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Dissertations / Theses on the topic 'Asymptotic estimate'

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Published: 28 May 2022
Last updated: 18 July 2025

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1

Bertacchi, D., F. Zucca, and Andreas Cap@esi ac at. "Uniform Asymptotic Estimates of Transition Probabilities on Combs." ESI preprints, 2001. ftp://ftp.esi.ac.at/pub/Preprints/esi1003.ps.

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2

Nakamura, Chikara. "Asymptotic behaviors of random walks; application of heat kernel estimates." Kyoto University, 2018. http://hdl.handle.net/2433/232222.

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3

Sohrabi, Maryam. "On Robust Asymptotic Theory of Unstable AR(p) Processes with Infinite Variance." Thesis, Université d'Ottawa / University of Ottawa, 2016. http://hdl.handle.net/10393/34280.

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In this thesis, we explore some asymptotic results in heavy-tailed theory. There are many empirical and compelling evidence in statistics that require modeling with heavy tailed observations. This thesis is divided into three parts. First, we consider a robust estimation of the mean vector for a sequence of independent and identically distributed observations in the domain of attraction of a stable law with possibly different indices of stability between 1 and 2. The suggested estimator is asymptotically normal with unknown parameters. We apply an asymptotically valid bootstrap to const
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4

Shramchenko, B. L. "Application of graph theory methods for solving mechatronic tasks." Thesis, Київський національний університет технологій та дизайну, 2018. https://er.knutd.edu.ua/handle/123456789/9715.

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5

Ткаченко, О. В. "Інформаційна система реєстрації та візуалізації географічних переміщень користувачів". Master's thesis, Сумський державний університет, 2018. http://essuir.sumdu.edu.ua/handle/123456789/72061.

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Розроблено систему графічного відображення пересування користувача з наперед визначеним маршрутом з урахуванням можливості мінімізації шляху. Використання генетичного алгоритму дозволяє єфективно розвязувати поставлену задачу навіть для випадку зміни проміжних пунктів пересувань без перерахування загального маршруту.
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6

Bassene, Aladji. "Contribution à la modélisation spatiale des événements extrêmes." Thesis, Lille 3, 2016. http://www.theses.fr/2016LIL30039/document.

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Dans cette de thèse, nous nous intéressons à la modélisation non paramétrique de données extrêmes spatiales. Nos résultats sont basés sur un cadre principal de la théorie des valeurs extrêmes, permettant ainsi d’englober les lois de type Pareto. Ce cadre permet aujourd’hui d’étendre l’étude des événements extrêmes au cas spatial à condition que les propriétés asymptotiques des estimateurs étudiés vérifient les conditions classiques de la Théorie des Valeurs Extrêmes (TVE) en plus des conditions locales sur la structure des données proprement dites. Dans la littérature, il existe un vaste panor
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7

Kong, Fanhui. "Asymptotic distributions of Buckley-James estimator." Online access via UMI:, 2005.

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8

O'Connell, W. Richard Jr. "Estimates for the St. Petersburg game." Diss., Georgia Institute of Technology, 1998. http://hdl.handle.net/1853/28858.

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9

Toloza, Julio Hugo. "Exponentially Accurate Error Estimates of Quasiclassical Eigenvalues." Diss., Virginia Tech, 2002. http://hdl.handle.net/10919/30072.

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We study the behavior of truncated Rayleigh-Schröodinger series for the low-lying eigenvalues of the time-independent Schröodinger equation, when the Planck's constant is considered in the semiclassical limit. Under certain hypotheses on the potential energy, we prove that, for any given small value of the Planck's constant, there is an optimal truncation of the series for the approximate eigenvalues, such that the difference between an approximate and actual eigenvalue is smaller than an exponentially small function of the Planck's constant. We also prove the analogous results concerning th
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10

Strasser, Helmut. "Asymptotic Efficiency of Estimates for Models with Incidental Nuisance Parameters." Institut für Statistik und Mathematik, WU Vienna University of Economics and Business, 1995. http://epub.wu.ac.at/498/1/document.pdf.

