Particle systems and stochastic PDEs on the half-line

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...

Disgrifiad llawn

Manylion Llyfryddiaeth
Prif Awdur:	Ledger, S
Awduron Eraill:	Hambly, B
Fformat:	Traethawd Ymchwil
Iaith:	English
Cyhoeddwyd:	2015
Pynciau:	Probability theory and stochastic processes

Eitemau Tebyg

Stochastic PDEs and weakly interacting particle systems
gan: Mayorcas, A
Cyhoeddwyd: (2020)

The expected signature of a stochastic process
gan: Ni, H
Cyhoeddwyd: (2012)

Topics on backward stochastic differential equations. Theoretical and practical aspects
gan: Lionnet, A
Cyhoeddwyd: (2013)

Particle systems and SPDEs with application to credit modelling
gan: Jin, L
Cyhoeddwyd: (2010)

An introduction to probability and stochastic processes /
gan: 319204 Melsa, James L., et al.
Cyhoeddwyd: (1973)

Probaility algebra and stochastic space /
gan: 222488 Kappos, Demetrios A.
Cyhoeddwyd: (1969)

Limit theorems for randomly stopped stochastic processes /
gan: 382015 Silvestrov, Dmitrii S.
Cyhoeddwyd: (2004)

Probability, random variables, and stochastic processes /
gan: 365759 Popoulis, Athanasios
Cyhoeddwyd: (1965)

Elementary probability theory stochastic processes /
gan: 183874 Chung, Kai Lai
Cyhoeddwyd: (1979)

Elementary probability theory with stochastic processes /
gan: 183874 Chung, Kai Lai
Cyhoeddwyd: (1975)

Lectures in elementary probability theory and stochastic processes /
gan: 189889 Falmagne, Jean-Claude
Cyhoeddwyd: (2003)

Stochastic processes applied to physics and other related fields/
gan: The Latin American School of Physics on stochastic Processes in Physics, (1982 : Cali, Colombia), et al.
Cyhoeddwyd: (1983)

Probability and stochastic processes : a friendly introduction for electrical and computer engineers /
gan: 194022 Yates, Roy D., et al.
Cyhoeddwyd: (2005)

A functional approach to backward stochastic dynamics
gan: Liang, G
Cyhoeddwyd: (2010)

Bayesian analysis of stochastic point processes for financial applications
gan: Probst, C
Cyhoeddwyd: (2013)

Stochastic partial differential equations applied to hydrocarbon reservoir modelling
gan: Aziz, M
Cyhoeddwyd: (2010)

Stochastic geometry : a tribute to the memory of Rollo Davidson /
gan: Harding, E. F., et al.
Cyhoeddwyd: (1974)

Stochastic population oscillators in ecology and neuroscience
gan: Lai, YM
Cyhoeddwyd: (2012)

Probability and Stochastic Processes for Engineers /
gan: Helstrom, Carl W., author 422863
Cyhoeddwyd: (1984)

Probability, statistics, and stochastic processes/
gan: Olofsson, Peter, 1963-, et al.
Cyhoeddwyd: (c201)

Probability, statistics, and stochastic processes /
gan: Olofsson, Peter, 1963-
Cyhoeddwyd: (2005)

Probability and stochastic processes for engineers /
gan: 422863 Helstrom, Carl W.
Cyhoeddwyd: (1990)

The signature of a rough path: uniqueness
gan: Geng, X
Cyhoeddwyd: (2015)

Graphical Gaussian models with symmetries
gan: Gehrmann, H
Cyhoeddwyd: (2011)

On the geometric and analytic properties of some random fractals
gan: Charmoy, P
Cyhoeddwyd: (2014)

Probabilistic analysis of cost-effectiveness models: statistical representation of parameter uncertainty
gan: Briggs, A
Cyhoeddwyd: (2005)

Signatures of Gaussian processes and SLE curves
gan: Boedihardjo, H
Cyhoeddwyd: (2014)

The segregated lambda-coalescent
gan: Freeman, N
Cyhoeddwyd: (2012)

Barabási-Albert random graphs, scale-free distributions and bounds for approximation through Stein's method
gan: Ford, E
Cyhoeddwyd: (2009)

Probability, random variables, and stochastic processes /
gan: Papoulis, Athanasios, 1921-
Cyhoeddwyd: (1984)

Probability, random variables, and stochastic processes /
gan: Papoulis, Athanasios, 1921-, et al.
Cyhoeddwyd: (2002)

Asymmetric particle systems and last-passage percolation in one and two dimensions
gan: Schmidt, P
Cyhoeddwyd: (2012)

On the weak convergence of stochastic integrals on Skorokhod space: From general theory to applications within the realm of continuous-time random walks
gan: Wunderlich, F
Cyhoeddwyd: (2024)

Probabilistic representations of solutions of nonlinear PDEs
gan: Penent, Guillaume
Cyhoeddwyd: (2022)

Stochastic control theory and stochastic differential systems : proceedings /
gan: Workshop of the "Sonderforschungsbereich 72 der Deutshen Forschungsgemeinschaft an der Universitat Bonn (1979 : Bad Honnef), et al.
Cyhoeddwyd: (1979)

Partly exchangeable fragmentations
gan: Chen, B
Cyhoeddwyd: (2009)

Selection in a spatially structured population
gan: Straulino, D
Cyhoeddwyd: (2014)

Stochastic space-time models and limit theorems /
gan: Arnold, L., et al.
Cyhoeddwyd: (1985)

Random allocations /
gan: 403246 Kolchin, Valentin Federovich, et al.
Cyhoeddwyd: (1978)

Probability and stochastic modelling /
gan: Rotar, Vladimir I.
Cyhoeddwyd: (2013)