Sökning: "Skorohod equations"

Hittade 2 avhandlingar innehållade orden Skorohod equations.

  1. 1. The Skorohod problem and weak approximation of stochastic differential equations in time-dependent domains

    Författare :Thomas Önskog; Kaj Nyström; Leif Persson; Johan Tysk; Umeå universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Skorohod problem; weak approximation; time-dependent domain; stochastic differential equations; parabolic partial differential equations; oblique reflection; stopped diffusions; Euler scheme; adaptive methods; sensitivity analysis; financial derivatives; Greeks ; MATHEMATICS; MATEMATIK; Mathematics; matematik;

    Sammanfattning : This thesis consists of a summary and four scientific articles. All four articles consider various aspects of stochastic differential equations and the purpose of the summary is to provide an introduction to this subject and to supply the notions required in order to fully understand the articles. LÄS MER

  3. 2. Models for coupled active-passive population dynamics : Mathematical analysis and simulation

    Författare :Thi Kim Thoa Thieu; Adrian Muntean; Matteo Colangeli; Grigorios A. Pavliotis; Karlstads universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; pedestrian dynamics; simple exclusion process; Forchheimer flows; Skorohod equations; nonlinear coupling; heterogenous domain; homogenization; drafting; evacuation; Matematik; Mathematics;

    Sammanfattning : In this dissertation, we study models for coupled active--passive pedestrian dynamics from mathematical analysis and simulation perspectives. The general aim is to contribute to a better understanding of complex pedestrian flows. LÄS MER