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Yang, Weiye. "Stochastic analysis and stochastic PDEs on fractals". Thesis, University of Oxford, 2018. http://ora.ox.ac.uk/objects/uuid:43a7af74-c531-424a-9f3d-4277138affbb.

Pełny tekst źródłaOzkan, Pelin. "Analysis Of Stochastic And Non-stochastic Volatility Models". Master's thesis, METU, 2004. http://etd.lib.metu.edu.tr/upload/3/12605421/index.pdf.

Pełny tekst źródłaBinotto, Giulia. "Contributions to stochastic analysis". Doctoral thesis, Universitat de Barcelona, 2018. http://hdl.handle.net/10803/565571.

Pełny tekst źródłaL’objectiu d’aquesta tesi és presentar alguns resultats innovadors en el camp de l’anàlisi estocàstica. Proposem tres treballs que tracten amb dos processos Gaussians: el moviment Brownià i el moviment Brownià fraccionari amb paràmetre de Hurst menor que 1/2. En el primer treball, construïm una família de processos, a partir d’un procés de Poisson i d’una seqüència de variables aleatòries independents amb distribució de Bernoulli, que convergeix en llei cap a un moviment Brownià complex. Trobem realitzacions d’aquests processos que convergeixen quasi segurament a un moviment Brownià complex, uniformement a l’interval de temps unitat. En derivem també la velocitat de convergència. En el segon treball, determinem la convergència feble, en la topologia de l’espai de Skorohod, de les sumes de Riemann simètriques per funcionals del moviment Brownià fraccionari quan el paràmetre de Hurst pren un valor crític que depèn de la mesura considerada. Com a conseqüència, derivem una fórmula de canvi de variable en distribució, on el terme de correcció és una integral estocàstica amb respecte a un moviment Brownià independent del moviment Brownià fraccionari. En l’últim treball demostrem que, quan el retard tendeix a zero, la solució d’equacions diferencials amb retard dirigides per una funció Hölder contínua amb ordre a (1/3,1/2) convergeix en la norma del suprem a la solució d’equacions sense retard.

Davies, M. J. "Topics in stochastic analysis". Thesis, Swansea University, 1993. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.636421.

Pełny tekst źródła*k*on the half line (0,∞) with 0 accessible and ∞ inaccessible. Following some earlier work of Mandl the transition density for such a process is obtained explicitly for the most general boundary conditions leading to continuous sample paths and a contraction semigroup on

*C*(0,∞) with generatorhskip 1.5cm. Usingvarious expectation values we obtain the distribution of first hitting times and last exit times for these processes.

Nadakuditi, Rajesh Rao. "Applied stochastic Eigen-analysis". Thesis, Massachusetts Institute of Technology, 2006. http://hdl.handle.net/1721.1/38538.

Pełny tekst źródłaThis electronic version was submitted by the student author. The certified thesis is available in the Institute Archives and Special Collections.

Also issued in pages. Barker Engineering Library copy: issued in pages.

Includes bibliographical references (leaves 193-[201]).

The first part of the dissertation investigates the application of the theory of large random matrices to high-dimensional inference problems when the samples are drawn from a multivariate normal distribution. A longstanding problem in sensor array processing is addressed by designing an estimator for the number of signals in white noise that dramatically outperforms that proposed by Wax and Kailath. This methodology is extended to develop new parametric techniques for testing and estimation. Unlike techniques found in the literature, these exhibit robustness to high-dimensionality, sample size constraints and eigenvector misspecification. By interpreting the eigenvalues of the sample covariance matrix as an interacting particle system, the existence of a phase transition phenomenon in the largest ("signal") eigenvalue is derived using heuristic arguments. This exposes a fundamental limit on the identifiability of low-level signals due to sample size constraints when using the sample eigenvalues alone. The analysis is extended to address a problem in sensor array processing, posed by Baggeroer and Cox, on the distribution of the outputs of the Capon-MVDR beamformer when the sample covariance matrix is diagonally loaded.

(cont.) The second part of the dissertation investigates the limiting distribution of the eigenvalues and eigenvectors of a broader class of random matrices. A powerful method is proposed that expands the reach of the theory beyond the special cases of matrices with Gaussian entries; this simultaneously establishes a framework for computational (non-commutative) "free probability" theory. The class of "algebraic" random matrices is defined and the generators of this class are specified. Algebraicity of a random matrix sequence is shown to act as a certificate of the computability of the limiting eigenvalue distribution and, for a subclass, the limiting conditional "eigenvector distribution." The limiting moments of algebraic random matrix sequences, when they exist, are shown to satisfy a finite depth linear recursion so that they may often be efficiently enumerated in closed form. The method is applied to predict the deterioration in the quality of the sample eigenvectors of large algebraic empirical covariance matrices due to sample size constraints.

by Rajesh Rao Nadakuditi.

