Sökning: "Infinitesimal generator"
Hittade 4 avhandlingar innehållade orden Infinitesimal generator.
1. Some Markov Processes in Finance and Kinetics : Markov Processes
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. Four applications of stochastic processes : Contagious disease, credit risk, gambling and bond portfolios
Sammanfattning : This thesis consists of four papers on applications of stochastic processes. In Paper I we study an open population SIS (Susceptible - Infective - Susceptible) stochastic epidemic model from the time of introduction of the disease, through a possible outbreak and to extinction. The analysis uses coupling arguments and diffusion approximations. LÄS MER
3. The Double Layer Potential Operator Through Functional Calculus
Sammanfattning : Layer potential operators associated to elliptic partial differential equations have been an object of investigation for more than a century, due to their contribution in the solution of boundary value problems through integral equations.In this Licentiate thesis we prove the boundedness of the double layer potential operator on the Hilbert space of square integrable functions on the boundary, associated to second order uniformly elliptic equations in divergence form in the upper half-space, with real, possibly non-symmetric, bounded measurable coefficients, that do not depend on the variable transversal to the boundary. LÄS MER
4. Spectral properties of elliptic operators in singular settings and applications
Sammanfattning : The present thesis is focused on the investigation of the spectral properties of the linear elliptic operators in the presence of singularities. It is divided into three chapters. In the first chapter, we consider geometric singularities. LÄS MER
