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...

Cur síos iomlán

Sonraí bibleagrafaíochta
Príomhchruthaitheoir:	Ledger, S
Rannpháirtithe:	Hambly, B
Formáid:	Tráchtas
Teanga:	English
Foilsithe / Cruthaithe:	2015
Ábhair:	Probability theory and stochastic processes

Míreanna comhchosúla

Stochastic PDEs and weakly interacting particle systems
de réir: Mayorcas, A
Foilsithe / Cruthaithe: (2020)

The expected signature of a stochastic process
de réir: Ni, H
Foilsithe / Cruthaithe: (2012)

Topics on backward stochastic differential equations. Theoretical and practical aspects
de réir: Lionnet, A
Foilsithe / Cruthaithe: (2013)

Particle systems and SPDEs with application to credit modelling
de réir: Jin, L
Foilsithe / Cruthaithe: (2010)

An introduction to probability and stochastic processes /
de réir: 319204 Melsa, James L., et al.
Foilsithe / Cruthaithe: (1973)

Probaility algebra and stochastic space /
de réir: 222488 Kappos, Demetrios A.
Foilsithe / Cruthaithe: (1969)

Limit theorems for randomly stopped stochastic processes /
de réir: 382015 Silvestrov, Dmitrii S.
Foilsithe / Cruthaithe: (2004)

Probability, random variables, and stochastic processes /
de réir: 365759 Popoulis, Athanasios
Foilsithe / Cruthaithe: (1965)

Elementary probability theory stochastic processes /
de réir: 183874 Chung, Kai Lai
Foilsithe / Cruthaithe: (1979)

Elementary probability theory with stochastic processes /
de réir: 183874 Chung, Kai Lai
Foilsithe / Cruthaithe: (1975)

Lectures in elementary probability theory and stochastic processes /
de réir: 189889 Falmagne, Jean-Claude
Foilsithe / Cruthaithe: (2003)

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

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

A functional approach to backward stochastic dynamics
de réir: Liang, G
Foilsithe / Cruthaithe: (2010)

Bayesian analysis of stochastic point processes for financial applications
de réir: Probst, C
Foilsithe / Cruthaithe: (2013)

Stochastic partial differential equations applied to hydrocarbon reservoir modelling
de réir: Aziz, M
Foilsithe / Cruthaithe: (2010)

Stochastic geometry : a tribute to the memory of Rollo Davidson /
de réir: Harding, E. F., et al.
Foilsithe / Cruthaithe: (1974)

Stochastic population oscillators in ecology and neuroscience
de réir: Lai, YM
Foilsithe / Cruthaithe: (2012)

Probability and Stochastic Processes for Engineers /
de réir: Helstrom, Carl W., author 422863
Foilsithe / Cruthaithe: (1984)

Probability, statistics, and stochastic processes/
de réir: Olofsson, Peter, 1963-, et al.
Foilsithe / Cruthaithe: (c201)

Probability, statistics, and stochastic processes /
de réir: Olofsson, Peter, 1963-
Foilsithe / Cruthaithe: (2005)

Probability and stochastic processes for engineers /
de réir: 422863 Helstrom, Carl W.
Foilsithe / Cruthaithe: (1990)

The signature of a rough path: uniqueness
de réir: Geng, X
Foilsithe / Cruthaithe: (2015)

Graphical Gaussian models with symmetries
de réir: Gehrmann, H
Foilsithe / Cruthaithe: (2011)

On the geometric and analytic properties of some random fractals
de réir: Charmoy, P
Foilsithe / Cruthaithe: (2014)

Probabilistic analysis of cost-effectiveness models: statistical representation of parameter uncertainty
de réir: Briggs, A
Foilsithe / Cruthaithe: (2005)

Signatures of Gaussian processes and SLE curves
de réir: Boedihardjo, H
Foilsithe / Cruthaithe: (2014)

The segregated lambda-coalescent
de réir: Freeman, N
Foilsithe / Cruthaithe: (2012)

Barabási-Albert random graphs, scale-free distributions and bounds for approximation through Stein's method
de réir: Ford, E
Foilsithe / Cruthaithe: (2009)

Probability, random variables, and stochastic processes /
de réir: Papoulis, Athanasios, 1921-
Foilsithe / Cruthaithe: (1984)

Probability, random variables, and stochastic processes /
de réir: Papoulis, Athanasios, 1921-, et al.
Foilsithe / Cruthaithe: (2002)

Asymmetric particle systems and last-passage percolation in one and two dimensions
de réir: Schmidt, P
Foilsithe / Cruthaithe: (2012)

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

Probabilistic representations of solutions of nonlinear PDEs
de réir: Penent, Guillaume
Foilsithe / Cruthaithe: (2022)

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

Partly exchangeable fragmentations
de réir: Chen, B
Foilsithe / Cruthaithe: (2009)

Selection in a spatially structured population
de réir: Straulino, D
Foilsithe / Cruthaithe: (2014)

Stochastic space-time models and limit theorems /
de réir: Arnold, L., et al.
Foilsithe / Cruthaithe: (1985)

Random allocations /
de réir: 403246 Kolchin, Valentin Federovich, et al.
Foilsithe / Cruthaithe: (1978)

Probability and stochastic modelling /
de réir: Rotar, Vladimir I.
Foilsithe / Cruthaithe: (2013)