Essays about: "Brownian motion"

Showing result 1 - 5 of 57 essays containing the words Brownian motion.

  1. 1. Transport of non-spherical particles in pipeflow with suction

    University essay from Luleå tekniska universitet/Institutionen för system- och rymdteknik

    Author : Emil Wångby; [2020]
    Keywords : Brownian motion; Non-spherical particles; Pipe flow;

    Abstract : The interest of how small non-spherical particles transport behaviour when transported in pipe-flow is of large interest in a variety applications. This kind of theory have been used when studying composite manufacturing and how particles behaves in the human lungs. READ MORE

  2. 2. Bayesian sequential testing of the drift of a multi-dimensional Brownian motion

    University essay from Uppsala universitet/Tillämpad matematik och statistik

    Author : Georgia Valachi; [2020]
    Keywords : ;

    Abstract : .... READ MORE

  3. 3. Connection between discrete time random walks and stochastic processes by Donsker's Theorem

    University essay from Mälardalens högskola/Akademin för utbildning, kultur och kommunikation

    Author : Zandra Bernergård; [2020]
    Keywords : Donsker’s Theorem; convergence; wiener process; random walk;

    Abstract : In this paper we will investigate the connection between a random walk and a continuous time stochastic process. Donsker's Theorem states that a random walk under certain conditions will converge to a Wiener process. READ MORE

  4. 4. Monte Carlo Path Simulation and the Multilevel Monte Carlo Method

    University essay from Umeå universitet/Institutionen för fysik

    Author : Krister Janzon; [2018]
    Keywords : Multilevel Monte Carlo; computational complexity; option pricing; path approximation; Euler–Maruyama; Milstein;

    Abstract : A standard problem in the field of computational finance is that of pricing derivative securities. This is often accomplished by estimating an expected value of a functional of a stochastic process, defined by a stochastic differential equation (SDE). READ MORE

  5. 5. Monte Carlo Simulations of Stock Prices : Modelling the probability of future stock returns

    University essay from KTH/Skolan för elektroteknik och datavetenskap (EECS); KTH/Skolan för elektroteknik och datavetenskap (EECS)

    Author : Tobias Brodd; Adrian Djerf; [2018]
    Keywords : monte carlo; simulations; finance; modelling; geometric brownian motion; random walks; stock prices; probability theory; monte carlo; simuleringar; finans; modellering; geometric brownian motion; random walks; aktiekurser; sannolikhetsteori;

    Abstract : The financial market is a stochastic and complex system that is challenging to model. It is crucial for investors to be able to model the probability of possible outcomes of financial investments and financing decisions in order to produce fruitful and productive investments. READ MORE