Ph.D.

Liu, Xuan. "Some contribution to analysis and stochastic analysis". Thesis, University of Oxford, 2018. http://ora.ox.ac.uk/objects/uuid:485474c0-2501-4ef0-a0bc-492e5c6c9d62.

Pełny tekst źródła^{d}, where the necessary condition is given by a single equation. The materials in Chapter 2 are based on a joint work with Zhongmin Qian (referenced in Chapter 2). Chapter 4 is devoted to the analytic study of some parabolic PDEs on the gasket. Using a new type of Sobolev inequality which involves singular measures developed in Section 4.2, we establish the existence and uniqueness of solutions to these PDEs, and derive the space-time regularity for solutions. As an interesting application of the results in Chapter 4 and the probabilistic representation developed in Chapter 2, we further study Burgers equations on the gasket, to which the space-time regularity for solutions is deduced. The materials in Chapter 4 are based on a joint work with Zhongmin Qian (referenced in Chapter 4). In Chapter 5, we consider a class of continuous stochastic processes which satisfy the conditional increment control condition. Typical examples include continuous martingales, fractional Brownian motions, and diffusions governed by SDEs. For such processes, we establish a Doob type maximal inequality. Under additional assumptions on the tail decays of their marginal distributions, we derive an estimate for the tail decay of the suprema (Theorem 5.3.2), which states that the suprema decays in a manner similar to the margins of the processes. In Section 5.4, as an application of Theorem 5.3.2, we derive the existence of strong solutions to a class of SDEs. The materials in this chapter is based on the work [44] by the author (Section 5.2 and Section 5.3) and an ongoing joint project with Guangyu Xi (Section 5.4).

Johannessen, Knut. "Stochastic analysis of Workover Risers". Thesis, Norges teknisk-naturvitenskapelige universitet, Institutt for marin teknikk, 2010. http://urn.kb.se/resolve?urn=urn:nbn:no:ntnu:diva-11550.

Pełny tekst źródłaYoussef, Nataly. "Stochastic analysis via robust optimization". Thesis, Massachusetts Institute of Technology, 2016. http://hdl.handle.net/1721.1/103246.

Pełny tekst źródłaCataloged from student-submitted PDF version of thesis.

Includes bibliographical references (pages 167-174).

To evaluate the performance and optimize systems under uncertainty, two main avenues have been suggested in the literature: stochastic analysis and optimization describing the uncertainty probabilistically and robust optimization describing the uncertainty deterministically. Instead, we propose a novel paradigm which leverages the conclusions of probability theory and the tractability of the robust optimization approach to approximate and optimize the expected behavior in a given system. Our framework models the uncertainty via polyhedral sets inspired by the limit laws of probability. We characterize the uncertainty sets by variability parameters that we treat as random variables. We then devise a methodology to approximate and optimize the average performance of the system via a robust optimization formulation. Our framework (a) avoids the challenges of fitting probability distributions to the uncertain variables, (b) eliminates the need to generate scenarios to describe the states of randomness, and (c) demonstrates the use of robust optimization to evaluate and optimize expected performance. We illustrate the applicability of our methodology to analyze the performance of queueing networks and optimize the inventory policy for supply chain networks. In Part I, we study the case of a single queue. We develop a robust theory to study multi-server queues with possibly heavy-tailed primitives. Our methodology (a) provides approximations that match the diffusion approximations for light-tailed queues in heavy traffic, and (b) extends the framework to analyze the transient behavior of heavy-tailed queues. In Part II, we study the case of a network of queues. Our methodology provides accurate approximations of (a) the expected steady-state behavior in generalized queueing networks, and (b) the expected transient behavior in feedforward queueing networks. Our approach achieves significant computational tractability and provides accurate approximations relative to simulated values. In Part III, we study the case of a supply chain network. Our methodology (a) obtains optimal base-stock levels that match the optimal solutions obtained via stochastic optimization, (b) yields optimal affine policies which oftentimes exhibit better results compared to optimal base-stock policies, and (c) provides optimal policies that consistently outperform the solutions obtained via the traditional robust optimization approach.

by Nataly Youssef.

Ph. D.

Whiteside, M. B. "Stochastic analysis of composite materials". Thesis, Imperial College London, 2012. http://hdl.handle.net/10044/1/9986.

