Search for dissertations about: "Brownian motion"

Showing result 1 - 5 of 72 swedish dissertations containing the words Brownian motion.

  2. 1. Relaxation and Resonance in Brownian Motion-Coupled Resonators

    Author : Christin Rhen; Chalmers tekniska högskola; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; NATURVETENSKAP; NATURAL SCIENCES; nonequilibrium dynamics; nonlinear dynamics; resonance; nanomechanics; relaxation; superconducting circuits.; resonator; dispersive coupling; noise; Brownian motion;

    Abstract : In physics, there exists a number of paradigm systems – exactly solvable models that can represent a wide variety of physical realizations. My research is concerned with two of these paradigm systems: the harmonic oscillator and Brownian motion. READ MORE

  4. 2. Ruin probabilities and first passage times for self-similar processes

    Author : Zbigniew Michna; Matematisk statistik; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; Simulation of Ruin Probability; Monte Carlo Method; Skorokhod Topology; Weak Convergence; Rice s Formula; Fluid Model; Risk Model; Scaled Brownian Motion; Long Range Dependence; Fractional Brownian Motion; Renewal Process; Levy Motion; Stable Process; Self-Similar Process; Gaussian Process; Ruin Probability; First Passage Time; Exponential Bound; Picands Constant.; Mathematics; Matematik;

    Abstract : This thesis investigates ruin probabilities and first passage times for self-similar processes. We propose self-similar processes as a risk model with claims appearing in good and bad periods. Then, in particular, we get the fractional Brownian motion with drift as a limit risk process. READ MORE

  5. 3. Topics on fractional Brownian motion and regular variation for stochastic processes

    Author : Henrik Hult; KTH; []
    Keywords : stochastic processes; regular variation; extreme value theory; fractional Brownian motion; parameter estimation;

    Abstract : The first part of this thesis studies tail probabilities forelliptical distributions and probabilities of extreme eventsfor multivariate stochastic processes. It is assumed that thetails of the probability distributions satisfy a regularvariation condition. READ MORE

  6. 4. Atomic transport in optical lattices

    Author : Henning Hagman; Claude Dion; Daniel Comparat; Umeå universitet; []
    Keywords : Ultra-cold atoms; optical lattice; laser cooling; directed transport; Brownian motor; Brownian motion;

    Abstract : This thesis includes both experimental and theoretical investigations of fluctuation-induced transport phenomena, presented in a series of nine papers, by studies of the dynamics of cold atoms in dissipative optical lattices. With standard laser cooling techniques about 108 cesium atoms are accumulated, cooled to a few μK, and transferred into a dissipative optical lattice. READ MORE

  7. 5. Bridges with Random Length and Pinning Point for Modelling the Financial Information

    Author : Mohammed Louriki; Astrid Hilbert; Dorje C. Brody; Linnéuniversitetet; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; Brownian motion; Brownian bridge; Gaussian process; Gaussian bridge; Gamma process; Gamma bridge; Lévy process; pinned Lévy process; Markov process; Bayes theorem; stopping time; default time; semi-martingale decomposition; credit risk; defaultable bond; last passage time; enlargement of filtration; stochastic filtering theory; information-based asset pricing; market filtration.; Mathematics; Matematik;

    Abstract : The impact of the information concerning an event of interest occurring at a future random time is the main topic of this work. The event can massively influence financial markets and the problem of modelling the information on the time at which it occurs is of crucial importance in financial modelling. READ MORE