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In this paper we show that the well­known asymptotic efficiency bounds for full mixture models remain valid if individual sequences of nuisance parameters are considered. This is made precise both for some classes of random (i.i.d.) and non­random nuisance parameters. For the random case it is shown that superefficiency of the kind given by an example of Pfanzagl (1993) can happen only with low probability. The non-random case deals with permutation invariant estimators under one­dimensional nuisance parameters. It is shown that the efficiency bounds remain valid for individual non­random arra
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11

Servien, Rémi. "Estimation de régularité locale." Phd thesis, Université Montpellier II - Sciences et Techniques du Languedoc, 2010. http://tel.archives-ouvertes.fr/tel-00730491.

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L'objectif de cette thèse est d'étudier le comportement local d'une mesure de probabilité, notamment au travers d'un indice de régularité locale. Dans la première partie, nous établissons la normalité asymptotique de l'estimateur des kn plus proches voisins de la densité et de l'histogramme. Dans la deuxième, nous définissons un estimateur du mode sous des hypothèses affaiblies. Nous montrons que l'indice de régularité intervient dans ces deux problèmes. Enfin, nous construisons dans une troisième partie différents estimateurs pour l'indice de régularité à partir d'estimateurs de la fonction d
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12

Iwakura, Haruo. "Asymptotic Efficiency of Estimates for Panel Data Models with Fixed Effect." Kyoto University, 2014. http://hdl.handle.net/2433/188444.

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13

Gupta, Shuva. "A study of the asymptotic properties of Lasso estimates for correlated data." Tallahassee, Florida : Florida State University, 2009. http://etd.lib.fsu.edu/theses/available/etd-05092009-002445/.

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Thesis (Ph. D.)--Florida State University, 2009.<br>Advisor: Florentina Bunea, Florida State University, College of Arts and Sciences, Dept. of Statistics. Title and description from dissertation home page (viewed on Oct.13, 2009). Document formatted into pages; contains viii, 86 pages. Includes bibliographical references.
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14

Shamseldin, Elizabeth C. Smith Richard L. "Asymptotic multivariate kriging using estimated parameters with bayesian prediction methods for non-linear predictands." Chapel Hill, N.C. : University of North Carolina at Chapel Hill, 2008. http://dc.lib.unc.edu/u?/etd,1515.

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Thesis (Ph. D.)--University of North Carolina at Chapel Hill, 2008.<br>Title from electronic title page (viewed Sep. 16, 2008). "... in partial fulfillment of the requirements for the degree of Doctor of Philosophy in the Department of Statistics and Operations Research Statistics." Discipline: Statistics and Operations Research; Department/School: Statistics and Operations Research.
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15

Bonnafé, Alain. "Topological asymptotic expansions for a class of quasilinear elliptic equations. Estimates and asymptotic expansions of condenser p-capacities. The anisotropic case of segments." Thesis, Toulouse, INSA, 2013. http://www.theses.fr/2013ISAT0017/document.

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La Partie I présente l’obtention du développement asymptotique topologique pour une classe d’équations elliptiques quasilinéaires. Un point central réside dans la possibilité de définir la variation de l’état direct à l’échelle 1 dans R^N. Après avoir défini un cadre fonctionnel approprié faisant intervenir les normes L^p et L^2, et avoir justifié la classe d’équations considérée, la méthode se poursuit par l’étude du comportement asymptotique de la solution du problème d’interface non linéaire dans R^N et par une mise en dualité appropriée des états direct et adjoint aux différentes étapes d’
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16

May, Ute [Verfasser]. "Asymptotic estimates to a free boundary problem for the stationary Navier-Stokes equations / Ute May." Aachen : Hochschulbibliothek der Rheinisch-Westfälischen Technischen Hochschule Aachen, 2014. http://d-nb.info/1049821572/34.

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17

IANNACE, MAURO. "COGARCH processes: theory and asymptotics for the pseudo-maximum likelihood estimator." Doctoral thesis, Università degli Studi di Milano-Bicocca, 2014. http://hdl.handle.net/10281/55528.

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COGARCH processes are Lévy driven continuous time version of well known GARCH models for modeling high-fequency financial returns. We firstly discuss the properties about Lévy processes such as symmetric and asymmetric COGARCH models. These results are prerequisites to draw statistical inference from irregularly spaced observations. In particular, we focus on the pseudo-maximum likelihood method in order to extend some asymptotic results to the asymmetric model.
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18

Fujita, Takahiko. "Some asymptotic estimates of transition probability densities for generalized diffusion processes with self-similar speed measures." 京都大学 (Kyoto University), 1990. http://hdl.handle.net/2433/86425.

