Search for dissertations about: "Haidar Al-talibi"

Found 2 swedish dissertations containing the words Haidar Al-talibi.

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

    University dissertation from Växjö, Kalmar : Linnaeus University Press

    Author : Haidar Al-Talibi; Linnéuniversitetet.; [2012]
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES; 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

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

    University dissertation from Linnéuniversitet

    Author : Haidar Al-Talibi; Linnéuniversitetet.; [2010]
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES; Ornstein-Uhlenbeck position process; α-stable Lévy noise; scaling limits; time change; stochastic Newton equations; MATHEMATICS Applied mathematics Mathematical statistics; MATEMATIK Tillämpad matematik Matematisk statistik; MATHEMATICS Applied mathematics; MATEMATIK 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