Sökning: "Lévy process."

Visar resultat 16 - 20 av 30 avhandlingar innehållade orden Lévy process..

  1. 16. Numerical analysis for random processes and fields and related design problems

    Författare :Konrad Abramowicz; Oleg Seleznjev; Krzysztof Podgórski; Umeå universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; stochastic processes; random fields; approximation; numerical integration; Hermite splines; piecewise linear interpolator; local stationarity; point singularity; stratified Monte Carlo quadrature; Asian option; Monte Carlo pricing method; Lévy market models; Mathematical statistics; Matematisk statistik; Mathematical Statistics; matematisk statistik;

    Sammanfattning : In this thesis, we study numerical analysis for random processes and fields. We investigate the behavior of the approximation accuracy for specific linear methods based on a finite number of observations. Furthermore, we propose techniques for optimizing performance of the methods for particular classes of random functions. LÄS MER

  3. 17. Two-Barrier Problems in Applied Probability: Algorithms and Analysis

    Författare :Mats Pihlsgård; Matematisk statistik; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Statistics; operations research; programming; actuarial mathematics; Statistik; Matematik; Mathematics; Naturvetenskap; Natural science; Reflection; Stochastic processes; Applied probability; Queueing; operationsanalys; programmering; aktuariematematik;

    Sammanfattning : This thesis consists of five papers (A-E). In Paper A, we study transient properties of the queue length process in various queueing settings. We focus on computing the mean and the Laplace transform of the time required for the queue length starting at $x0. We define the loss rate due to the reflection. LÄS MER

  4. 18. Approximation and Calibration of Stochastic Processes in Finance

    Författare :Jonas Kiessling; Anders Szepessy; Jonathan Goodman; KTH; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; MATHEMATICS; MATEMATIK;

    Sammanfattning : This thesis is a study of approximation and calibration of stochastic processes with applications in finance. It consists of an introduction and four research papers. The introduction is as an overview of the role of mathematics incertain areas of finance. LÄS MER

  5. 19. Contributions to the theory of optimal stopping

    Författare :Sören Christensen; Göteborgs universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES;

    Sammanfattning : This thesis deals with the explicit solution of optimal stopping problems with infinite time horizon. To solve Markovian problems in continuous time we introduce an approach that gives rise to explicit results in various situations. LÄS MER

  7. 20. Traducción y creación : tres poetas traductores colombianos del siglo XX: Jaime Tello, José Manuel Arango y Harold Alvarado Tenorio

    Författare :Juanita Vélez Olivera; Elena Lindholm; Efrén Giraldo; Miguel Gallego Roca; Umeå universitet; []
    Nyckelord :HUMANIORA; HUMANITIES; Poetry translation; creation; Colombian poetry; poet translators; T. S. Eliot; William Carlos Williams; Emily Dickinson; Jaime Tello; José Manuel Arango; Harold Alvarado Tenorio; translation criticism; Latin American poetry; Modernist poetry; Traducción de poesía; poesía colombiana; poetas traductores; Jaime Tello; José Manuel Arango; Harold Alvarado Tenorio; T. S. Eliot; crítica de la traducción; poesía latinoamericana; poesía estadounidense; siglo veinte; poesía modernista; T. S. Eliot; William Carlos Williams; Emily Dickinson; Romance Languages; romanska språk; Literature; litteraturvetenskap; language studies; språkvetenskap; engelska; English;

    Sammanfattning : Este trabajo realiza un análisis crítico de las elecciones traductivas —elecciones del poeta traductor en su re-poetización— de tres poetas traductores colombianos de mediados del siglo XX. El objetivo de esta tesis es analizar las poéticas de la traducción de Jaime Tello, José Manuel Arango y Harold Alvarado Tenorio, con el fin de contribuir a la historiografía de la traducción de poesía en Colombia. LÄS MER