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19

Dahmen, Wolfgang, Helmut Harbrecht, and Reinhold Schneider. "Compression Techniques for Boundary Integral Equations - Optimal Complexity Estimates." Universitätsbibliothek Chemnitz, 2006. http://nbn-resolving.de/urn:nbn:de:swb:ch1-200600464.

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In this paper matrix compression techniques in the context of wavelet Galerkin schemes for boundary integral equations are developed and analyzed that exhibit optimal complexity in the following sense. The fully discrete scheme produces approximate solutions within discretization error accuracy offered by the underlying Galerkin method at a computational expense that is proven to stay proportional to the number of unknowns. Key issues are the second compression, that reduces the near field complexity significantly, and an additional a-posteriori compression. The latter one is based
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20

Chen, Cuixian. "Asymptotic properties of the Buckley-James estimator for a bivariate interval censorship regression model." Diss., Online access via UMI:, 2007.

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21

Luff, Patrick [Verfasser], and Eberhard [Akademischer Betreuer] Bänsch. "Asymptotic error estimates of the 3D MUSIC algorithm in the case of systematic errors / Patrick Luff. Betreuer: Eberhard Bänsch." Erlangen : Universitätsbibliothek der Universität Erlangen-Nürnberg, 2013. http://d-nb.info/1033029904/34.

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22

Stocker, Toni Clemens. "On the asymptotic properties of the OLS estimator in regression models with fractionally integrated regressors and errors." [S.l. : s.n.], 2008. http://nbn-resolving.de/urn:nbn:de:bsz:352-opus-57370.

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23

Saunders, Christopher Paul. "EMPIRICAL PROCESSES FOR ESTIMATED PROJECTIONS OF MULTIVARIATE NORMAL VECTORS WITH APPLICATIONS TO E.D.F. AND CORRELATION TYPE GOODNESS OF FIT TESTS." UKnowledge, 2006. http://uknowledge.uky.edu/gradschool_diss/464.

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Goodness-of-fit and correlation tests are considered for dependent univariate data that arises when multivariate data is projected to the real line with a data-suggested linear transformation. Specifically, tests for multivariate normality are investigated. Let { } i Y be a sequence of independent k-variate normal random vectors, and let 0 d be a fixed linear transform from Rk to R . For a sequence of linear transforms { ( )} 1 , , n d Y Y converging almost surely to 0 d , the weak convergence of the empirical process of the standardized projections from d to a tight Gaussian process is esta
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24

Cai, Jun. "A unified study of bounds and asymptotic estimates for renewal equations and compound distributions with applications to insurance risk analysis." Thesis, National Library of Canada = Bibliothèque nationale du Canada, 1998. http://www.collectionscanada.ca/obj/s4/f2/dsk1/tape11/PQDD_0005/NQ39619.pdf.

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25

Rosenberger, Elke. "Asymptotic spectral analysis and tunnelling for a class of difference operators." Phd thesis, [S.l.] : [s.n.], 2006. http://deposit.ddb.de/cgi-bin/dokserv?idn=98050368X.

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26

Chirila, Costel. "EMPIRICAL PROCESSES AND ROC CURVES WITH AN APPLICATION TO LINEAR COMBINATIONS OF DIAGNOSTIC TESTS." UKnowledge, 2008. http://uknowledge.uky.edu/gradschool_diss/674.

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The Receiver Operating Characteristic (ROC) curve is the plot of Sensitivity vs. 1- Specificity of a quantitative diagnostic test, for a wide range of cut-off points c. The empirical ROC curve is probably the most used nonparametric estimator of the ROC curve. The asymptotic properties of this estimator were first developed by Hsieh and Turnbull (1996) based on strong approximations for quantile processes. Jensen et al. (2000) provided a general method to obtain regional confidence bands for the empirical ROC curve, based on its asymptotic distribution. Since most biomarkers do not have high e
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27

Geisinger, Leander [Verfasser], and Timo [Akademischer Betreuer] Weidl. "On the semiclassical limit of the Dirichlet Laplace operator : two-term spectral asymptotics and sharp spectral estimates / Leander Geisinger. Betreuer: Timo Weidl." Stuttgart : Universitätsbibliothek der Universität Stuttgart, 2011. http://d-nb.info/1017972613/34.

