Search for dissertations about: "recursion theory"

Showing result 11 - 15 of 25 swedish dissertations containing the words recursion theory.

  2. 11. Dependent Type Theory with Parameterized First-Order Data Types and Well-Founded Recursion

    Author : David Wahlstedt; Chalmers tekniska högskola; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES;

    Abstract : We present a variation of Martin-Löf's logical framework with "beta-iota-equality", extended with first-order parameterized algebraic data types and recursive pattern-matching definitions. Our contribution is a proof of normalization for the proposed system, from which we obtain decidable type-correctness. READ MORE

  4. 12. Dynamic valuation of insurance cash flows subject to capital requirements

    Author : Hampus Engsner; Filip Lindskog; Mathias Lindholm; Patrick Cheridito; Stockholms universitet; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; Valuation; Risk measures; Mathematical Statistics; matematisk statistik;

    Abstract : Insurance companies are required by regulation to be in possession of liquid assets that ensure that they can meet their obligations to policyholders with high probability. The amount is usually determined by an actuarial valuation, with for instance the Solvency II regulatory framework providing standard formulae. READ MORE

  5. 13. Computational Aspects of Lévy-Driven SPDE Approximations

    Author : Andreas Petersson; Göteborgs universitet; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES; multilevel Monte Carlo; numerical approximation of stochastic differential equations; multiplicative noise; Lévy processes; finite element method; variance redons; Monte Carlo; weak convergence; Lévy processes;

    Abstract : In order to simulate solutions to stochastic partial differential equations (SPDE) they must be approximated in space and time. In this thesis such fully discrete approximations are considered, with an emphasis on finite element methods combined with rational semigroup approximations. There are several notions of the error resulting from this. READ MORE

  6. 14. Approximating Stochastic Partial Differential Equations with Finite Elements: Computation and Analysis

    Author : Andreas Petersson; Chalmers tekniska högskola; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES; Lévy process; Lyapunov equation; white noise; finite element method; multilevel Monte Carlo; Monte Carlo; multiplicative noise; asymptotic mean square stability; stochastic heat equation; covariance operator; weak convergence; generalized Wiener process; numerical approximation; stochastic wave equation; Stochastic partial differential equations;

    Abstract : Stochastic partial differential equations (SPDE) must be approximated in space and time to allow for the simulation of their solutions. In this thesis fully discrete approximations of such equations are considered, with an emphasis on finite element methods combined with rational semigroup approximations. READ MORE

  7. 15. Nonlinear Theory of Partially Coherent Optical Waves

    Author : Tobias Hansson; Chalmers tekniska högskola; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; Nonlinear optics; partial coherence; beam collapse; saturable logarithmic media; soliton interaction; dressing method; parabolic beams; Wigner transform; invariants; modulational instability;

    Abstract : Nonlinear effects arise in optics as a consequence of the medium properties being modified by the presence of light. Of particular interest are situations where the effect of the nonlinearity can be described by an intensity dependent refractive index and the subsequent interplay with dispersion and diffraction. READ MORE