Search for dissertations about: "Brownian motion"

Showing result 11 - 15 of 72 swedish dissertations containing the words Brownian motion.

  1. 11. Statistical methods in single particle fluorescence microscopy

    Author : Magnus Röding; Göteborgs universitet; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES; absolute number concentration; Brownian motion; diffusion; fluorescence microscopy; image analysis; image processing; nanoparticle characterization; particle tracking; Smoluchowski process; nanoparticle characterization;

    Abstract : The aim of this thesis is stochastic modeling and statistical inference in single particle fluorescence microscopy related to the experimental observation of randomly moving particles. A central theme is the use of single particle microscopy for estimation of absolute concentration of nanoparticles performing Brownian motion. READ MORE

  2. 12. Latex Colloid Dynamics in Complex Dispersions : Fluorescence Microscopy Applied to Coating Color Model Systems

    Author : Gunilla Carlsson; Jan van Stam; Maria da Graca Miguel; Karlstads universitet; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; fluorescence microscopy; coating color; colloid; latex; diffusion; Brownian motion; film formation; polymer interaction; Physical chemistry; Fysikalisk kemi; Kemi; Chemistry;

    Abstract : Coating colors are applied to the base paper in order to maximize the performance of the end product. Coating colors are complex colloidal systems, mainly consisting of water, binders, and pigments. To understand the behavior of colloidal suspensions, an understanding of the interactions between its components is essential.. READ MORE

  3. 13. Valuing Path-Dependent Options using the Finite Element Method, Duality Techniques, and Model Reduction

    Author : Georgios Foufas; Göteborgs universitet; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; finite element method; Galerkin; duality; a posteriori error estimation; adaptivity; option pricing; Greeks; Brownian motion; European option; barrier option; lookback option; Asian option; average option; POD; model reduction; balanced truncation; lookback option;

    Abstract : In this thesis we develop an adaptive finite element method for pricing of several path-dependent options including barrier options, lookback options, and Asian options. The options are priced using the Black-Scholes PDE-model, and the resulting PDE:s are of parabolic type in one spatial dimension with different boundary conditions and jump conditions at monitoring dates. READ MORE

  4. 14. On the pricing of barrier options and related problems

    Author : Per Hörfelt; Göteborgs universitet; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; barrier options; discrete barrier options; rabate options; Brownian motion; heavy traffic approximation; random walk; trinomial method; explicit finite difference method; heat equation; discrete barrier options;

    Abstract : .... READ MORE

  5. 15. Functional modelling of the human timing mechanism

    Author : Guy Madison; Uppsala universitet; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Psychology; Brain mechanisms; Brownian motion; drift; dynamical systems; fractal; human; Gaussian noise; Hurst exponent; time; time series analysis; timing; Psykologi; Psychology; Psykologi; fysiologi; Physiology;

    Abstract : Behaviour occurs in time, and precise timing in the range of seconds and fractions of seconds is for most living organisms necessary for successful interaction with the environment. Our ability to time discrete actions and to predict events on the basis of prior events indicates the existence of an internal timing mechanism. READ MORE