Sökning: "stochastic differential equations"
Visar resultat 21 - 25 av 88 avhandlingar innehållade orden stochastic differential equations.
21. Approximation of Infinitely Divisible Random Variables with Application to the Simulation of Stochastic Processes
Sammanfattning : This thesis consists of four papers A, B, C and D. Paper A and B treats the simulation of stochastic differential equations (SDEs). The research presented therein was triggered by the fact that there were not any efficient implementations of the higher order methods for simulating SDEs. LÄS MER
22. Uncertainty Modelling in Hydrological Applications - Error Propagation Properties of Random Linear Systems
Sammanfattning : In hydrological models for water resources management and planning, the model output or design quantities are functions of the input data and a number of parameters that are essentially stochastic processes or random variables. The task of uncertainty analysis is to estimate the uncertainty characteristics of the model output in terms of the uncertainties in the input, model parameters and initial conditions. LÄS MER
23. Recent advances in the numerical solution of stochastic differential equations
Sammanfattning : .... LÄS MER
24. A Cubature Method for Solving Stochastic Equations : A Modern Monte-Carlo Approach with Applications to Financial Market
Sammanfattning : Before the financial crisis started in 2007, there were no significant spreads between the forward rate curves constructed either using the market quotes of overnight indexed swaps or those of forward rate agreements. After the crisis, we observe such spreads in the form of forward spread curves. LÄS MER
25. Statistical inference on interacting particle systems with applications to cancer biology
Sammanfattning : Interacting particle is a mathematical framework which allows for condensed and elegant modelling of complex phenomena undergoing both deterministic and random dynamics. While there are several ways to formulate an interacting particle system, this thesis focuses on modelling such dynamics using stochastic differential equations. LÄS MER