Search for dissertations about: "random process"

Showing result 1 - 5 of 402 swedish dissertations containing the words random process.

  2. 1. 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

  4. 2. Stochastic epidemics on random networks

    Author : Abid Ali Lashari; Pieter Trapman; Filip Lindskog; Peter Neal; Stockholms universitet; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; Branching process; Configuration model; Random graph; Epidemic process; Final size; Threshold behaviour; Duration of an epidemic; Vaccination; Mathematical Statistics; matematisk statistik;

    Abstract : This thesis considers stochastic epidemic models for the spread of epidemics in structured populations. The asymptotic behaviour of the models is analysed by using branching process approximations. The thesis contains four manuscripts. READ MORE

  5. 3. Stochastic systems with locally defined dynamics

    Author : Anton Muratov; Göteborgs universitet; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; point process; sequential adsorption; stopping set; random measure; Polya urn; convergence of empirical measures; bit flipping; recurrence; renewal process; Poisson process; Dirichlet distribution; random matrices; random matrices;

    Abstract : We study three different classes of models of stochastic systems with locally defined dynamics. Our main points of interest are the limiting properties and convergence in these models. The first class is the locally interactive sequential adsorption, or LISA, models. READ MORE

  6. 4. Selected Topics in Continuum Percolation : Phase Transitions, Cover Times and Random Fractals

    Author : Filipe Mussini; Erik I. Broman; Hermine Biermé; Uppsala universitet; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; Poisson point process; Percolation; Boolean model; Quasi-isometries; Cover times; Poisson cylinder process; Ellipsoid process; Phase transition; Random fractals; Mathematics; Matematik;

    Abstract : This thesis consists of an introduction and three research papers. The subject is probability theory and in particular concerns the topics of percolation, cover times and random fractals.Paper I deals with the Poisson Boolean model in locally compact Polish metric spaces. READ MORE

  7. 5. Random graph models and their applications

    Author : Thomas Vallier; Matematisk statistik; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; contact process; phase transition; classical random graphs; degree sequence; preferential attachment; percolation; random graphs;

    Abstract : This thesis explores different models of random graphs. The first part treats a change from the preferential attachment model where the network incorporates new vertices and attach them preferentially to the previous vertices with a large number of connections. READ MORE