Sökning: "KTH Matematik 2008"
Visar resultat 1 - 5 av 22 avhandlingar innehållade orden KTH Matematik 2008.
1. PDE methods for free boundary problems in financial mathematics
Sammanfattning : We consider different aspects of free boundary problems that have financial applications. Papers I–III deal with American option pricing, in which case the boundary is called the early exercise boundary and separates the region where to hold the option from the region where to exercise it. LÄS MER
2. Celluarity in commutative algebra
Sammanfattning : .... LÄS MER
3. Graph Techniques for Matrix Equations and Eigenvalue Dynamics
Sammanfattning : One way to construct noncommutative analogues of a Riemannian manifold Σ is to make use of the Toeplitz quantization procedure. In Paper III and IV, we construct C-algebras for a continuously deformable class of spheres and tori, and by introducing the directed graph of a representation, we can completely characterize the representation theory of these algebras in terms of the corresponding graphs. LÄS MER
4. Limit theorems for generalizations of GUE random matrices
Sammanfattning : This thesis consists of two papers devoted to the asymptotics of random matrix ensembles and measure valued stochastic processes which can be considered as generalizations of the Gaussian unitary ensemble (GUE) of Hermitian matrices H=A+A†, where the entries of A are independent identically distributed (iid) centered complex Gaussian random variables. In the first paper, a system of interacting diffusing particles on the real line is studied; special cases include the eigenvalue dynamics of matrix-valued Ornstein-Uhlenbeck processes (Dyson's Brownian motion). LÄS MER
5. Algebraic C*-actions and homotopy continuation
Sammanfattning : Let X be a smooth projective variety over C equipped with a C*-action whose fixed points are isolated. Let Y and Z be subvarieties of complementary dimentions in X which intersect properly. LÄS MER