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28

Albuquerque, Nacib André Gurgel e. "Desigualdade de Bohnenblust-Hille: estimativas e comportamento assintótico." Universidade Federal da Paraí­ba, 2014. http://tede.biblioteca.ufpb.br:8080/handle/tede/7442.

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Made available in DSpace on 2015-05-15T11:46:21Z (GMT). No. of bitstreams: 1 arquivototal.pdf: 1068702 bytes, checksum: 4394a0038dff8943184cc1e89156c0df (MD5) Previous issue date: 2014-09-18<br>Coordenação de Aperfeiçoamento de Pessoal de Nível Superior<br>The Bohnenblust{Hille inequality guarantees the existence of a function C : N ! [1;+1), corresponding to each positive integer m, a constant C(m) with the following property: regardless of the choice of the natural N and the bounded m-linear form U : `N 1 `N 1 ! K, the sequence (U(ei1 ; : : : ; eim))N i1;:::;im=1 belongs to ` 2m m+1 and it
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29

Caillaud, Corentin. "Asymptotical estimates for some algorithms for data and image processing : a study of the Sinkhorn algorithm and a numerical analysis of total variation minimization." Thesis, Institut polytechnique de Paris, 2020. http://www.theses.fr/2020IPPAX023.

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Cette thèse traite de problèmes discrets d'optimisation convexe et s'intéresse à des estimations de leurs taux de convergence. Elle s'organise en deux parties indépendantes.Dans la première partie, nous étudions le taux de convergence de l'algorithme de Sinkhorn et de certaines de ses variantes. Cet algorithme apparaît dans le cadre du Transport Optimal (TO) par l'intermédiaire d'une régularisation entropique. Ses itérations, comme celles de ses variantes, s'écrivent sous la forme de produits composante par composante de matrices et de vecteurs positifs. Pour les étudier, nous proposons une no
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30

Sart, Mathieu. "Estimation par tests." Phd thesis, Université Nice Sophia Antipolis, 2013. http://tel.archives-ouvertes.fr/tel-00931868.

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Cette thèse porte sur l'estimation de fonctions à l'aide de tests dans trois cadres statistiques différents. Nous commençons par étudier le problème de l'estimation des intensités de processus de Poisson avec covariables. Nous démontrons un théorème général de sélection de modèles et en déduisons des bornes de risque non-asymptotiques sous des hypothèses variées sur la fonction à estimer. Nous estimons ensuite la densité de transition d'une chaîne de Markov homogène et proposons pour cela deux procédures. La première, basée sur la sélection d'estimateurs constants par morceaux, permet d'établi
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31

Shykula, Mykola. "Quantization of Random Processes and Related Statistical Problems." Doctoral thesis, Umeå : Department of Mathematics and Mathematical Statistics, Umeå University, 2006. http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-883.

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32

Archalousová, Olga. "Singulární počáteční úloha pro obyčejné diferenciální a integrodiferenciální rovnice." Doctoral thesis, Vysoké učení technické v Brně. Fakulta elektrotechniky a komunikačních technologií, 2011. http://www.nusl.cz/ntk/nusl-233525.

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The thesis deals with qualitative properties of solutions of singular initial value problems for ordinary differential and integrodifferential equations which occur in the theory of linear and nonlinear electrical circuits and the theory of therminionic currents. The research is concentrated especially on questions of existence and uniqueness of solutions, asymptotic estimates of solutions and modications of Adomian decomposition method for singular initial problems. Solution algoritms are derived for scalar differential equations of Lane-Emden type using Taylor series and modication of the Ad
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33

El, Heda Khadijetou. "Choix optimal du paramètre de lissage dans l'estimation non paramétrique de la fonction de densité pour des processus stationnaires à temps continu." Thesis, Littoral, 2018. http://www.theses.fr/2018DUNK0484/document.

