Search for dissertations about: "stochastic calculus"

Showing result 6 - 10 of 20 swedish dissertations containing the words stochastic calculus.

  2. 6. A class of infinite dimensional stochastic processes with unbounded diffusion

    Author : John Karlsson; Jörg-Uwe Löbus; Christian Bayer; Linköpings universitet; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; Malliavin calculus; Dirichlet form on Wiener space; unbounded diffusion;

    Abstract : The aim of this work is to provide an introduction into the theory of infinite dimensional stochastic processes. The thesis contains the paper A class of infinite dimensional stochastic processes with unbounded diffusion written at Linköping University during 2012. READ MORE

  4. 7. Analytical Approximation of Contingent Claims

    Author : Karl Larsson; Claus Munk; Nationalekonomiska institutionen; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES; Option pricing; approximation; stochastic volatility; implied volatility; perturbation; Malliavin calculus; commodities; swaption; swap; HJM model;

    Abstract : This PhD thesis consists of three separate papers. The common theme is methods to calculate analytical approximations for prices of different contingent claims under various model assumptions. The first two papers deals with approximations of standard European options in stochastic volatility models. READ MORE

  5. 8. Measurement Back-Action and Photon Detection in Microwave Quantum Optics

    Author : Anton Frisk Kockum; Chalmers tekniska högskola; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES; Parity Measurement; Quantum Measurement; Quantum Optics; Quantum Stochastic Calculus; Circuit QED; Photodetection; Transmon; Dephasing;

    Abstract : In quantum optics, the interaction between atoms and photons is studied. In recent years, microwave quantum optics with superconducting circuits has emerged as an important tool for fundamental quantum optics experiments, and also as a promising way for implementing quantum computation. READ MORE

  6. 9. Quantum optics with artificial atoms

    Author : Anton Frisk Kockum; Chalmers tekniska högskola; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; NATURVETENSKAP; NATURAL SCIENCES; surface acoustic waves; transmon; circuit QED; photon detector; parity measurement; quantum stochastic calculus; Quantum optics; artificial atoms; quantum measurement;

    Abstract : Quantum optics is the study of interaction between atoms and photons. In the eight papers of this thesis, we study a number of systems where artificial atoms (here, superconducting circuits emulating the level structure of an atom) enable us to either improve on known concepts or experiments from quantum optics with natural atoms, or to explore entirely new regimes which have not been possible to reach in such experiments. READ MORE

  7. 10. Games and Probabilistic Infinite-State Systems

    Author : Sven Sandberg; Parosh Abdulla; Luca de Alfaro; Uppsala universitet; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; program verification; model checking; determinacy; strategy improvement; infinite games; parity games; mean payoff games; stochastic games; Büchi games; reachability games; limiting average; limiting behavior; Markov chains; infinite-state systems; lossy channel systems; vector addition systems; noisy Turing machines; Computer science; Datavetenskap;

    Abstract : Computer programs keep finding their ways into new safety-critical applications, while at the same time growing more complex. This calls for new and better methods to verify the correctness of software. We focus on one approach to verifying systems, namely that of model checking. READ MORE