Pełny tekst źródłaGüngör, Mesut Savacı Ferit Acar. "Analysis of Stochastic Dynamical Systems/". [s.l.]: [s.n.], 2007. http://library.iyte.edu.tr/tezler/master/elektrikveelektronikmuh/T000630.pdf.

Pełny tekst źródłaLabeodan, Moremi Morire OreOluwapo. "Stochastic analysis of AIDS epidemiology". Thesis, Pretoria : [s.l.], 2009. http://upetd.up.ac.za/thesis/available/etd-10172009-112824.

Pełny tekst źródłaPrömel, David Johannes. "Robust stochastic analysis with applications". Doctoral thesis, Humboldt-Universität zu Berlin, Mathematisch-Naturwissenschaftliche Fakultät, 2015. http://dx.doi.org/10.18452/17373.

Pełny tekst źródłaIn this thesis new robust integration techniques, which are suitable for various problems from stochastic analysis and mathematical finance, as well as some applications are presented. We begin with two different approaches to stochastic integration in robust financial mathematics. The first one is inspired by Ito’s integration and based on a certain topology induced by an outer measure corresponding to a minimal superhedging price. The second approach relies on the controlled rough path integral. We prove that this integral is the limit of non-anticipating Riemann sums and that every "typical price path" has an associated Ito rough path. For one-dimensional "typical price paths" it is further shown that they possess Hölder continuous local times. Additionally, we provide various generalizations of Föllmer’s pathwise Ito formula. Recalling that rough path theory can be developed using the concept of controlled paths and with a topology including the information of Levy’s area, sufficient conditions for the pathwise existence of Levy’s area are provided in terms of being controlled. This leads us to study Föllmer’s pathwise Ito formulas from the perspective of controlled paths. A multi-parameter extension to rough path theory is the paracontrolled distribution approach, recently introduced by Gubinelli, Imkeller and Perkowski. We generalize their approach from Hölder spaces to Besov spaces to solve rough differential equations. As an application we deal with stochastic differential equations driven by random functions. Finally, considering strongly coupled systems of forward and backward stochastic differential equations (FBSDEs), we extend the existence, uniqueness and regularity theory of so-called decoupling fields to Markovian FBSDEs with locally Lipschitz continuous coefficients. These results allow to solve the Skorokhod embedding problem for a class of Gaussian processes with non-linear drift.

Wu, Ling. "Stochastic Modeling and Statistical Analysis". Scholar Commons, 2010. https://scholarcommons.usf.edu/etd/1813.

Pełny tekst źródłaTsang, Wai-yin, i 曾慧賢. "Aspects of modelling stochastic volatility". Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 2000. http://hub.hku.hk/bib/B31223515.

Pełny tekst źródłaTsang, Wai-yin. "Aspects of modelling stochastic volatility /". Hong Kong : University of Hong Kong, 2000. http://sunzi.lib.hku.hk/hkuto/record.jsp?B22078952.

Pełny tekst źródłaWang, Zimeng. "Stochastic optimal controls with delay". Thesis, University of Nottingham, 2017. http://eprints.nottingham.ac.uk/47816/.

Pełny tekst źródłaBakhtiari, Siamak. "Stochastic finite element slope stability analysis". Thesis, University of Manchester, 2011. https://www.research.manchester.ac.uk/portal/en/theses/stochastic-finite-element-slope-stability-analysis(c1b451d9-8bf6-43ff-9c10-7b5209fb45c1).html.

Pełny tekst źródłaSmith, Aaron D. "Stochastic permanent breaks /". Diss., Connect to a 24 p. preview or request complete full text in PDF format. Access restricted to UC campuses, 1999. http://wwwlib.umi.com/cr/ucsd/fullcit?p9938588.

Pełny tekst źródłaFahlberg-Stojanovska, Linda Dianne. "Stochastic stability of Lozi mappings". Diss., The University of Arizona, 1989. http://hdl.handle.net/10150/184748.

Pełny tekst źródłaFashandi, Ali R. M. "Stochastic analysis of robot-safety systems". Thesis, University of Ottawa (Canada), 1998. http://hdl.handle.net/10393/4112.

Pełny tekst źródłaSatish, Shah Aashish. "Stochastic analysis of human-machine systems". Thesis, University of Ottawa (Canada), 2006. http://hdl.handle.net/10393/27175.

Pełny tekst źródłaMahmoudi, Fashandi Ali R. "Stochastic analysis of robot-safety systems". Thesis, National Library of Canada = Bibliothèque nationale du Canada, 1998. http://www.collectionscanada.ca/obj/s4/f2/dsk2/tape17/PQDD_0026/NQ36781.pdf.

