Search for dissertations about: "ASYMPTOTIC-BEHAVIOR"

Showing result 1 - 5 of 39 swedish dissertations containing the word ASYMPTOTIC-BEHAVIOR.

  2. 1. Asymptotic behavior of Bayesian nonparametric procedures

    Author : Yang Xing; Sveriges lantbruksuniversitet; Sveriges lantbruksuniversitet; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES;

    Abstract : .... READ MORE

  4. 2. Analysis of the phase space, asymptotic behavior and stability for heavy symmetric top and tippe top

    Author : Markus Sköldstam; Stefan Rauch-Wojciechowski; Torkel Glad; Linköpings universitet; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; symmetric top; tippe top; vertical rotation; truncated sphere; asymptotic trajectories; MATHEMATICS; MATEMATIK;

    Abstract : In this thesis we analyze the phase of the heavy symmetric top and the tippe top. These tops are two examples of physical systems for which the usefulness of integrals of motion and invariant manifolds, in phase space picture analysis, can be illustratedIn the case of the heavy symmetric top, simplified proofs of stability of the vertical rotation have been perpetuated by successive textbooks during the last century. READ MORE

  5. 3. Calibration, Optimality and Financial Mathematics

    Author : Bing Lu; Erik Ekström; Stephane Villeneuve; Uppsala universitet; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; perpetual put option; calibration of models; piecewise constant volatility; optimal liquidation of an asset; incomplete information; optimal stopping; jump-diffusion model; optimal distribution of dividends; singular stochastic control; implied volatility; exponential Lévy models; short-time asymptotic behavior.;

    Abstract : This thesis consists of a summary and five papers, dealing with financial applications of optimal stopping, optimal control and volatility.In Paper I, we present a method to recover a time-independent piecewise constant volatility from a finite set of perpetual American put option prices. READ MORE

  6. 4. Permanental Point Processes on Real Tori

    Author : Jakob Hultgren; Göteborgs universitet; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES; Point Processes; Monge-Ampère equations; Affine Manifolds; Point Processes;

    Abstract : The main motivation for this thesis is to study real Monge-Ampère equations. These are fully nonlinear differential equations that arise in differential geometry. They lie at the heart of optimal transport and, as such, are related to probability theory, statistics, geometrical inequalities, fluid dynamics and diffusion equations. READ MORE

  7. 5. Limit Theorems for Ergodic Group Actions and Random Walks

    Author : Michael Björklund; Anders Karlsson; Yves Guivarc'h Irmar; KTH; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; MATHEMATICS; MATEMATIK;

    Abstract : This thesis consists of an introduction, a summary and 7 papers. The papers are devoted to problems in ergodic theory, equidistribution on compact manifolds and random walks on groups. In Papers A and B, we generalize two classical ergodic theorems for actions of abelian groups. READ MORE