Particle systems and stochastic PDEs on the half-line
<p>The purpose of this thesis is to develop techniques for analysing interacting particle systems on the half-line. When the number of particles becomes large, stochastic partial differential equations (SPDEs) with Dirichlet boundary conditions will be the natural objects for describing the dy...
المؤلف الرئيسي: | Ledger, S |
---|---|
مؤلفون آخرون: | Hambly, B |
التنسيق: | أطروحة |
اللغة: | English |
منشور في: |
2015
|
الموضوعات: |
مواد مشابهة
-
Stochastic PDEs and weakly interacting particle systems
حسب: Mayorcas, A
منشور في: (2020) -
The expected signature of a stochastic process
حسب: Ni, H
منشور في: (2012) -
Topics on backward stochastic differential equations. Theoretical and practical aspects
حسب: Lionnet, A
منشور في: (2013) -
Particle systems and SPDEs with application to credit modelling
حسب: Jin, L
منشور في: (2010) -
An introduction to probability and stochastic processes /
حسب: 319204 Melsa, James L., وآخرون
منشور في: (1973)