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Les travaux de cette thèse portent sur le choix du paramètre de lissage dans le problème de l'estimation non paramétrique de la fonction de densité associée à des processus stationnaires ergodiques à temps continus. La précision de cette estimation dépend du choix de ce paramètre. La motivation essentielle est de construire une procédure de sélection automatique de la fenêtre et d'établir des propriétés asymptotiques de cette dernière en considérant un cadre de dépendance des données assez général qui puisse être facilement utilisé en pratique. Cette contribution se compose de trois parties. L
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34

Ahmad, Ali. "Contribution à l'économétrie des séries temporelles à valeurs entières." Thesis, Lille 3, 2016. http://www.theses.fr/2016LIL30059/document.

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Dans cette thèse, nous étudions des modèles de moyennes conditionnelles de séries temporelles à valeurs entières. Tout d’abord, nous proposons l’estimateur de quasi maximum de vraisemblance de Poisson (EQMVP) pour les paramètres de la moyenne conditionnelle. Nous montrons que, sous des conditions générales de régularité, cet estimateur est consistant et asymptotiquement normal pour une grande classe de modèles. Étant donné que les paramètres de la moyenne conditionnelle de certains modèles sont positivement contraints, comme par exemple dans les modèles INAR (INteger-valued AutoRegressive) et
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35

Florez, Guillermo Domingo Martinez. "Extensões do modelo -potência." Universidade de São Paulo, 2011. http://www.teses.usp.br/teses/disponiveis/45/45133/tde-07072011-154259/.

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Em analise de dados que apresentam certo grau de assimetria a suposicao que as observações seguem uma distribuição normal, pode resultar ser uma suposição irreal e a aplicação deste modelo pode ocultar características importantes do modelo verdadeiro. Este tipo de situação deu forca á aplicação de modelo assimétricos, destacando-se entre estes a família de distribuições skew-symmetric, desenvolvida por Azzalini (1985). Neste trabalho nos apresentamos uma segunda proposta para a anàlise de dados com presença importante de assimetria e/ou curtose, comparado com a distribuição normal. Nós apresen
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36

Shikongo, Albert. "Numerical Treatment of Non-Linear singular pertubation problems." Thesis, Online access, 2007. http://etd.uwc.ac.za/usrfiles/modules/etd/docs/etd_gen8Srv25Nme4_3831_1257936459.pdf.

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37

Esstafa, Youssef. "Modèles de séries temporelles à mémoire longue avec innovations dépendantes." Thesis, Bourgogne Franche-Comté, 2019. http://www.theses.fr/2019UBFCD021.

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Dans cette thèse nous considérons, dans un premier temps, le problème de l'analyse statistique des modèles FARIMA (Fractionally AutoRegressive Integrated Moving-Average) induits par un bruit blanc non corrélé mais qui peut contenir des dépendances non linéaires très générales. Ces modèles sont appelés FARIMA faibles et permettent de modéliser des processus à mémoire longue présentant des dynamiques non linéaires, de structures souvent non-identifiées, très générales. Relâcher l'hypothèse d'indépendance sur le terme d'erreur, une hypothèse habituellement imposée dans la littérature, permet aux
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38

Bräutigam, Marcel. "Pro-cyclicality of risk measurements. Empirical quantification and theoretical confirmation." Thesis, Sorbonne université, 2020. http://www.theses.fr/2020SORUS100.

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Cette thèse analyse, d’un point de vue empirique et théorique, la procyclicité des mesures de risque sur les données historiques, i.e. l'effet de surestimation du risque futur en temps de crise, et sa sous-estimation en temps normal. Nous développons une méthodologie pour évaluer empiriquement le degré de procyclicité, en introduisant un processus de quantiles (« Value-at-Risk ») historiques pour mesurer le risque. En appliquant cette procédure à 11 indices boursiers, nous identifions deux facteurs expliquant la procyclicité : le « clustering » et le retour à la moyenne de la volatilité (tel q
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39

Silva, Mariana Barbosa da. "Estimadores do tipo n?cleo para Vari?vei s I.I.D. com espa?o de estados geral." Universidade Federal do Rio Grande do Norte, 2012. http://repositorio.ufrn.br:8080/jspui/handle/123456789/17011.

