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...
Үндсэн зохиолч: | Ledger, S |
---|---|
Бусад зохиолчид: | Hambly, B |
Формат: | Дипломын ажил |
Хэл сонгох: | English |
Хэвлэсэн: |
2015
|
Нөхцлүүд: |
Ижил төстэй зүйлс
-
Stochastic PDEs and weakly interacting particle systems
-н: Mayorcas, A
Хэвлэсэн: (2020) -
The expected signature of a stochastic process
-н: Ni, H
Хэвлэсэн: (2012) -
Topics on backward stochastic differential equations. Theoretical and practical aspects
-н: Lionnet, A
Хэвлэсэн: (2013) -
Particle systems and SPDEs with application to credit modelling
-н: Jin, L
Хэвлэсэн: (2010) -
An introduction to probability and stochastic processes /
-н: 319204 Melsa, James L., зэрэг
Хэвлэсэн: (1973)