Search for dissertations about: "Torkel Erhardsson"

Found 3 swedish dissertations containing the words Torkel Erhardsson.

2. 1. Compound poisson approximation for Markov chains

   Author : Torkel Erhardsson; KTH; []
   Keywords : ;

   Abstract : .... READ MORE

4. 2. A class of infinite dimensional stochastic processes with unbounded diffusion and its associated Dirichlet forms

   Author : John Karlsson; Jörg-Uwe Löbus; Torkel Erhardsson; Hans-Jürgen Engelbert; Linköpings universitet; []
   Keywords : NATURVETENSKAP; NATURAL SCIENCES;

   Abstract : This thesis consists of two papers which focuses on a particular diffusion type Dirichlet form  where  Here  is the basis in the Cameron-Martin space, H, consisting of the Schauder functions, and ν denotes the Wiener measure.In Paper I, we let  vary over the space of wiener trajectories in a way that the diffusion operator A is almost everywhere an unbounded operator on the Cameron–Martin space. READ MORE

5. 3. Contributions to reciprocal processes

   Author : Stefane Saize; Xiangfeng Yang; Torkel Erhardsson; Timo Koski; Linköpings universitet; []
   Keywords : NATURVETENSKAP; NATURAL SCIENCES;

   Abstract : Reciprocal processes are stochastic processes such that the current state only depends on the nearest past and future, and they have found many applications in various fields such as Euclidean quantum physics. This thesis focuses on the study of some classes of reciprocal processes in both discrete-time and continuous-time frameworks. READ MORE