Essays about: "lipschitz condition"

Found 4 essays containing the words lipschitz condition.

  1. 1. Dynamical Borel-Cantelli lemmas and applications

    University essay from Lunds universitet/Matematik LTH

    Author : Viktoria Xing; [2020]
    Keywords : Borel-Cantelli lemma; dynamical systems; Mathematics and Statistics;

    Abstract : The classical Borel–Cantelli lemma is a beautiful discovery with wide applications in the mathematical field. The Borel–Cantelli lemmas in dynamical systems are particularly fascinating. Here, D. Kleinbock and G. READ MORE

  3. 2. An introduction to Multilevel Monte Carlo with applications to options.

    University essay from Umeå universitet/Institutionen för matematik och matematisk statistik

    Author : Kristofer Cronvald; [2019]
    Keywords : Multilevel Monte Carlo; Options; Mathematical finance; Simulation; Stochastic Differential Equations; Computational complexity; Strong convergence; Weak convergence; Euler-Maruyama; Milstein.;

    Abstract : A standard problem in mathematical finance is the calculation of the price of some financial derivative such as various types of options. Since there exists analytical solutions in only a few cases it will often boil down to estimating the price with Monte Carlo simulation in conjunction with some numerical discretization scheme. READ MORE

  4. 3. An investigation concerning the absolute convergence of Fourier series

    University essay from Linköpings universitet/Matematik och tillämpad matematik; Linköpings universitet/Tekniska fakulteten

    Author : Axel Tiger Norkvist; [2016]
    Keywords : Fourier analysis; Absolute convergence; Lipschitz condition; Bernstein s theorem;

    Abstract : In this Bachelor's thesis we present a few results about the absolute convergence of Fourier series, followed by an example of a differentiable function whose Fourier series does not converge absolutely. In the end we provide a suggestion for future work on generalizing the given example, and we briefly discuss an issue that has not been given much attention in the existing literature on the subject. READ MORE

  5. 4. Cauchy Integrals Method in the Study of Perturbations of Operators

    University essay from KTH/Matematik (Avd.)

    Author : Johan Balkare; [2016]
    Keywords : ;

    Abstract : We show that functions which are analytic on the open unit disc and fulfil the Hölder condition of order r  there, where r lies in the interval (0,1), are operator Hölder of order r on the set of all linear contractions on a Hilbert space. Further, it is known that analytic Lipschitz functions on the unit disc need not be operator Lipschitz. READ MORE