Sökning: "Diffusion processes"

Visar resultat 1 - 5 av 448 avhandlingar innehållade orden Diffusion processes.

  1. 1. Some Markov Processes in Finance and Kinetics : Markov Processes

    Författare :Mattias Sundén; Mattias Sunden; Göteborgs universitet; Göteborgs universitet; Gothenburg University; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; CGMY process; Collision kernel; Direct simulation Monte Carlo; Diffusion approximation; Extreme value theory; Feller process; Generalized hyperbolic process; Generalized $z$-process; Infinitesimal generator; Laplace-Beltrami operator; L evy Processes; Long-tailed distribution; Kac equation; Kac model; Markov process; Semigroup; Semi-heavy tailed distirbution; Spectral gap; Subexponential distibrution; Superexponential distribution; Tauberian theorem; Thermostat.; Diffusion approximation;

    Sammanfattning : This thesis consists of four papers. The first two papers treat extremes for L\'evy processes, while papers three and four treat the Kac model with unbounded collision kernel. LÄS MER

  2. 2. Diffusion in Bone Tissue

    Författare :Gustav Lindberg; Hållfasthetslära; []
    Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; bone growth; diffusion; stress enhanced; finite element method; steady-state; periosteal membrane; diffusion in bovine bone; diffusion experiment; Conductivity measurement; Fick’s law; Fourier series; Kalman filter; transient solution;

    Sammanfattning : In order to prevent or modify the processes of bone degeneration the modeling and remodeling of bone tissue must be better understood. In this thesis it is assumed that the primary condition leading to bone growth is a change of the chemical environment caused by transport of matter resulting from stress driven diffusion. LÄS MER

  3. 3. Reaction-Diffusion Processes in Nanofluidic Networks

    Författare :Ludvig Lizana; Chalmers University of Technology; []
    Nyckelord :NATURVETENSKAP; NATURVETENSKAP; NATURAL SCIENCES; NATURAL SCIENCES; Reactions; Network; Nanotechnology; Diffusion;

    Sammanfattning : .... LÄS MER

  4. 4. Diffusion of Radionuclides in Bentonite Clay : Laboratory and in sity Studies

    Författare :Mats Jansson; KTH; []
    Nyckelord :NATURAL SCIENCES; NATURVETENSKAP; Bentonite; montmorillonite; cation; anion; diffusion; sorption; cobalt; caesium; strontium; iodide; pertechnetate; surface diffusion; in situ; Chemistry; Kemi;

    Sammanfattning : This thesis deals with the diffusion of ions in compactedbentonite clay. Laboratory experiments were performed toexamine in detail different processes that affect thediffusion. To demonstrate that the results obtained from thelaboratory investigations are valid under in situ conditions,two different kinds of in situ experiments were performed. LÄS MER

  5. 5. Statistical Modeling of Diffusion Processes with Financial Applications

    Författare :Erik Lindström; Finansiell matematik; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES; actuarial mathematics; Statistik; operations research; programming; Option pricing; Model validation; Recursive estimation; Diffusion processes; Maximum Likelihood Estimation; operationsanalys; programmering; aktuariematematik; Statistics;

    Sammanfattning : This thesis consists of five papers (Paper A-E) on statistical modeling of diffusion processes. Two papers (Paper A & D) consider Maximum Likelihood estimators for non-linear diffusion processes. LÄS MER