Pełny tekst źródłaRoelly, Sylvie. "Reciprocal processes : a stochastic analysis approach". Universität Potsdam, 2013. http://opus.kobv.de/ubp/volltexte/2013/6458/.

Pełny tekst źródłaWaddington, Jonathan. "Human optokinetic nystagmus : a stochastic analysis". Thesis, University of Plymouth, 2012. http://hdl.handle.net/10026.1/1040.

Pełny tekst źródłaWei, Xiaofan. "Stochastic Analysis and Optimization of Structures". University of Akron / OhioLINK, 2006. http://rave.ohiolink.edu/etdc/view?acc_num=akron1163789451.

Pełny tekst źródłaSalikhova, Alsu <1982>. "Stochastic Volatility Analysis for Hedge Funds". Master's Degree Thesis, Università Ca' Foscari Venezia, 2013. http://hdl.handle.net/10579/3351.

Pełny tekst źródłaChugreeva, Olga [Verfasser], Christof Erich [Akademischer Betreuer] Melcher i Maria Gabrielle [Akademischer Betreuer] Westdickenberg. "Stochastics meets applied analysis : stochastic Ginzburg-Landau vortices and stochastic Landau-Lifshitz-Gilbert equation / Olga Chugreeva ; Christof Erich Melcher, Maria Gabrielle Westdickenberg". Aachen : Universitätsbibliothek der RWTH Aachen, 2016. http://d-nb.info/1156922305/34.

Pełny tekst źródłaSorensen, Julian Karl. "White noise analysis and stochastic evolution equations". Title page, contents and abstract only, 2001. http://web4.library.adelaide.edu.au/theses/09PH/09phs713.pdf.

Pełny tekst źródłaRamos, José A. "A stochastic realization and model reduction approach to streamflow modeling". Diss., Georgia Institute of Technology, 1985. http://hdl.handle.net/1853/32869.

Pełny tekst źródłaSun, Junfeng. "Stochastic models for compliance analysis and applications". Connect to resource, 2005. http://rave.ohiolink.edu/etdc/view?acc%5Fnum=osu1117049743.

Pełny tekst źródłaMeng, Yu. "Bayesian Analysis of a Stochastic Volatility Model". Thesis, Uppsala University, Department of Mathematics, 2009. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-119972.

Pełny tekst źródłaEliiyi, Ugur. "Discrete-time Stochastic Analysis Of Land Combat". Master's thesis, METU, 2004. http://etd.lib.metu.edu.tr/upload/759472/index.pdf.

Pełny tekst źródłaHwisu, Shin. "Stochastic Analysis For Water Pipeline System Management". 京都大学 (Kyoto University), 2015. http://hdl.handle.net/2433/202696.

Pełny tekst źródłaSubramanian, Parmeshwar. "The stochastic analysis of technical redundant systems". Thesis, University of Ottawa (Canada), 2001. http://hdl.handle.net/10393/6066.

Pełny tekst źródłaCheng, Shen. "Stochastic analysis of standby robot-safety systems". Thesis, University of Ottawa (Canada), 2007. http://hdl.handle.net/10393/27820.

Pełny tekst źródłaBréhier, Charles-Edouard. "Numerical analysis of highly oscillatory Stochastic PDEs". Phd thesis, École normale supérieure de Cachan - ENS Cachan, 2012. http://tel.archives-ouvertes.fr/tel-00824693.

Pełny tekst źródłaZeryos, Mihail. "Bayesian pursuit analysis and singular stochastic control". Thesis, Imperial College London, 1995. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.338932.

Pełny tekst źródłaTribastone, Mirco. "Scalable analysis of stochastic process algebra models". Thesis, University of Edinburgh, 2010. http://hdl.handle.net/1842/4629.

Pełny tekst źródłaDehmeshki, Jamshid. "Stochastic model-based approach to image analysis". Thesis, University of Nottingham, 1997. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.363908.

Pełny tekst źródłaShi, Fangwei. "Asymptotic analysis of new stochastic volatility models". Thesis, Imperial College London, 2017. http://hdl.handle.net/10044/1/60648.

Pełny tekst źródłaWiley, Richard Paul. "Performance analysis of Stochastic Timed Petri Nets". Thesis, Massachusetts Institute of Technology, 1985. http://hdl.handle.net/1721.1/15002.

Pełny tekst źródłaMICROFICHE COPY AVAILABLE IN ARCHIVES AND ENGINEERING

Bibliography: leaves 305-310.

by Richard Paul Wiley.

Sc.D.

