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...
Κύριος συγγραφέας: | Ledger, S |
---|---|
Άλλοι συγγραφείς: | Hambly, B |
Μορφή: | Thesis |
Γλώσσα: | English |
Έκδοση: |
2015
|
Θέματα: |
Παρόμοια τεκμήρια
Παρόμοια τεκμήρια
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Particle systems and SPDEs with application to credit modelling
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An introduction to probability and stochastic processes /
ανά: 319204 Melsa, James L., κ.ά.
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