Sökning: "Jump Diffusion Process"
Visar resultat 1 - 5 av 19 avhandlingar innehållade orden Jump Diffusion Process.
Sammanfattning : Atomic hydrogen adsorbed on a metal surface is one of the simplest possible examples of chemisorption, yet it is very challenging. The adsorption and the very elementary process of surface diffusion, a single atomic jump, have been investigated theoretically using several methods. LÄS MER
Sammanfattning : Mathematical models are important tools in systems biology, since the regulatory networks in biological cells are too complicated to understand by biological experiments alone. Analytical solutions can be derived only for the simplest models and numerical simulations are necessary in most cases to evaluate the models and their properties and to compare them with measured data. LÄS MER
Sammanfattning : This thesis treats a range of stochastic methods with various applications, most notably in finance. It is comprised of five articles, and a summary of the key concepts and results these are built on.The first two papers consider a jump-to-default model, which is a model where some quantity, e.g. LÄS MER
Sammanfattning : This doctoral thesis endeavors to extend probability and statistical models using stochastic differential equations. The described models capture essential features from data that are not explained by classical diffusion models driven by Brownian motion.New results obtained by the author are presented in five articles. LÄS MER
Sammanfattning : The mean-field game theory is the study of strategic decision making in very large populations of weakly interacting individuals. Mean-field games have been an active area of research in the last decade due to its increased significance in many scientific fields. LÄS MER