Sökning: "Stochastic"

Visar resultat 6 - 10 av 1071 avhandlingar innehållade ordet Stochastic.

  1. 6. Stochastic Epidemic Models : Different Aspects of Heterogeneity

    Författare :Mathias Lindholm; Tom Britton; Maria Deijfen; Gianpaolo Scalia Tomba; Stockholms universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Mathematical statistics; Matematisk statistik; matematisk statistik; Mathematical Statistics;

    Sammanfattning : This thesis is concerned with the study of stochastic epidemic models for infectious diseases in heterogeneous populations. All diseases treated are of SIR type, i.e. individuals are either Susceptible, Infectious or Recovered (and immune). LÄS MER

  3. 7. Stochastic Chemical Evolution : A Study of Scatter in Relative Elemental Abundances in Extremely Metal-poor Stars

    Författare :Torgny Karlsson; Bengt Gustafsson; Mike Edmunds; Uppsala universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Astronomy; nucleosynthesis; chemical evolution; Galactic evolution; supernovae; chemical abundances; Population II stars; Astronomi; Astronomy and astrophysics; Astronomi och astrofysik;

    Sammanfattning : Chemical evolution addresses the problem of the formation of the chemical elements and their evolution throughout the history of the universe. This thesis discusses in particular the chemical evolution in the young universe and what we may learn from the observations of the oldest stars. LÄS MER

  4. 8. Numerical analysis and simulation of stochastic partial differential equations with white noise dispersion

    Författare :André Berg; David Cohen; Per Åhag; Guillaume Dujardin; Ludovic Goudenège; Umeå universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; stochastic partial differential equation; mathematics; numerical analysis; numerical scheme; time integrator; convergence analysis; blowup; critical exponent; nonlinear Schrödinger equation; Manakov equation; Benjamin-Bona-Mahony equation; BBM equation; stochastic; random; dispersion; white noise dispersion; finite difference; pseudospectral; code; matlab; exponential integrator; splitting integrator; convergence in probability; Mathematics; matematik; Numerical Analysis; numerisk analys;

    Sammanfattning : This doctoral thesis provides a comprehensive numerical analysis and exploration of several stochastic partial differential equations (SPDEs). More specifically, this thesis investigates time integrators for SPDEs with white noise dispersion. LÄS MER

  5. 9. Coordinated Multi-Stage Inventory Systems with Stochastic Demand

    Författare :Jonas Andersson; Teknisk logistik; []
    Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Management of enterprises; Produktionsteknik; Production technology; Nash Equilibria; Multi-Echelon; Coordination; Stochastic; Supply Chain; Inventory Control; Företagsledning; management;

    Sammanfattning : This thesis is based on six scientific papers providing different methods for coordinated inventory control in supply chains. The main focus is on supply chains in connection with distribution of products to customers. Two different problem areas are considered. LÄS MER

  7. 10. Portfolio Optimization and Statistics in Stochastic Volatility Markets

    Författare :Carl Lindberg; Göteborgs universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Stochastic control; portfolio optimization; verification theorem; Feynman-Kac formula; stochastic volatility; non-Gaussian Ornstein-Uhlenbeck process; estimation; number of trades; stochastic volatility;

    Sammanfattning : Large financial portfolios often contain hundreds of stocks. The aim of this thesis is to find explicit optimal trading strategies that can be applied to portfolios of that size for different n-stock extensions of the model by Barndorff-Nielsen and Shephard [3]. LÄS MER