Search for dissertations about: "sergei silvestrov"
Showing result 1 - 5 of 25 swedish dissertations containing the words sergei silvestrov.
-
1. Perturbed Markov Chains with Damping Component and Information Networks
Abstract : This thesis brings together three thematic topics, PageRank of evolving tree graphs, stopping criteria for ranks and perturbed Markov chains with damping component. The commonality in these topics is their focus on ranking problems in information networks. READ MORE
-
2. Analytical and Iterative Methods of Computing PageRank of Networks
Abstract : This thesis is about variants of PageRank, methods of PageRank computation and perturbation analysis of a PageRank vector as a stationary distribution of a kind of perturbed Markov chain model. Chapter 2 of this thesis gives closed form formulae for ordinary and lazy PageRanks for some specific simple line graphs. READ MORE
-
3. Kähler-Poisson Algebras
Abstract : In this thesis, we introduce Kähler-Poisson algebras and study their basic properties. The motivation comes from differential geometry, where one can show that the Riemannian geometry of an almost Kähler manifold can be formulated in terms of the Poisson algebra of smooth functions on the manifold. READ MORE
-
4. Asymptotics of implied volatility in the Gatheral double stochastic volatility model
Abstract : We consider a market model of financial engineering with three factors represented by three correlated Brownian motions. The volatility of the risky asset in this model is the sum of two stochastic volatilities. The dynamic of each volatility is governed by a mean-reverting process. READ MORE
-
5. POPULATION DYNAMICS AND TREE GROWTH STRUCTURE IN MATHEMATICAL ECOLOGY
Abstract : This thesis is based on four papers related to mathematical biology, where three papers focus on population dynamics and one paper concerns tree growth and stem structure. The first two papers are mainly devoted to studying the dynamics of physiologically structured population models by using Escalator Boxcar Train (EBT) method. READ MORE