Sökning: "perturbation expansions"
Visar resultat 1 - 5 av 8 avhandlingar innehållade orden perturbation expansions.
Sammanfattning : In this thesis we study the asymptotic behaviour of the solution of a discrete time renewal equation depending on a small perturbation parameter. In particular, we construct asymptotic expansions for the solution of the renewal equation and related quantities. LÄS MER
Sammanfattning : In this thesis, nonlinearly perturbed stochastic models in discrete time are considered. We give algorithms for construction of asymptotic expansions with respect to the perturbation parameter for various quantities of interest. LÄS MER
Sammanfattning : Ice sheets, such as the Greenland Ice Sheet or Antarctic Ice Sheet, have a fundamental impact on landscape formation, the global climate system, and on sea level rise. The slow, creeping flow of ice can be represented by a non-linear version of the Stokes equations, which treat ice as a non-Newtonian, viscous fluid. LÄS MER
Sammanfattning : This PhD thesis consists of three separate papers. The common theme is methods to calculate analytical approximations for prices of different contingent claims under various model assumptions. The first two papers deals with approximations of standard European options in stochastic volatility models. LÄS MER
Sammanfattning : In this thesis we investigate a model of nonlinearly perturbed continuous-time renewal equation. Some characteristics of the renewal equation are assumed to have non-polynomial perturbations, more specifically they can be expanded with respect to a non-polynomial asymptotic scale. LÄS MER