Search for dissertations about: "Scaled Brownian Motion"
Found 5 swedish dissertations containing the words Scaled Brownian Motion.
-
1. Ruin probabilities and first passage times for self-similar processes
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
-
2. A Differentiable Approach to Stochastic Differential Equations : the Smoluchowski Limit Revisited
Abstract : In this thesis we generalize results by Smoluchowski [43], Chandrasekhar[6], Kramers, and Nelson [30]. Their aim is to construct Brownian motion as a limit of stochastic processes with differentiable sample paths by exploiting a scaling limit which is a particular type of averaging studied by Papanicolao [35]. READ MORE
-
3. Active Matter in a Critical State: From passive building blocks to active molecules, engines, and active droplets
Abstract : The motion of microscopic objects is strongly affected by their surrounding environment. In quiescent liquids, motion is reduced to random fluctuations known as Brownian motion. Nevertheless, microorganisms have been able to develop mechanisms to generate active motion. READ MORE
-
4. Nelson-type Limits for α-Stable Lévy Processes
Abstract : Brownian motion has met growing interest in mathematics, physics and particularly in finance since it was introduced in the beginning of the twentieth century. Stochastic processes generalizing Brownian motion have influenced many research fields theoretically and practically. READ MORE
-
5. Studies of Charge Transport Processes in Dye-sensitized Solar Cells
Abstract : Dye-sensitized solar cells (DSCs) have attained considerable attention during the last decade because of the potential of becoming a low cost alternative to silicon based solar cells. Although efficiencies exceeding 10% in full sunlight have been presented, major improvements of the system are however limited. READ MORE