Sökning: "integral equation theory"

Visar resultat 1 - 5 av 37 avhandlingar innehållade orden integral equation theory.

1. 1. Valuation and Optimal Strategies in Markets Experiencing Shocks

   Författare :Hannah Dyrssen; Erik Ekström; Damien Lamberton; Uppsala universitet; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; American options; optimal stopping; game options; jump diffusion; jump to default; free-boundary problems; early exercise premium; integral equation; parabolic pde; convexity; sequential testing; fixed-point approach; Mathematics with specialization in Applied Mathematics; Matematik med inriktning mot tillämpad matematik;

   Sammanfattning : This thesis treats a range of stochastic methods with various applications, most notably in finance. It is comprised of five articles, and a summary of the key concepts and results these are built on.The first two papers consider a jump-to-default model, which is a model where some quantity, e.g. LÄS MER

3. 2. Approximation of Infinitely Divisible Random Variables with Application to the Simulation of Stochastic Processes

   Författare :Magnus Wiktorsson; Matematisk statistik; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; operations research; Statistics; aktuariematematik; Stochastic differential equation; Infinitely divisible distribution; Type G distribution; Lévy process; Stochastic integral; Mathematical Statistics; Matematik; Mathematics; programming; actuarial mathematics; Statistik; operationsanalys; programmering;

   Sammanfattning : This thesis consists of four papers A, B, C and D. Paper A and B treats the simulation of stochastic differential equations (SDEs). The research presented therein was triggered by the fact that there were not any efficient implementations of the higher order methods for simulating SDEs. LÄS MER

4. 3. Algorithmic Methods in Combinatorial Algebra

   Författare :Anna Torstensson; Algebra; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; algebraic geometry; field theory; Number Theory; maximal symmetry group; resultant; SAGBI basis; Orthogonal decomposition; algebra; group theory; Talteori; fältteori; algebraisk geometri; gruppteori;

   Sammanfattning : This thesis consists of a collection of articles all using and/or developing algorithmic methods for the investigation of different algebraic structures. Part A concerns orthogonal decompositions of simple Lie algebras. The main result of this part is that the symplectic Lie algebra C3 has no orthogonal decomposition of so called monomial type. LÄS MER

5. 4. Approximations of Integral Equations for WaveScattering

   Författare :Andreas Atle; Björn Engquist; Richard Tsai; Stockholms universitet; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Integral equations; Marching on in time; On surface radiation condition; Physical Optics; Numerical analysis; Numerisk analys;

   Sammanfattning : Wave scattering is the phenomenon in which a wave field interacts with physical objects. An incoming wave is scattered at the surface of the object and a scattered wave is produced. Common practical cases are acoustic, electromagnetic and elastic wave scattering. LÄS MER

7. 5. Bridge functions in strongly coupled plasmas : theory, simulations and applications

   Författare :Federico Castello Lucco; Svetlana V. Ratynskaia; Panagiotis Tolias; Giorgio Pastore; KTH; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Teoretisk fysik; Theoretical Physics; Atomic; Subatomic and Astrophysics; Atomär fysik; subatomär fysik och astrofysik;

   Sammanfattning : Strongly coupled or non-ideal plasmas are multi-component charged systems in which at least one species possesses an average interaction energy that is comparable or larger than its thermal energy. Non-ideal plasmas are naturally occurring in dense astrophysical objects (e.g. giant planet interiors) but also engineered in the laboratory (e. LÄS MER