Search for dissertations about: "Hilbert space"

Showing result 1 - 5 of 58 swedish dissertations containing the words Hilbert space.

2. 1. Functional Hodrick-Prescott Filter

   Author : Hiba Nassar; Astrid Hilbert; Alexander Meister; Linnéuniversitetet; []
   Keywords : 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

4. 2. Interpolation of Hilbert spaces

   Author : Yacin Ameur; Frank Hansen; Uppsala universitet; []
   Keywords : NATURVETENSKAP; NATURAL SCIENCES; Mathematics; Interpolation; Hilbert space; K-functional; K-monotonicity; Calderon couple; Pick function; matrix monotone function; K_2-functional; Löwner s and Donoghue s theorems.; MATEMATIK; MATHEMATICS; MATEMATIK; Mathematics; Matematik;

   Abstract : (i) We prove that intermediate Banach spaces A, B with respect to arbitrary Hilbert couples H, K are exact interpolation iff they are exact K-monotonic, i.e. the condition f0∊A and the inequality K(t,g0;K)≤K(t,f0;H), t>0 imply g0∊B and ||g0||B≤||f0||A (K is Peetre's K-functional). READ MORE

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

   Author : Haidar Al-Talibi; Astrid Hilbert; Francesco Russo; Linnéuniversitetet; []
   Keywords : NATURVETENSKAP; NATURAL SCIENCES; 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

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

   Author : Rani Basna; Astrid Hilbert; Rainer Buckdahn; Linnéuniversitetet; []
   Keywords : 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

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

   Author : Haidar Al-Talibi; Astrid Hilbert; Yaozhong Hu; Linnéuniversitetet; []
   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