Search for dissertations about: "stochastic processes"

Showing result 1 - 5 of 258 swedish dissertations containing the words stochastic processes.

  1. 1. Four applications of stochastic processes : Contagious disease, credit risk, gambling and bond portfolios

    Author : Patrik Andersson; Andreas Nordvall Lagerås; Håkan Andersson; Stewart N. Ethier; Stockholms universitet; []
    Keywords : NATURAL SCIENCES; NATURVETENSKAP; NATURVETENSKAP; NATURAL SCIENCES; Stochastic processes; Mathematical statistics; Matematisk statistik; Mathematical Statistics; matematisk statistik;

    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

  2. 2. Barycentric Markov processes and stability of stochastic integrators

    Author : Philip Kennerberg; Matematisk statistik; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES; geometric probability; dirichlet processes; Markov processes; stochastic integration; interacting particle systems;

    Abstract : This thesis consists of four papers that broadly concerns two dierent topics. The rsttopic is so-called barycentric Markov processes. By a barycentric Markov process wemean a process that consists of a point/particle system evolving in (discrete) time,whose evolution depends in some way on the mean value of the current points in thesystem. READ MORE

  3. 3. Doubly stochastic Poisson processes

    Author : Jan Grandell; Stockholms universitet; []

    Abstract : .... READ MORE

  4. 4. Stochastic Simulation of Reaction-Diffusion Processes

    Author : Stefan Hellander; Per Lötstedt; Johan Elf; Koichi Takahashi; Uppsala universitet; []
    Keywords : NATURAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES; NATURVETENSKAP; NATURVETENSKAP; NATURVETENSKAP; NATURAL SCIENCES; NATURAL SCIENCES; stochastic simulation; microscale; mesoscale; Smoluchowski s equation; hybrid methods; Beräkningsvetenskap med inriktning mot numerisk analys; Scientific Computing with specialization in Numerical Analysis;

    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

  5. 5. Stochastic processes and statistical inference

    Author : Ulf Grenander; Stockholms högskola; []
    Keywords : ;

    Abstract : .... READ MORE