Search for dissertations about: "strong convergence."

Showing result 6 - 10 of 76 swedish dissertations containing the words strong convergence..

  2. 6. Contributions to Numerical Solution of Stochastic Differential Equations

    Author : Anders Muszta; Göteborgs universitet; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; adaptive method; change of time; CIR model; CKLS model; convergence order; Euler method; heavy-tailed SDE; hyperbolic SDE; geometric integration; global Lipschitz condition; Levy process; Lie group method; local Lipschitz condition; local martingales; mean reversion; Milstein method; numerical method; semimartingale; stochastic differential equation; stochastic Taylor expansion; strong approximation; symplectic integration; volatility induced stationarity; waveform relaxation; volatility induced stationarity;

    Abstract : This thesis consists of four papers: Paper I is an overview of recent techniques in strong numerical solutions of stochastic differential equations, driven by Wiener processes, that have appeared the last then 10 years, or so. Paper II studies theoretical and numerical aspects of stochastic differential equations with so called volatility induced stationarity. READ MORE

  4. 7. Two Problems on Existence and Approximation Related to the Boltzmann Equation

    Author : Vladislav Panferov; Göteborgs universitet; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; Boltzmann equation; Povzner type models; diffuse reflection; discrete-velocity models; existence for large data; weak compactness; consistency; convergence; diffuse reflection;

    Abstract : In this thesis, two different types of problems related to the Boltzmann equation of kinetic theory are studied. The first part is devoted to establishing consistency and convergence for discrete-velocity models of the Boltzmann equation. For a new such model, introduced by the author jointly with A. READ MORE

  5. 8. Comparative optics of prosobranch eyes

    Author : Jan-Olof Seyer; Biologiska institutionen; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; Ampularia; Littorina; Strombus; evolution; visual ecology; summation; convergence; optic nerve; resolution; sensitivity; optics; eye; gastropod; prosobranch; Animal anatomy; animal morphology; Djurs anatomi och morfologi;

    Abstract : Functional aspects of the large diversity of eye design in prosobranch molluscs was investigated using morphological and optical methods. Three species from different habitats were investigated. Littorina littorea from Scandinavian intertidal rock habitats, Strombus raninus and S. gigas from tropical sand-flats and Ampularia sp. READ MORE

  6. 9. The Finite Element Method for Fractional Order Viscoelasticity and the Stochastic Wave Equation

    Author : Fardin Saedpanah; Göteborgs universitet; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; finite element method; continuous Galerkin method; linear viscoelasticity; fractional calculus; fractional order viscoelasticity; weakly singular kernel; stability; a priori error estimate; a posteriori error estimate; stochastic wave equation; additive noise; Wiener process; strong convergence.; linear viscoelasticity;

    Abstract : This thesis can be considered as two parts. In the first part a hyperbolic type integro-differential equation with weakly singular kernel is considered, which is a model for dynamic fractional order viscoelasticity. In the second part, the finite element approximation of the linear stochastic wave equation is studied. READ MORE

  7. 10. Essays on Time Series Analysis : With Applications to Financial Econometrics

    Author : Daniel Preve; Rolf Larsson; Bent Nielsen; Uppsala universitet; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; non-Gaussian time series; nonnegative autoregression; robust estimation; strong convergence; realized volatility; volatility forecast; forecast comparison; Diebold-Mariano test; Statistics; Statistik;

    Abstract : This doctoral thesis is comprised of four papers that all relate to the subject of Time Series Analysis.The first paper of the thesis considers point estimation in a nonnegative, hence non-Gaussian, AR(1) model. The parameter estimation is carried out using a type of extreme value estimators (EVEs). READ MORE