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Made available in DSpace on 2014-12-17T15:26:39Z (GMT). No. of bitstreams: 1 MarianaBS_DISSERT.pdf: 5316617 bytes, checksum: 4fb0344851aa8f373aa2dab90bb6d3c5 (MD5) Previous issue date: 2012-05-31<br>Coordena??o de Aperfei?oamento de Pessoal de N?vel Superior<br>In this work, the paper of Campos and Dorea [3] was detailed. In that article a Kernel Estimator was applied to a sequence of random variables with general state space, which were independent and identicaly distributed. In chapter 2, the estimator?s properties such as asymptotic unbiasedness, consistency in quadratic mean, strong cons
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40

Leroy, Fanny. "Etude des délais de survenue des effets indésirables médicamenteux à partir des cas notifiés en pharmacovigilance : Problème de l'estimation d'une distribution en présence de données tronquées à droite." Phd thesis, Université Paris Sud - Paris XI, 2014. http://tel.archives-ouvertes.fr/tel-01011262.

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Ce travail de thèse porte sur l'estimation paramétrique du maximum de vraisemblance pour des données de survie tronquées à droite, lorsque les délais de troncature sont considérés déterministes. Il a été motivé par le problème de la modélisation des délais de survenue des effets indésirables médicamenteux à partir des bases de données de pharmacovigilance, constituées des cas notifiés. Les distributions exponentielle, de Weibull et log-logistique ont été explorées.Parfois le caractère tronqué à droite des données est ignoré et un estimateur naïf est utilisé à la place de l'estimateur pertinent
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41

Reding, Lucas. "Contributions au théorème central limite et à l'estimation non paramétrique pour les champs de variables aléatoires dépendantes." Thesis, Normandie, 2020. http://www.theses.fr/2020NORMR049.

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La thèse suivante traite du Théorème Central Limite pour des champs de variables aléatoires dépendantes et de son application à l’estimation non-paramétrique. Dans une première partie, nous établissons des théorèmes centraux limite quenched pour des champs satisfaisant une condition projective à la Hannan (1973). Les versions fonctionnelles de ces théorèmes sont également considérées. Dans une seconde partie, nous établissons la normalité asymptotique d’estimateurs à noyau de la densité et de la régression pour des champs fortement mélangeants au sens de Rosenblatt (1956) ou bien des champs fa
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42

Caron, Emmanuel. "Comportement des estimateurs des moindres carrés du modèle linéaire dans un contexte dépendant : Étude asymptotique, implémentation, exemples." Thesis, Ecole centrale de Nantes, 2019. http://www.theses.fr/2019ECDN0036.

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Dans cette thèse, nous nous intéressons au modèle de régression linéaire usuel dans le cas où les erreurs sont supposées strictement stationnaires. Nous utilisons un résultat de Hannan (1973) qui a prouvé un Théorème Limite Central pour l’estimateur des moindres carrés sous des conditions très générales sur le design et le processus des erreurs. Pour un design et un processus d’erreurs vérifiant les conditions d’Hannan, nous définissons un estimateur de la matrice de covariance asymptotique de l’estimateur des moindres carrés et nous prouvons sa consistance sous des conditions très générales.
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43

De, Marco Stefano. "On Probability Distributions of Diffusions and Financial Models with non-globally smooth coefficients." Doctoral thesis, Scuola Normale Superiore, 2011. http://hdl.handle.net/11384/85676.

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In this Ph.D. dissertation we deal with the issue of the regularity and the estimation of probability laws for diffusions with non-globally smooth coefficients, with particular focus on financial models. The analysis of probability laws for the solutions of Stochastic Differential Equations (SDEs) driven by the Brownian motion is among the main applications of the Malliavin calculus on the Wiener space: typical issues involve the existence and smoothness of a density, and the study of the asymptotic behaviour of the distribution’s tails. The classical results in this area are stated ass
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Santos, Marconio Silva dos. "N?o v?cio assint?tico, consist?ncia forte e uniformemente forte de estimadores do tipo n?cleo para dados direcionais sobre uma esfera unit?ria k-dimensional." Universidade Federal do Rio Grande do Norte, 2010. http://repositorio.ufrn.br:8080/jspui/handle/123456789/17009.

