Essays about: "Wiener space."

Showing result 1 - 5 of 8 essays containing the words Wiener space..

1. 1. Contribution to the Understanding of the Effects of Propagation through the Ionosphere of P-band SAR Data

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

   Author : Johannes Samuel Erland Rönner; [2023]
   Keywords : Synthetic aperture radar; Ionosphere;

   Abstract : The BIOMASS mission from the European Space Agency (ESA) is designed to measurebiomass and carbon content in Earth’s forests. To account for phase changes caused byionospheric variations, a map-drift autofocus algorithm is developed, which utilises a phasescreen of the ionosphere to eliminate phase errors in the signal. READ MORE

3. 2. Deterministic Quadrature Formulae for the Black–Scholes Model

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

   Author : Sajedeh Saadat; Timo Kudljakov; [2021]
   Keywords : Deterministic quadrature formulae; Stochastic differential equation; Black--Scholes model; Discretization method.;

   Abstract : There exist many numerical methods for numerical solutions of the systems of stochastic differential equations. We choose the method of deterministic quadrature formulae proposed by Müller–Gronbach, and Yaroslavtseva in 2016. The idea is to apply a simplified version of the cubature in Wiener space. READ MORE

4. 3. Cubature on Wiener Space for the Heath--Jarrow--Morton framework

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

   Author : Lutufyo Mwangota; [2019]
   Keywords : Heath–Jarrow–Morton model; stochastic Taylor expansion; Cubature formulae; Brownian signature; forward rate.;

   Abstract : This thesis established the cubature method developed by Gyurkó & Lyons (2010) and Lyons & Victor (2004) for the Heath–Jarrow–Morton (HJM) model. The HJM model was first proposed by Heath, Jarrow, and Morton (1992) to model the evolution of interest rates through the dynamics of the forward rate curve. READ MORE

5. 4. Gaussian fluctuations of singleeigenvalues intime-dependent GUE

   University essay from KTH/Matematik (Avd.)

   Author : Victor Schön; [2013]
   Keywords : ;

   Abstract : This thesis investigates the fluctuations of the eigenvalues of the Gaussian Unitary Ensemble on the basis of numerical simulations performed in the programming environment MATLAB. As is well known: if a Wiener process is defined on the space of Hermitian matrices then the eigenvalues describe a stochastic process known as Dyson Brownian motion. READ MORE

6. 5. Microphone Array Wiener Beamforming with modeling of SRP- PHAT for Speaker Localization

   University essay from Blekinge Tekniska Högskola/Sektionen för ingenjörsvetenskap

   Author : SRISESHUKUMAR BASAVA; [2012]
   Keywords : MIcrophone array; Wiener beamforming; Source localization;

   Abstract : The use of microphone arrays to acquire and recognize speech in meetings (conference) poses several problems for speech processing as there exist many speakers within a small space, typically around a table. The necessity to design a suitable microphone array system with minimum noise and more efficient localization algorithms is drawing attention of researchers to work on it. READ MORE