Search for dissertations about: "models of stochastic processes"
Showing result 1 - 5 of 154 swedish dissertations containing the words models of stochastic processes.
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1. Four applications of stochastic processes : Contagious disease, credit risk, gambling and bond portfolios
Abstract : This thesis consists of four papers on applications of stochastic processes. In Paper I we study an open population SIS (Susceptible - Infective - Susceptible) stochastic epidemic model from the time of introduction of the disease, through a possible outbreak and to extinction. The analysis uses coupling arguments and diffusion approximations. READ MORE
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2. Linear Models of Nonlinear Systems
Abstract : Linear time-invariant approximations of nonlinear systems are used in many applications and can be obtained in several ways. For example, using system identification and the prediction-error method, it is always possible to estimate a linear model without considering the fact that the input and output measurements in many cases come from a nonlinear system. READ MORE
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3. Probabilistic Sequence Models with Speech and Language Applications
Abstract : Series data, sequences of measured values, are ubiquitous. Whenever observations are made along a path in space or time, a data sequence results. To comprehend nature and shape it to our will, or to make informed decisions based on what we know, we need methods to make sense of such data. READ MORE
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4. Stochastic Simulation of Reaction-Diffusion Processes
Abstract : Numerical simulation methods have become an important tool in the study of chemical reaction networks in living cells. Many systems can, with high accuracy, be modeled by deterministic ordinary differential equations, but other systems require a more detailed level of modeling. READ MORE
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5. Multiscale Stochastic Simulation of Reaction-Transport Processes : Applications in Molecular Systems Biology
Abstract : Quantitative descriptions of reaction kinetics formulated at the stochastic mesoscopic level are frequently used to study various aspects of regulation and control in models of cellular control systems. For this type of systems, numerical simulation offers a variety of challenges caused by the high dimensionality of the problem and the multiscale properties often displayed by the biochemical model. READ MORE