Sökning: "stochastic models"

Visar resultat 11 - 15 av 492 avhandlingar innehållade orden stochastic models.

  1. 11. Numerical Solution Methods in Stochastic Chemical Kinetics

    Författare :Stefan Engblom; Per Lötstedt; Wilhelm Huisinga; Uppsala universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; stochastic models; chemical master equation; mesoscopic kinetics; Markov property; jump process; moment closure problem; spectral-Galerkin method; high dimensional problem; hybrid methods; time-parallel; homogenization; Beräkningsvetenskap med inriktning mot numerisk analys; Scientific Computing with specialization in Numerical Analysis;

    Sammanfattning : This study is concerned with the numerical solution of certain stochastic models of chemical reactions. Such descriptions have been shown to be useful tools when studying biochemical processes inside living cells where classical deterministic rate equations fail to reproduce actual behavior. LÄS MER

  3. 12. Inference techniques for stochastic nonlinear system identification with application to the Wiener-Hammerstein models

    Författare :Giuseppe Giordano; Chalmers tekniska högskola; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES; TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; nonlinear systems; system identification; stochastic; Maximum Likelihood; Wiener-Hammerstein; Monte Carlo; Newton s method;

    Sammanfattning : Stochastic nonlinear systems are a specific class of nonlinear systems where unknown disturbances affect the system's output through a nonlinear transformation. In general, the identification of parametric models for this kind of systems can be very challenging. LÄS MER

  4. 13. Asset Pricing Models with Stochastic Volatility

    Författare :Jean-Paul Murara; Sergei Silvestrov; George Fodor; Mälardalens högskola; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Mathematics Applied Mathematics; matematik tillämpad matematik;

    Sammanfattning : Asset pricing modeling is a wide range area of research in Financial Engineering. In this thesis, which consists of an introduction, three papers and appendices; we deal with asset pricing models with stochastic volatility. Here stochastic volatility modeling includes diffusion models and regime-switching models. LÄS MER

  5. 14. Optimal bidding of a hydropower producer insequential power markets with riskassessment : Stochastic programming approach

    Författare :Yelena Vardanyan; Mohammad Reza Hesamzadeh; Javier Contreras; KTH; []
    Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Electrical Engineering; Elektro- och systemteknik;

    Sammanfattning : Short-term hydropower planning and bidding under uncertainty is a complicated task. The problem became more challenging with the liberalized market environment within the last two decades. LÄS MER

  7. 15. Interacting Particle Systems: Percolation, Stochastic Domination and Randomly Evolving Environments

    Författare :Erik Broman; Göteborgs universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Determinantal processes; k-dependence; k-block-factors; percolation; stochastic Ising models; contact process; $ epsilon-$movability; hidden Markov chain; stochastic domination; k-block-factors;

    Sammanfattning : In this thesis we first analyze the class of one-dependent trigonometric determinantal processes and show that they are all two-block-factors. We do this by constructing the two-block-factors explicitly. Second we investigate the dynamic stability of percolation for the stochastic Ising model and the contact process. LÄS MER