Sökning: "first passage process"
Visar resultat 1 - 5 av 32 avhandlingar innehållade orden first passage process.
1. 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
2. Bridges with Random Length and Pinning Point for Modelling the Financial Information
Sammanfattning : The impact of the information concerning an event of interest occurring at a future random time is the main topic of this work. The event can massively influence financial markets and the problem of modelling the information on the time at which it occurs is of crucial importance in financial modelling. LÄS MER
3. Accessibility percolation and first-passage percolation on the hypercube
Sammanfattning : In this thesis, we consider two percolation models on the n-dimensional binary hypercube, known as accessibility percolation and first-passage percolation. First-passage percolation randomly assigns non-negative weights, called passage times, to the edges of a graph and considers the minimal total weight of a path between given end-points. LÄS MER
4. Asymptotics and dynamics in first-passage and continuum percolation
Sammanfattning : This thesis combines the study of asymptotic properties of percolation processes with various dynamical concepts. First-passage percolation is a model for the spatial propagation of a fluid on a discrete structure; the Shape Theorem describes its almost sure convergence towards an asymptotic shape, when considered on the square (or cubic) lattice. LÄS MER
5. Stochasticity in Biophysical Systems: Searching, Aging, and Spreading
Sammanfattning : The role of stochasticity throughout many biophysical systems is of great importance. From evolution to foraging, from the spreading of viruses to cell fate, all hinge in one way or another on inherent stochasticity. LÄS MER