Sökning: "Jörg-Uwe Löbus"

Hittade 2 avhandlingar innehållade orden Jörg-Uwe Löbus.

1. 1. A class of infinite dimensional stochastic processes with unbounded diffusion

   Författare :John Karlsson; Jörg-Uwe Löbus; Christian Bayer; Linköpings universitet; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Malliavin calculus; Dirichlet form on Wiener space; unbounded diffusion;

   Sammanfattning : The aim of this work is to provide an introduction into the theory of infinite dimensional stochastic processes. The thesis contains the paper A class of infinite dimensional stochastic processes with unbounded diffusion written at Linköping University during 2012. LÄS MER

3. 2. A class of infinite dimensional stochastic processes with unbounded diffusion and its associated Dirichlet forms

   Författare :John Karlsson; Jörg-Uwe Löbus; Torkel Erhardsson; Hans-Jürgen Engelbert; Linköpings universitet; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES;

   Sammanfattning : This thesis consists of two papers which focuses on a particular diffusion type Dirichlet form  where  Here  is the basis in the Cameron-Martin space, H, consisting of the Schauder functions, and ν denotes the Wiener measure.In Paper I, we let  vary over the space of wiener trajectories in a way that the diffusion operator A is almost everywhere an unbounded operator on the Cameron–Martin space. LÄS MER