Sökning: "local Lipschitz condition"

Hittade 3 avhandlingar innehållade orden local Lipschitz condition.

1. 1. Contributions to Numerical Solution of Stochastic Differential Equations

   Författare :Anders Muszta; Göteborgs universitet; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; adaptive method; change of time; CIR model; CKLS model; convergence order; Euler method; heavy-tailed SDE; hyperbolic SDE; geometric integration; global Lipschitz condition; Levy process; Lie group method; local Lipschitz condition; local martingales; mean reversion; Milstein method; numerical method; semimartingale; stochastic differential equation; stochastic Taylor expansion; strong approximation; symplectic integration; volatility induced stationarity; waveform relaxation; volatility induced stationarity;

   Sammanfattning : This thesis consists of four papers: Paper I is an overview of recent techniques in strong numerical solutions of stochastic differential equations, driven by Wiener processes, that have appeared the last then 10 years, or so. Paper II studies theoretical and numerical aspects of stochastic differential equations with so called volatility induced stationarity. LÄS MER

3. 2. Sobolev-Type Spaces : Properties of Newtonian Functions Based on Quasi-Banach Function Lattices in Metric Spaces

   Författare :Lukáš Malý; Anders Björn; Jana Björn; Tomas Sjödin; Andrea Cianchi; Linköpings universitet; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Newtonian space; Sobolev-type space; metric measure space; upper gradient; Sobolev capacity; Banach function lattice; quasi-normed space; rearrangement-invariant space; maximal operator; Lipschitz function; regularization; weak boundedness; density of Lipschitz functions; quasi-continuity; continuity; doubling measure; Poincaré inequality;

   Sammanfattning : This thesis consists of four papers and focuses on function spaces related to first-order analysis in abstract metric measure spaces. The classical (i.e., Sobolev) theory in Euclidean spaces makes use of summability of distributional gradients, whose definition depends on the linear structure of Rn. LÄS MER

4. 3. Rigidity properties of certain discrete solvable group actions on tori

   Författare :Boris Petkovic; Danijela Damjanovic; Maria Saprykina; Livio Flaminio; KTH; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Matematik; Mathematics;

   Sammanfattning :  The main results of this thesis provide smooth classification of large classes of perturbations of certain multidimensional time dynamical systems: they show a form of preservation of differentiable structure under small perturbations. In our work we obtain results for systems with very different dynamical properties. LÄS MER