Search for dissertations about: "weak convergence"
Showing result 16 - 20 of 61 swedish dissertations containing the words weak convergence.
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16. Numerical Complexity Analysis of Weak Approximation of Stochastic Differential Equations
Abstract : The thesis consists of four papers on numerical complexityanalysis of weak approximation of ordinary and partialstochastic differential equations, including illustrativenumerical examples. Here by numerical complexity we mean thecomputational work needed by a numerical method to solve aproblem with a given accuracy. READ MORE
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17. Testing for Rationality, Separability and Efficiency
Abstract : This thesis aims to propose, evaluate and apply test procedures for rationality, weak separability and efficiency. In particular, it focuses on nonparametric revealed preference procedures. READ MORE
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18. A Non-Gaussian Limit Process with Long-Range Dependence
Abstract : This thesis, consisting of three papers and a summary, studies topics in the theory of stochastic processes related to long-range dependence. Much recent interest in such probabilistic models has its origin in measurements of Internet traffic data, where typical characteristics of long memory have been observed. READ MORE
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19. The Skorohod problem and weak approximation of stochastic differential equations in time-dependent domains
Abstract : This thesis consists of a summary and four scientific articles. All four articles consider various aspects of stochastic differential equations and the purpose of the summary is to provide an introduction to this subject and to supply the notions required in order to fully understand the articles. READ MORE
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20. Weak Boundary and Interface Procedures for Wave and Flow Problems
Abstract : In this thesis, we have analyzed the accuracy and stability aspects of weak boundary and interface conditions (WBCs) for high order finite difference methods on Summations-By-Parts (SBP) form. The numerical technique has been applied to wave propagation and flow problems. READ MORE