Sökning: "Scaled Brownian Motion"

Hittade 5 avhandlingar innehållade orden Scaled Brownian Motion.

1. 1. Ruin probabilities and first passage times for self-similar processes

   Författare :Zbigniew Michna; Matematisk statistik; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Simulation of Ruin Probability; Monte Carlo Method; Skorokhod Topology; Weak Convergence; Rice s Formula; Fluid Model; Risk Model; Scaled Brownian Motion; Long Range Dependence; Fractional Brownian Motion; Renewal Process; Levy Motion; Stable Process; Self-Similar Process; Gaussian Process; Ruin Probability; First Passage Time; Exponential Bound; Picands Constant.; Mathematics; Matematik;

   Sammanfattning : This thesis investigates ruin probabilities and first passage times for self-similar processes. We propose self-similar processes as a risk model with claims appearing in good and bad periods. Then, in particular, we get the fractional Brownian motion with drift as a limit risk process. LÄS MER

3. 2. A Differentiable Approach to Stochastic Differential Equations : the Smoluchowski Limit Revisited

   Författare :Haidar Al-Talibi; Astrid Hilbert; Yaozhong Hu; Linnéuniversitetet; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES; α-stable Lévy noise; Fractional Brownian motion; Girsanov theorem; Mean-field model; Nonlinear stochastic oscillator; Ornstein-Uhlenbeck process; Scaling limit; Second order Itô equation; Time change.; Matematik; Mathematics;

   Sammanfattning : In this thesis we generalize results by Smoluchowski [43], Chandrasekhar[6], Kramers, and Nelson [30]. Their aim is to construct Brownian motion as a limit of stochastic processes with differentiable sample paths by exploiting a scaling limit which is a particular type of averaging studied by Papanicolao [35]. LÄS MER

4. 3. Active Matter in a Critical State: From passive building blocks to active molecules, engines, and active droplets

   Författare :Falko Schmidt; Göteborgs universitet; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES; active matter; nonequilibrium; self-assembly; microswimmers; nanomotors; optical tweezers; colloidal molecules; active droplets; critical Casimir forces;

   Sammanfattning : The motion of microscopic objects is strongly affected by their surrounding environment. In quiescent liquids, motion is reduced to random fluctuations known as Brownian motion. Nevertheless, microorganisms have been able to develop mechanisms to generate active motion. LÄS MER

5. 4. Nelson-type Limits for α-Stable Lévy Processes

   Författare :Haidar Al-Talibi; Astrid Hilbert; Francesco Russo; Linnéuniversitetet; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES; Ornstein-Uhlenbeck position process; α-stable Lévy noise; scaling limits; time change; stochastic Newton equations; Mathematical statistics; Matematisk statistik; Applied mathematics; Tillämpad matematik; Mathematics; Matematik;

   Sammanfattning : Brownian motion has met growing interest in mathematics, physics and particularly in finance since it was introduced in the beginning of the twentieth century. Stochastic processes generalizing Brownian motion have influenced many research fields theoretically and practically. LÄS MER

7. 5. Studies of Charge Transport Processes in Dye-sensitized Solar Cells

   Författare :Kristofer Fredin; Anders Hagfeldt; Mukundan Thelakkat; KTH; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; solar cell; mesoporous; dye-sensitized; model; simulation; electron transport; trap distribution; Physical chemistry; Fysikalisk kemi;

   Sammanfattning : Dye-sensitized solar cells (DSCs) have attained considerable attention during the last decade because of the potential of becoming a low cost alternative to silicon based solar cells. Although efficiencies exceeding 10% in full sunlight have been presented, major improvements of the system are however limited. LÄS MER