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Made available in DSpace on 2014-12-17T15:26:38Z (GMT). No. of bitstreams: 1 MarconioSS_DISSERT.pdf: 828358 bytes, checksum: d4bc4c24d61f5cdfad5c76519c34784e (MD5) Previous issue date: 2010-06-28<br>Coordena??o de Aperfei?oamento de Pessoal de N?vel Superior<br>In this work we studied the asymptotic unbiasedness, the strong and the uniform strong consistencies of a class of kernel estimators fn as an estimator of the density function f taking values on a k-dimensional sphere<br>Nesse trabalho estudamos o n?o-v?cio assint?tico, a consist?ncia forte e a consist?ncia uniformemente forte de um e
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Basei, Matteo. "Topics in stochastic control and differential game theory, with application to mathematical finance." Doctoral thesis, Università degli studi di Padova, 2016. http://hdl.handle.net/11577/3424239.

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We consider three problems in stochastic control and differential game theory, arising from practical situations in mathematical finance and energy markets. First, we address the problem of optimally exercising swing contracts in energy markets. Our main result consists in characterizing the value function as the unique viscosity solution of a Hamilton-Jacobi-Bellman equation. The case of contracts with penalties is straightforward. Conversely, the case of contracts with strict constraints gives rise to stochastic control problems where a non-standard integral constraint is present: we get th
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Gomes, André Yoshizumi. "Família Weibull de razão de chances na presença de covariáveis." Universidade Federal de São Carlos, 2009. https://repositorio.ufscar.br/handle/ufscar/4558.

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Made available in DSpace on 2016-06-02T20:06:06Z (GMT). No. of bitstreams: 1 4331.pdf: 1908865 bytes, checksum: d564b46a6111fdca6f7cc9f4d5596637 (MD5) Previous issue date: 2009-03-18<br>Universidade Federal de Minas Gerais<br>The Weibull distribuition is a common initial choice for modeling data with monotone hazard rates. However, such distribution fails to provide a reasonable parametric _t when the hazard function is unimodal or bathtub-shaped. In this context, Cooray (2006) proposed a generalization of the Weibull family by considering the distributions of the odds of Weibull and inverse
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Chih-ChiehChiang and 江致劼. "Bilinear Estimate for Airy Equationand Asymptotic Completeness forthe Critical Nonlinear Klein-GordonEquation." Thesis, 2014. http://ndltd.ncl.edu.tw/handle/83051463415830358887.

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碩士<br>國立成功大學<br>數學系應用數學碩博士班<br>101<br>The report is mainly our supplementary proofs and explanation of central purposes of Soonsik Kwon and Tristan Roy's paper, emph{Bilinear Local Smoothing Estimate for Airy Equation} which was issued on 2011 and Hans Lindblad and Avy Soffer’s paper, emph{A Remark on Asymptotic Completeness for the Critical Nonlinear Klein-Gordon Equation} which was issued on 2005. We also added some details in order to elaborate the authors' ideas clearer. In Section 1, we will introduce the papers' motives of studying, main purposes, the reason of why we are interested, a
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FRAGAPANE, Salvatore. "Regularity and asymptotics for p-Laplace type operators in fractal and pre-fractal domains." Doctoral thesis, 2019. http://hdl.handle.net/11573/1429411.

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In this thesis we deal with double obstacle problems involving p-Laplace type operators in fractal and pre-fractal domains of R^2. The first improvement here presented consists in establishing a regularity result for the solution to double obstacle problem in terms of weighted Sobolev spaces (involving second derivatives), where we take as weight the distance from the vertex of the reentrant corner. In particular, we prove local estimates, estimates far away from the conical point and the boundedness of the gradient far away from the conical point. In addition, thanks to the regularity resu
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Slavík, Jakub. "Evoluční diferenciální rovnice v neomezených oblastech." Doctoral thesis, 2017. http://www.nusl.cz/ntk/nusl-369539.

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We study asymptotic properties of evolution partial differential equations posed in unbounded spatial domain in the context of locally uniform spaces. This context allows the use of non-integrable data and carries an inherent non-compactness and non-separability. We establish the existence of a lo- cally compact attractor for non-local parabolic equation and weakly damped semilinear wave equation and provide an upper bound on the Kolmogorov's ε-entropy of these attractors and the attractor of strongly damped wave equation in the subcritical case using the method of trajectories. Finally we als
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SHEN, SHUN-ZHE, and 沈順哲. "Asymptotic properties of the kernel quantile estimator." Thesis, 1988. http://ndltd.ncl.edu.tw/handle/24814136461791629230.

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