Sökning: "Discrete-time model"

Visar resultat 1 - 5 av 79 avhandlingar innehållade orden Discrete-time model.

  1. 1. Modelling animal populations

    Författare :Åke Brännström; Umeå universitet; []
    Nyckelord :population model; stochastic population model; population dynamics; discrete time model; Beverton-Holt model; Skellam model; Hassell model; Ricker model; first principles; coupled map lattice; CML; area integral; square function; Mathematics; matematik;

    Sammanfattning : This thesis consists of four papers, three papers about modelling animal populations and one paper about an area integral estimate for solutions of partial differential equations on non-smooth domains. The papers are: I. Å. Brännström, Single species population models from first principles. LÄS MER

  3. 2. Asymptotic Analysis of Hedging Errors Induced by Discrete Time Hedging

    Författare :Mats Brodén; Matematisk statistik; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Discrete time hedging; discretization error; L2 convergence; Non-linear Kalman filters; Calibration;

    Sammanfattning : The first part of this thesis deals with approximations of stochastic integrals and discrete time hedging of derivative contracts; two closely related subjects. Paper A considers the problem of approximating the value of a Wiener process. LÄS MER

  4. 3. On Modeling and Nonlinear Model Reduction in Automotive Systems

    Författare :Oskar Nilsson; Institutionen för reglerteknik; []
    Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; nonlinear systems; model reduction; discrete-time; continuous-time;

    Sammanfattning : The current control design development process in automotive industry and elsewhere involves many expensive experiments and hand-tuning of control parameters. Model based control design is a promising approach to reduce costs and development time. In this process low complexity models are essential and model reduction methods are very useful tools. LÄS MER

  5. 4. Asymptotic Expansions for Perturbed Discrete Time Renewal Equations

    Författare :Mikael Petersson; Dmitrii Silvestrov; Ola Hössjer; Henrik Hult; Stockholms universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Renewal equation; Perturbation; Asymptotic expansion; Regenerative process; Quasi-stationary distribution; Risk process; Ruin probability;

    Sammanfattning : In this thesis we study the asymptotic behaviour of the solution of a discrete time renewal equation depending on a small perturbation parameter. In particular, we construct asymptotic expansions for the solution of the renewal equation and related quantities. LÄS MER

  7. 5. On the convergence of discrete time hedging schemes

    Författare :Mats Brodén; Matematisk statistik; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES;

    Sammanfattning : In the first part of this thesis discrete time hedging is considered. In paper A an adaptive hedging scheme where the hedge portfolio is re-balanced when the hedge ratios differ by some amount, here denoted eta, is investigated. An expression of the normalized expected mean squared hedging error as eta tends to zero is derived. LÄS MER