Search for dissertations about: "Stochastic approximation"

Showing result 21 - 25 of 122 swedish dissertations containing the words Stochastic approximation.

  2. 21. 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

  4. 22. Numerical Methods for Stochastic Modeling of Genes and Proteins

    Author : Paul Sjöberg; Per Lötstedt; Måns Ehrenberg; Achim Schroll; Uppsala universitet; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES; master equation; Fokker-Planck equation; stochastic models; biochemical reaction networks; Scientific Computing; Beräkningsvetenskap;

    Abstract : Stochastic models of biochemical reaction networks are used for understanding the properties of molecular regulatory circuits in living cells. The state of the cell is defined by the number of copies of each molecular species in the model. READ MORE

  5. 23. Distributed Stochastic Programming with Applications to Large-Scale Hydropower Operations

    Author : Martin Biel; Mikael Johansson; Lennart Söder; David Woodruff; KTH; []
    Keywords : TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; stochastic programming; distributed; algorithms; large-scale; optimization; hydropower; software; julia language; Electrical Engineering; Elektro- och systemteknik;

    Abstract : Stochastic programming is a subfield of mathematical programming concerned with optimization problems subjected to uncertainty. Many engineering problems with random elements can be accurately modeled as a stochastic program. In particular, decision problems associated with hydropower operations motivate the application of stochastic programming. READ MORE

  6. 24. Market Models with Stochastic Volatility

    Author : Jean-Paul Murara; Sergei Silvestrov; Guglielmo D’Amico; Mälardalens högskola; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; Mathematics Applied Mathematics; matematik tillämpad matematik;

    Abstract : Financial Markets is an interesting wide range area of research in Financial Engineering. In this thesis, which consists of an introduction, six papers and appendices, we deal with market models with stochastic volatility in order to understand some financial derivatives, mainly European options. READ MORE

  7. 25. 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