Sökning: "Maciej Klimek"

Visar resultat 1 - 5 av 6 avhandlingar innehållade orden Maciej Klimek.

  1. 1. Approximation of pluricomplex Green functions : A probabilistic approach

    Författare :Azza Alghamdi; Maciej Klimek; Kaj Nyström; Anna Zdunik; Uppsala universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; pluricomplex Green function; pluriregular sets; Bernstein-Markov property; Bergman function; nearly orthonormal polynomials; orthogonal polynomials; Monte Carlo simulation; composite Julia sets; Julia sets; iterated function systems; the chaos game.;

    Sammanfattning : This PhD thesis focuses on probabilistic methods of approximation of pluricomplex Green functions and is based on four papers.The thesis begins with a general introduction to the use of pluricomplex Green functions in multidimensional complex analysis and a review of their main properties. LÄS MER

  3. 2. On the pricing equations of some path-dependent options

    Författare :Jonatan Eriksson; Johan Tysk; Maciej Klimek; Tomas Björk; Uppsala universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Mathematical analysis; Parabolic partial differential equations; variational inequalities; American options; barrier options; monotonicity in the volatility; turbo warrants; pricing formulas; Matematisk analys; Mathematical analysis; Analys;

    Sammanfattning : This thesis consists of four papers and a summary. The common topic of the included papers are the pricing equations of path-dependent options. LÄS MER

  4. 3. Studies of the Boundary Behaviour of Functions Related to Partial Differential Equations and Several Complex Variables

    Författare :Håkan Persson; Kaj Nyström; Maciej Klimek; Evgeny Poletsky; Uppsala universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; uniformly parabolic equations; non-linear parabolic equations; linear growth; Lipschitz domain; NTA-domain; Riesz measure; boundary behavior; boundary Harnack; degenerate parabolic; parabolic measure; plurisubharmonic functions; continuous boundary; hyperconvexity; bounded exhaustion function; Hölder for all exponents; log-lipschitz; boundary regularity; approximation; Mergelyan type approximation; plurisubharmonic functions on compacts; Jensen measures; monotone convergence; plurisubharmonic extension; plurisubharmonic boundary values; Mathematics; Matematik;

    Sammanfattning : This thesis consists of a comprehensive summary and six scientific papers dealing with the boundary behaviour of functions related to parabolic partial differential equations and several complex variables.Paper I concerns solutions to non-linear parabolic equations of linear growth. LÄS MER

  5. 4. Boundary Estimates for Solutions to Parabolic Equations

    Författare :Olow Sande; Kaj Nyström; Maciej Klimek; Juha Kinnunen; Uppsala universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES; Uniformly parabolic equations; non-linear parabolic equations; linear growth; degenerate parabolic equations; fractional heat equations; complex coefficients; Lipschitz domain; NTA domain; boundary behaviour; boundary Harnack; parabolic measure; Riesz measure; Dirichlet to Neumann map; single layer potentials.; Mathematics; Matematik;

    Sammanfattning : This thesis concerns the boundary behavior of solutions to parabolic equations. It consists of a comprehensive summary and four scientific papers. The equations concerned are different generalizations of the heat equation.Paper I concerns the solutions to non-linear parabolic equations with linear growth. LÄS MER

  7. 5. Linear and Non-linear Deformations of Stochastic Processes

    Författare :Gustaf Strandell; Maciej Klimek; Richard Aron; Uppsala universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Mathematical analysis; Riesz bases and frames; Weakly stationary stochastic processes; Set-valued analysis; Matematisk analys; Mathematical analysis; Analys;

    Sammanfattning : This thesis consists of three papers on the following topics in functional analysis and probability theory: Riesz bases and frames, weakly stationary stochastic processes and analysis of set-valued stochastic processes. In the first paper we investigate Uniformly Bounded Linearly Stationary stochastic processes from the point of view of the theory of Riesz bases. LÄS MER