sammanfattning : Introduction. Road traffic injuries are the eighth leading cause of death globally and the leading cause of death among young people aged 15-29. Of individuals killed or injured in road traffic injuries, a large group comprises occupants sustaining a thorax injury in frontal crashes. The elderly are particularly at risk, as they are more fragile. LÄS MER

  5. 4. Topics in Simulation and Stochastic Analysis

    Författare :Mikael Signahl; Matematisk statistik; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Mathematics; Matematik; stochastic heat equation; stochastic wave equation; error rates; truncated Levy process; discontinuities; optimal decay rate; digital communication system;

    Sammanfattning : Paper A investigates how to simulate a differentiated mean in cases where interchanging differentiation and expectation is not allowed. Three approaches are available, finite differences (FD's), infinitesimal perturbation analysis (IPA) and the likelihood ratio score function (LRSF) method. LÄS MER

  7. 5. Inference techniques for stochastic nonlinear system identification with application to the Wiener-Hammerstein models

    Författare :Giuseppe Giordano; Chalmers tekniska högskola; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES; TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; nonlinear systems; system identification; stochastic; Maximum Likelihood; Wiener-Hammerstein; Monte Carlo; Newton s method;

    Sammanfattning : Stochastic nonlinear systems are a specific class of nonlinear systems where unknown disturbances affect the system's output through a nonlinear transformation. In general, the identification of parametric models for this kind of systems can be very challenging. LÄS MER