Graham, D. P. "Stochastic modelling and analysis of construction processes". Thesis, University of Edinburgh, 2005. http://hdl.handle.net/1842/12054.

Pełny tekst źródła*CBRSim,*was formed to fulfil the original aim of this thesis.

*CBRSim*works by: CBR selecting probability distributions (based on user input) that are used in a DES model to accurately recreate the process. CBRSim was validated and modelled the process to within +/- 3% accuracy.

*CBRSim*was then applied to another stochastic and cyclical construction process: earthmoving.

*CBRSim*was found to be more accurate in estimating earthmoving productivity than RMC supply, thus providing an indication of a generic modelling capability.

Maglaras, George K. "Integrated analysis and design in stochastic optimization". Thesis, Virginia Tech, 1989. http://hdl.handle.net/10919/46048.

Pełny tekst źródłaWhen structural optimization is performed via an iterative solution technique, it is possible to integrate the analysis and design iterations, in an integrated analysis and design procedure. The present work seeks to apply an integrated analysis and design approach in reliability based optimization, when a safety index approach is used.

Two variants of the new approach are presented. Both of them are based on partially converged solution of the optimization procedure. The safety index approach employed allows us to use semi-analytical formulas to calculate the sensitivity derivatives of the safety constraints.

The new approach is applied to the design of a simple structure. Both methods are robust to a satisfactory degree. The results are compared to those obtained by the safety index approach without integrating the analysis and design processes. The new methods substantially reduce the computational cost of optimization, which indicates that integrated analysis and design has the potential of removing a major obstacle, which is the excessive computational cost, in applying stochastic optimization to real life structural design.

Master of Science

Cash, Charles R. "Stochastic Analysis of Multi-Item Flow Lines /". The Ohio State University, 1996. http://rave.ohiolink.edu/etdc/view?acc_num=osu1487931993468164.

Pełny tekst źródłaCao, Fengming. "Network system performance analysis with stochastic geometry". Thesis, University of Bristol, 2017. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.707760.

Pełny tekst źródłaZaidi, Syed Ali Raza. "Stochastic geometric analysis of cognitive wireless networks". Thesis, University of Leeds, 2013. http://etheses.whiterose.ac.uk/5490/.

Pełny tekst źródłaPahle, Jürgen. "Stochastic simulation and analysis of biochemical networks". Doctoral thesis, Humboldt-Universität zu Berlin, Mathematisch-Naturwissenschaftliche Fakultät I, 2008. http://dx.doi.org/10.18452/15786.

Pełny tekst źródłaStochastic effects in biochemical networks can affect the functioning of these systems significantly. Signaling pathways, such as calcium signal transduction, are particularly prone to random fluctuations. Thus, an important question is how this influences the information transfer in these pathways. First, a comprehensive overview and systematic classification of stochastic simulation methods is given as methodical basis for the thesis. Here, the focus is on approximate and hybrid approaches. Also, the hybrid solver in the software system Copasi is described whose implementation was part of this PhD work. Then, in most cases, the dynamic behavior of biochemical systems shows a transition from stochastic to deterministic behavior with increasing particle numbers. This transition is studied in calcium signaling as well as other test systems. It turns out that the onset of stochastic effects is very dependent on the sensitivity of the specific system quantified by its divergence. Systems with high divergence show stochastic effects even with high particle numbers and vice versa. Finally, the influence of noise on the performance of signaling pathways is investigated. Simulated and experimentally measured calcium time series are stochastically coupled to an intracellular target enzyme activation process. Then, the information transfer under different cellular conditions is estimated with the information-theoretic quantity transfer entropy. The amount of information that can be transferred increases with rising particle numbers. However, this increase is very dependent on the current dynamical mode of the system, such as spiking, bursting or irregular oscillations. The methods developed in this thesis, such as the use of the divergence as an indicator for the transition from stochastic to deterministic behavior or the stochastic coupling and information-theoretic analysis using transfer entropy, are valuable tools for the analysis of biochemical systems.

McVinish, Ross Stewart. "Stochastic analysis and approximation of fractional diffusion". Thesis, Queensland University of Technology, 2002.

Znajdź pełny tekst źródłaManica, Nicola. "Stochastic Analysis of a resource reservation system". Doctoral thesis, Università degli studi di Trento, 2013. https://hdl.handle.net/11572/367896.

Pełny tekst źródłaManica, Nicola. "Stochastic Analysis of a resource reservation system". Doctoral thesis, University of Trento, 2013. http://eprints-phd.biblio.unitn.it/1052/1/Manica-PhD-thesis-UniTn.pdf.

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