Search for dissertations about: "Stochastic parameters"

Showing result 1 - 5 of 174 swedish dissertations containing the words Stochastic parameters.

  1. 1. Stochastic Resonance and Noise-Assisted Signal Transfer : On Coupling Effects of Stochastic Resonators and Spectral Optimization of Fluctuations in Random Network Switches

    University dissertation from Uppsala : Acta Universitatis Upsaliensis

    Author : Peter Hammerstein; Uppsala universitet.; [2004]
    Keywords : TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Engineering physics; stochastic resonance; nonlinear stochastic dynamics; noise and fluctuations; magnetic domains; Teknisk fysik; TECHNOLOGY Engineering physics; TEKNIKVETENSKAP Teknisk fysik;

    Abstract : Recent research shows that noise or random fluctuations must not always be destructive in Nature by degrading system performance. On the contrary, in nonlinear systems they can synchronize systems or enhance the quality of signal transmission. The latter possibility is reported in the thesis. READ MORE

  2. 2. Portfolio Optimization and Statistics in Stochastic Volatility Markets

    University dissertation from Göteborg : Chalmers University of Technology

    Author : Carl Lindberg; Göteborgs universitet.; Gothenburg University.; [2005]
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; Stochastic control; portfolio optimization; verification theorem; Feynman-Kac formula; stochastic volatility; non-Gaussian Ornstein-Uhlenbeck process; estimation; number of trades;

    Abstract : Large financial portfolios often contain hundreds of stocks. The aim of this thesis is to find explicit optimal trading strategies that can be applied to portfolios of that size for different n-stock extensions of the model by Barndorff-Nielsen and Shephard [3]. READ MORE

  3. 3. Stochastic finite element simulations of real life frontal crashes With emphasis on chest injury mechanisms in near-side oblique loading conditions

    University dissertation from Umeå : Umeå University

    Author : Johan Iraeus; Umeå universitet.; [2015]
    Keywords : MEDICIN OCH HÄLSOVETENSKAP; MEDICAL AND HEALTH SCIENCES; EDR; Real life crashes; Oblique; Finite element; Simulation; HBM; Injury mechanism; Pulse shape; Stochastic; Rib fracture; THUMS; Generic; Statistics; biomechanics; biomekanik; skadeförebyggande; injury prevention;

    Abstract : Introduction. Road traffic injuries are the eighth leading cause of death globally and the leading cause of death among young people aged 15-29. Of individuals killed or injured in road traffic injuries, a large group comprises occupants sustaining a thorax injury in frontal crashes. The elderly are particularly at risk, as they are more fragile. READ MORE

  4. 4. Topics in Simulation and Stochastic Analysis

    University dissertation from Centre for Mathematical Sciences, Lund University

    Author : Mikael Signahl; Lunds universitet.; Lund University.; [2003]
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; Mathematics; Matematik; stochastic heat equation; stochastic wave equation; error rates; truncated Levy process; discontinuities; optimal decay rate; digital communication system;

    Abstract : Paper A investigates how to simulate a differentiated mean in cases where interchanging differentiation and expectation is not allowed. Three approaches are available, finite differences (FD's), infinitesimal perturbation analysis (IPA) and the likelihood ratio score function (LRSF) method. READ MORE

  5. 5. Satistical Modelling Of CO2 Exchange Between Land And Atmosphere : Using Stochastic Optimisation And Gaussian Markov Random Fields

    University dissertation from Mathematical Statistics, Centre for Mathematical Sciences, Lund University

    Author : Unn Dahlén; Lunds universitet.; Lund University.; Lund University.; Lunds universitet.; Lund University.; Lunds universitet.; Lund University.; [2019-08-27]
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; Gaussiska Markovfält; Stokastisk optimering; CO2-flöden; Spatial statistik; Stochastic Optimisation; Gaussian Markov Random Fields; Atmospheric inverse modelling; Spatial statistics; Computational statistics;

    Abstract : Den främsta orsaken till en ökad växthuseffekt anses idag bero på en högre koncentrationav koldioxid i atmosfären. Sedan den industriella revolutionen harmänniskan påverkat mängden koldioxid i atmosfären genom aktiviteter så somförbränning av fossila bränslen, avskogning, förändringar i markanvändning, samtcementproduktion. READ MORE