Advanced search
Showing result 1 - 5 of 21 swedish dissertations matching the above criteria.
-
1. Stochastic Models in Phylogenetic Comparative Methods: Analytical Properties and Parameter Estimation
Abstract : Phylogenetic comparative methods are well established tools for using inter-species variation to analyse phenotypic evolution and adaptation. They are generally hampered, however, by predominantly univariate approaches and failure to include uncertainty and measurement error in the phylogeny as well as the measured traits. READ MORE
-
2. Some Extensions of Fractional Ornstein-Uhlenbeck Model : Arbitrage and Other Applications
Abstract : This doctoral thesis endeavors to extend probability and statistical models using stochastic differential equations. The described models capture essential features from data that are not explained by classical diffusion models driven by Brownian motion.New results obtained by the author are presented in five articles. READ MORE
-
3. Multivariate Aspects of Phylogenetic Comparative Methods
Abstract : his thesis concerns multivariate phylogenetic comparative methods. We investigate two aspects of them. The first is the bias caused by measurement error in regression studies of comparative data. We calculate the formula for the bias and show how to correct for it. READ MORE
-
4. A Differentiable Approach to Stochastic Differential Equations : the Smoluchowski Limit Revisited
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
-
5. Nelson-type Limits for α-Stable Lévy Processes
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