Sökning: "Weak Convergence"
Visar resultat 11 - 15 av 61 avhandlingar innehållade orden Weak Convergence.
11. Ruin probabilities and first passage times for self-similar processes
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
12. Approximating Stochastic Partial Differential Equations with Finite Elements: Computation and Analysis
Sammanfattning : Stochastic partial differential equations (SPDE) must be approximated in space and time to allow for the simulation of their solutions. In this thesis fully discrete approximations of such equations are considered, with an emphasis on finite element methods combined with rational semigroup approximations. LÄS MER
13. Computational Aspects of Lévy-Driven SPDE Approximations
Sammanfattning : In order to simulate solutions to stochastic partial differential equations (SPDE) they must be approximated in space and time. In this thesis such fully discrete approximations are considered, with an emphasis on finite element methods combined with rational semigroup approximations. There are several notions of the error resulting from this. LÄS MER
14. The Final Size of Multitype Chain-Binomial Epidemic Processes
Sammanfattning : A multitype chain-binomial epidemic process is defined for a closed finite population by sampling a simple multidimensional counting process at certain points. The final size of the epidemic is then characterised, given the counting process, as the smallest root of a non-linear system of equations. LÄS MER
15. Boundary values of plurisubharmonic functions and related topics
Sammanfattning : This thesis consists of three papers concerning problems related to plurisubharmonic functions on bounded hyperconvex domains, in particular boundary values of such functions. The papers summarized in this thesis are:* Paper I Urban Cegrell and Berit Kemppe, Monge-Ampère boundary measures, Ann. Polon. Math. LÄS MER