Search for dissertations about: "Svante Janson"

Showing result 1 - 5 of 17 swedish dissertations containing the words Svante Janson.

  1. 1. The Symmetric Meixner-Pollaczek polynomials

    Author : Tsehaye Araaya; Sten Kaijser; Svante Janson; Hjalmar Rosengren; Uppsala universitet; []
    Keywords : NATURAL SCIENCES; NATURVETENSKAP; NATURVETENSKAP; NATURAL SCIENCES; Mathematical analysis; Meixner-Pollaczek polynomial; Orthogonal polynomial; Polynomial operator; Inner product; Umbral calculus; Sheffer polynomial; Convolution type polynomial; Connection and linearization problem; 33C45; 05A40; 33D45; Matematisk analys; Mathematical analysis; Analys; matematik; Mathematics;

    Abstract : The Symmetric Meixner-Pollaczek polynomials are considered. We denote these polynomials in this thesis by pn(λ)(x) instead of the standard notation pn(λ) (x/2, π/2), where λ > 0. READ MORE

  2. 2. Selected Problems in Financial Mathematics

    Author : Erik Ekström; Johan Tysk; Svante Janson; Lane P. Hughston; Uppsala universitet; []
    Keywords : NATURAL SCIENCES; NATURVETENSKAP; NATURVETENSKAP; NATURAL SCIENCES; Mathematical analysis; American options; convexity; monotonicity in the volatility; robustness; optimal stopping; parabolic equations; free boundary problems; volatility; Russian options; game options; excessive functions; superreplication; smooth fit; Matematisk analys; Mathematical analysis; Analys;

    Abstract : This thesis, consisting of six papers and a summary, studies the area of continuous time financial mathematics. A unifying theme for many of the problems studied is the implications of possible mis-specifications of models. Intimately connected with this question is, perhaps surprisingly, convexity properties of option prices. READ MORE

  3. 3. On Directed Random Graphs and Greedy Walks on Point Processes

    Author : Katja Gabrysch; Svante Janson; Takis Konstantopoulos; Thomas Mountford; Uppsala universitet; []
    Keywords : NATURAL SCIENCES; NATURVETENSKAP; NATURVETENSKAP; NATURAL SCIENCES; Directed random graphs; Tracy-Widom distribution; Poisson-weighted infinite tree; Greedy walk; Point processes;

    Abstract : This thesis consists of an introduction and five papers, of which two contribute to the theory of directed random graphs and three to the theory of greedy walks on point processes.          We consider a directed random graph on a partially ordered vertex set, with an edge between any two comparable vertices present with probability p, independently of all other edges, and each edge is directed from the vertex with smaller label to the vertex with larger label. READ MORE

  4. 4. Analysis of Algorithms for Combinatorial Auctions and Related Problems

    Author : Kidane Asrat Ghebreamlak; Svante Janson; Arne Andersson; Anders Johansson; Uppsala universitet; []
    Keywords : NATURAL SCIENCES; NATURVETENSKAP; combinatorial auctions; approximation algorithm; greedy algorithm; optimal strategy; MATHEMATICS; MATEMATIK;

    Abstract : The thesis consists of four papers on combinatorial auctions and a summary. The first part is more of a practical nature and contains two papers. In the first paper, we study the performance of a caching technique in an optimal algorithm for a multi-unit combinatorial auction. READ MORE

  5. 5. Gaussian Bridges : Modeling and Inference

    Author : Maik Görgens; Ingemar Kaj; Svante Janson; Mikhail Lifshits; Uppsala universitet; []
    Keywords : NATURAL SCIENCES; NATURVETENSKAP; NATURVETENSKAP; NATURAL SCIENCES; Mathematical Statistics; Matematisk statistik;

    Abstract : This thesis consists of a summary and five papers, dealing with the modeling of Gaussian bridges and membranes and inference for the α-Brownian bridge.In Paper I we study continuous Gaussian processes conditioned that certain functionals of their sample paths vanish. We deduce anticipative and non-anticipative representations for them. READ MORE