Sökning: "stochastic convolution"
Visar resultat 1 - 5 av 7 avhandlingar innehållade orden stochastic convolution.
1. Finite element approximation of the deterministic and the stochastic Cahn-Hilliard equation
Sammanfattning : This thesis consists of three papers on numerical approximation of the Cahn-Hilliard equation. The main part of the work is concerned with the Cahn-Hilliard equation perturbed by noise, also known as the Cahn-Hilliard-Cook equation. LÄS MER
2. Noise Convolution Models: Fluids in Stochastic Motion, Non-Gaussian Tempo-Spatial Fields, and a Notion of Tilting
Sammanfattning : The primary topic of this thesis is a class of tempo-spatial models which are rather flexible in a distributional sense. They prove quite successful in modeling (temporal) dependence structures and go beyond the limitation of Gaussian models, thus allowing for heavy tails and skewness. LÄS MER
3. Stochastic Models Involving Second Order Lévy Motions
Sammanfattning : This thesis is based on five papers (A-E) treating estimation methods for unbounded densities, random fields generated by Lévy processes, behavior of Lévy processes at level crossings, and a Markov random field mixtures of multivariate Gaussian fields. In Paper A we propose an estimator of the location parameter for a density that is unbounded at the mode. LÄS MER
4. Discrete Stochastic Time-Frequency Analysis and Cepstrum Estimation
Sammanfattning : The theory of stochastic time-frequency analysis of non-stationary random processes has mostly been developed for processes in continuous time. In practice however, random processes are observed, processed, and interpreted at a finite set of time points. LÄS MER
5. Non-Uniform Sampling in Statistical Signal Processing
Sammanfattning : Non-uniform sampling comes natural in many applications, due to for example imperfect sensors, mismatched clocks or event-triggered phenomena. Examples can be found in automotive industry and data communication as well as medicine and astronomy. LÄS MER