Sökning: "stochastic Newton equations"

Hittade 2 avhandlingar innehållade orden stochastic Newton equations.

1. 1. Nelson-type Limits for α-Stable Lévy Processes

   Författare :Haidar Al-Talibi; Astrid Hilbert; Francesco Russo; Linnéuniversitetet; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES; Ornstein-Uhlenbeck position process; α-stable Lévy noise; scaling limits; time change; stochastic Newton equations; Mathematical statistics; Matematisk statistik; Applied mathematics; Tillämpad matematik; Mathematics; Matematik;

   Sammanfattning : Brownian motion has met growing interest in mathematics, physics and particularly in finance since it was introduced in the beginning of the twentieth century. Stochastic processes generalizing Brownian motion have influenced many research fields theoretically and practically. LÄS MER

3. 2. Numerical methods for the calibration problem in finance and mean field game equations

   Författare :Love Lindholm; Anders Szepessy; Lina von Sydow; KTH; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES;

   Sammanfattning : This thesis contains five papers and an introduction. The first four of the included papers are related to financial mathematics and the fifth paper studies a case of mean field game equations. LÄS MER