Sökning: "last passage time"

Visar resultat 1 - 5 av 7 avhandlingar innehållade orden last passage time.

  1. 1. Bridges with Random Length and Pinning Point for Modelling the Financial Information

    Författare :Mohammed Louriki; Astrid Hilbert; Dorje C. Brody; Linnéuniversitetet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Brownian motion; Brownian bridge; Gaussian process; Gaussian bridge; Gamma process; Gamma bridge; Lévy process; pinned Lévy process; Markov process; Bayes theorem; stopping time; default time; semi-martingale decomposition; credit risk; defaultable bond; last passage time; enlargement of filtration; stochastic filtering theory; information-based asset pricing; market filtration.; Mathematics; Matematik;

    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. 2. Tre romantiska berättelser : Studier i Eyvind Johnsons Romantisk berättelse och Tidens gång, Lars Gustafssons Poeten Brumbergs sista dagar och död och Sven Delblancs Kastrater

    Författare :Leif Dahlberg; Torsten Pettersson; Anders Cullhed; Stockholms universitet; []
    Nyckelord :HUMANIORA; HUMANITIES; Dialogism; Genre Theory; Intertextuality; Literary Theory; Modern Swedish Literature; Modernism; Narratology; Paratextuality; Post-Modernism; Romanticism; litteraturvetenskap; Literature;

    Sammanfattning : The dissertation explores the notion 'romantic story' as a literary device in three Swedish late modernist novels: Eyvind Johnson's Romantisk berättelse (1953) (Romantic Story) and Tidens gång. En romantisk berättelse (1955) (The Passage of Time. A Romantic Story), Lars Gustafsson's Poeten Brumbergs sista dagar och död. LÄS MER

  4. 3. Rare-event simulation with Markov chain Monte Carlo

    Författare :Thorbjörn Gudmundsson; Henrik Hult; Ad Ridder; KTH; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Tillämpad matematik och beräkningsmatematik; Applied and Computational Mathematics;

    Sammanfattning : Stochastic simulation is a popular method for computing probabilities or expecta- tions where analytical answers are difficult to derive. It is well known that standard methods of simulation are inefficient for computing rare-event probabilities and there- fore more advanced methods are needed to those problems. LÄS MER

  5. 4. Överskridandets strategier : lyrisk romankonst och dess uttryck hos Rosendahl, Trotzig och Lillpers

    Författare :Pär-Yngve Andersson; Lars-Åke Skalin; Staffan Bergsten; Örebro universitet; []
    Nyckelord :HUMANIORA; HUMANITIES; Litteraturvetenskap; lyrical novel; spatial form; epiphany; Sven Rosendahl; Birgitta Trotzig; Birgitta Lillpers; litteraturvetenskap; Literature; Litteraturvetenskap; Litteraturvetenskap; Literature;

    Sammanfattning : In this thesis I describe and analyse the concept of ”lyrical novel” in relation to concrete textual examples. Referring to Waismann’s open texture (porösität) and Wittgensteins ”family resemblance” I study texts that resemble each other although their lyrical features may not be identical. LÄS MER

  7. 5. Learning from Interactions : Forward and Inverse Decision-Making for Autonomous Dynamical Systems

    Författare :Inês de Miranda de Matos Lourenço; Bo Wahlberg; Sandra Hirche; KTH; []
    Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Intelligent systems; autonomous decision-making; Reinforcement Learning; Markov models; Human-Robot Interaction; Biologically-inspired systems; Electrical Engineering; Elektro- och systemteknik;

    Sammanfattning : Decision-making is the mechanism of using available information to generate solutions to given problems by forming preferences, beliefs, and selecting courses of action amongst several alternatives. In this thesis, we study the mechanisms that generate behavior (the forward problem) and how their characteristics can explain observed behavior (the inverse problem). LÄS MER