Essays about: "Ito Diffusions"

Found 2 essays containing the words Ito Diffusions.

  1. 1. Itô Diffusions on Level Sets

    University essay from Uppsala universitet/Analys och partiella differentialekvationer; Uppsala universitet/Statistik, AI och data science

    Author : Coën Olofsson; [2023]
    Keywords : Itô diffusions; level sets; stochastic differential geometry; numerical schemes;

    Abstract : Itô diffusions that move on level sets of functions in Rn, which we have called level processes, are an overlooked variant of the classical Itô processes. These processes find themselves nestled between the study of regular Itô diffusions in Rn and diffusions which are bound to smooth manifolds. READ MORE

  3. 2. Approximating Quasistationary Distributions Using Deep Learning

    University essay from KTH/Matematisk statistik

    Author : Björn Wehlin; [2022]
    Keywords : Applied Mathematics; Deep Learning; Probability Theory; Stochastic Processes; Ito Diffusions; Quasistationary Distributions; Tillämpad matematik; djupinlärning; sannolikhetsteori; stokastiska processer; Ito-diffusioner; kvasistationära fördelningar;

    Abstract : We study a class of It\={o} diffusion processes on domains with smooth boundary, at which the process is killed. Such a process, when conditioned on non-extinction, gives rise to a stationary state known as a \emph{quasistationary distribution} (QSD). READ MORE