Search for dissertations about: "martingale"
Showing result 1 - 5 of 18 swedish dissertations containing the word martingale.
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1. Two-Sex Branching Populations
Abstract : We introduce a Two-Sex Galton-Watson Branching Process, to study the dynamics of two-sex populations. It allows individuals to interact with each other in order to form couples (or mating units), and each of these couples produces children for the new generation. READ MORE
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2. Estimation of the reliability of systems described by the Daniels Load-Sharing Model
Abstract : We consider the problem of estimating the failure stresses of bundles (i.e. the tensile forces that destroy the bundles), constructed of several statisti-cally similar fibres, given a particular kind of censored data. READ MORE
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3. Statistical analysis and simulation methods related to load-sharing models
Abstract : We consider the problem of estimating the reliability of bundles constructed of several fibres, given a particular kind of censored data. The bundles consist of several fibres which have their own independent identically dis-tributed failure stresses (i.e.the forces that destroy the fibres). READ MORE
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4. Aspects of cash-flow valuation
Abstract : This thesis consists of five papers. In the first two papers we consider a general approach to cash flow valuation, focusing on dynamic properties of the value of a stream of cash flows. The third paper discusses immunization theory, where old results are shown to hold in general deterministic models, but often fail to be true in stochastic models. READ MORE
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5. Sharp Bounds for Calderón-Zygmund Operators in a Vector-Valued Setting
Abstract : In this thesis we extend several classical results about Calderón-Zygmund operators to spaces of vector-valued functions. We first obtain bounds for the norm of dyadic Haar shift operators using a Bellman function technique, and then apply the representation theorem to obtain corresponding results for general Calderón-Zygmund operators. READ MORE