Search for dissertations about: "differential calculus"
Showing result 1 - 5 of 23 swedish dissertations containing the words differential calculus.
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1. Continuity and Positivity Problems in Pseudo-differential Calculus
Abstract : The paper deals with various positivity and continuity questions arising in the Weyl calculus of pseudo-differential operators. Let W be a symplectic vector space. READ MORE
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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
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3. Numerical Complexity Analysis of Weak Approximation of Stochastic Differential Equations
Abstract : The thesis consists of four papers on numerical complexityanalysis of weak approximation of ordinary and partialstochastic differential equations, including illustrativenumerical examples. Here by numerical complexity we mean thecomputational work needed by a numerical method to solve aproblem with a given accuracy. READ MORE
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4. Language-Based Differential Privacy with Accuracy Estimations and Sensitivity Analyses
Abstract : This thesis focuses on the development of programming frameworks to enforce, by construction, desirable properties of software systems. Particularly, we are interested in enforcing differential privacy -- a mathematical notion of data privacy -- while statically reasoning about the accuracy of computations, along with deriving the sensitivity of arbitrary functions to further strengthen the expressiveness of these systems. READ MORE
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5. On weak convergence, Malliavin calculus and Kolmogorov equations in infinite dimensions
Abstract : This thesis is focused around weak convergence analysis of approximations of stochastic evolution equations in Hilbert space. This is a class of problems, which is sufficiently challenging to motivate new theoretical developments in stochastic analysis. READ MORE