Search for dissertations about: "Stochastic processes"

Showing result 1 - 5 of 165 swedish dissertations containing the words Stochastic processes.

  1. 1. Four applications of stochastic processes : Contagious disease, credit risk, gambling and bond portfolios

    University dissertation from Stockholm : Department of Mathematics, Stockholm University

    Author : Patrik Andersson; Stockholms universitet.; [2011]
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; Stochastic processes; MATHEMATICS Applied mathematics Mathematical statistics; MATEMATIK Tillämpad matematik Matematisk statistik; matematisk statistik; Mathematical Statistics;

    Abstract : This thesis consists of four papers on applications of stochastic processes.In Paper I we study an open population SIS (Susceptible - Infective - Susceptible) stochastic epidemic model from the time of introduction of the disease, through a possible outbreak and to extinction. The analysis uses coupling arguments and diffusion approximations. READ MORE

  2. 2. Stochastic Simulation of Reaction-Diffusion Processes

    University dissertation from Uppsala : Acta Universitatis Upsaliensis

    Author : Stefan Hellander; Uppsala universitet.; Uppsala universitet.; [2013]
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES; stochastic simulation; microscale; mesoscale; Smoluchowski s equation; hybrid methods; Beräkningsvetenskap med inriktning mot numerisk analys; Scientific Computing with specialization in Numerical Analysis;

    Abstract : Numerical simulation methods have become an important tool in the study of chemical reaction networks in living cells. Many systems can, with high accuracy, be modeled by deterministic ordinary differential equations, but other systems require a more detailed level of modeling. READ MORE

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

    University dissertation from Chalmers University of Technology

    Author : Erik Broman; Chalmers tekniska högskola Göteborgs universitet.; Chalmers University of Technology University of Gothenburg.; Chalmers tekniska högskola Göteborgs universitet.; Göteborgs universitet.; Gothenburg University.; [2006]
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; Övrig matematik; Other mathematics; Determinantal processes; k-dependence; k-block-factors; percolation; stochastic Ising models; contact process; $ epsilon-$movability; hidden Markov chain; stochastic domination;

    Abstract : .... READ MORE

  4. 4. Stochastic processes and statistical inference

    University dissertation from Stockholm : Almqvist & Wiksell

    Author : Ulf Grenander; Stockholms högskola.; [1950]
    Keywords : NATURVETENSKAP; NATURAL SCIENCES;

    Abstract : .... READ MORE

  5. 5. Stochastic Control of Critical Processes

    University dissertation from Department of Automatic Control, Lund Institute of Technology (LTH)

    Author : Anders Hansson; Lunds universitet.; Lund University.; Lunds universitet.; Lund University.; [1995]
    Keywords : TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY;

    Abstract : .... READ MORE