Search for dissertations about: "brownian"

Showing result 1 - 5 of 112 swedish dissertations containing the word brownian.

  2. 1. On properties of Brownian interlacements and Brownian excursions

    Author : Olof Elias; Göteborgs universitet; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES;

    Abstract : .... READ MORE

  4. 2. 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

  5. 3. Dynamics and Thermodynamics of Translational and Rotational Diffusion Processes Driven out of Equilibrium

    Author : Raffaele Marino; Erik Aurell; Lacoste David; KTH; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; Translational and Rotational Diffusion Processes; Brownian; Fysik; Physics;

    Abstract : Diffusion processes play an important role in describing systems in many fields of science, as in physics, biology, finance and social science. One of the most famous examples of the diffusion process is the Brownian motion. READ MORE

  6. 4. Geometrical and percolative properties of spatially correlated models

    Author : Olof Elias; Göteborgs universitet; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; continuum percolation; brownian excursions; brownian interlacements; poisson cylinder model; fractal percolation;

    Abstract : This thesis consists of four papers dealing with phase transitions in various models of continuum percolation. These models exhibit complicated dependencies and are generated by different Poisson processes. For each such process there is a parameter, known as the intensity, governing its behavior. 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