Search for dissertations about: "Astrid Hilbert"

Found 5 swedish dissertations containing the words Astrid Hilbert.

  1. 1. Functional Hodrick-Prescott Filter

    Author : Hiba Nassar; Astrid Hilbert; Alexander Meister; Linnéuniversitetet; []
    Keywords : NATURAL SCIENCES; NATURVETENSKAP; NATURVETENSKAP; NATURAL SCIENCES; Inverse problems; adaptive estimation; Hodrick-Prescott filter; smoothing; trend extraction; Gaussian measures on a Hilbert space.; Mathematics; Matematik;

    Abstract : The study of functional data analysis is motivated by their applications in various fields of statistical estimation and statistical inverse problems.In this thesis we propose a functional Hodrick-Prescott filter. This filter is applied to functional data which take values in an infinite dimensional separable Hilbert space. READ MORE

  2. 2. A Differentiable Approach to Stochastic Differential Equations : the Smoluchowski Limit Revisited

    Author : Haidar Al-Talibi; Astrid Hilbert; Yaozhong Hu; Linnéuniversitetet; []
    Keywords : NATURAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES; NATURVETENSKAP; α-stable Lévy noise; Fractional Brownian motion; Girsanov theorem; Mean-field model; Nonlinear stochastic oscillator; Ornstein-Uhlenbeck process; Scaling limit; Second order Itô equation; Time change.; Matematik; Mathematics;

    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. 3. Nelson-type Limits for α-Stable Lévy Processes

    Author : Haidar Al-Talibi; Astrid Hilbert; Francesco Russo; Linnéuniversitetet; []
    Keywords : NATURAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES; NATURVETENSKAP; NATURVETENSKAP; NATURAL SCIENCES; Ornstein-Uhlenbeck position process; α-stable Lévy noise; scaling limits; time change; stochastic Newton equations; Mathematical statistics; Matematisk statistik; Applied mathematics; Tillämpad matematik; Mathematics; Matematik;

    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

  4. 4. Mean Field Games for Jump Non-Linear Markov Process

    Author : Rani Basna; Astrid Hilbert; Rainer Buckdahn; Linnéuniversitetet; []
    Keywords : NATURAL SCIENCES; NATURVETENSKAP; NATURVETENSKAP; NATURAL SCIENCES; Mean-field games; Optimal Control; Non-linear Markov Processes; Mathematics; Matematik;

    Abstract : The mean-field game theory is the study of strategic decision making in very large populations of weakly interacting individuals. Mean-field games have been an active area of research in the last decade due to its increased significance in many scientific fields. READ MORE

  5. 5. The Hodrick-Prescott Filter: Functional aspects and statistical estimation

    Author : Hiba Nassar; Astrid Hilbert; James Ramsay; Linnéuniversitetet; []
    Keywords : NATURAL SCIENCES; NATURVETENSKAP; Hodrick-Prescott Filter; Functional data; Estimation; Smoothing Operator.; Tillämpad matematik; Applied Mathematics;

    Abstract : .... READ MORE