Sökning: "Scaled Brownian Motion"
Hittade 4 avhandlingar innehållade orden Scaled Brownian Motion.
- Detta är en avhandling från Printed in Sweden by KFS AB, LUND 1998
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
2. A Differentiable Approach to Stochastic Differential Equations : the Smoluchowski Limit RevisitedDetta är en avhandling från Växjö, Kalmar : Linnaeus University Press
Sammanfattning : In this thesis we generalize results by Smoluchowski , Chandrasekhar, Kramers, and Nelson . 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 . LÄS MER
- Detta är en avhandling från Linnéuniversitet
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
- Detta är en avhandling från Stockholm : KTH
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