Essays about: "wiener"

Showing result 11 - 15 of 79 essays containing the word wiener.

  1. 11. Blädningsbrukets påverkan på biologisk mångfald : effekten på kärlväxters biodiversitet och specifikt förekomsten av blåbär

    University essay from SLU/Dept. of Forest Ecology and Management

    Author : Erik Hallgren; Anna Sandberg; [2022]
    Keywords : blädningsbruk; hyggesfritt skogsbruk; kärlväxter; blåbär; Vaccinium myrtillus; artrikedom; biodiversitet;

    Abstract : The utilization of the Swedish forest as a natural resource has intensified during the last decade, which has led to an increase in disturbances on the forest ecosystems as a result of clear cutting. The effect of forestry on species richness and species composition has a large impact on how well the biodiversity and ecological communities can function. READ MORE

  3. 12. 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. 13. Overview of Bayesian sequential testing for the drift of a Wiener process

    University essay from Uppsala universitet/Tillämpad matematik och statistik

    Author : Aleksander Vogli; [2021]
    Keywords : ;

    Abstract : .... READ MORE

  5. 14. Wiener-Lévy Theorem : Simple proof of Wiener's lemma and Wiener-Lévy theorem

    University essay from Linnéuniversitetet/Institutionen för matematik (MA)

    Author : Jose Eduardo Vasquez; [2021]
    Keywords : Wiener-Lévy Theorem; Wiener s Lemma; Fourier series; Complex analysis;

    Abstract : The purpose of this thesis is to formulate and proof some theorems about convergences of Fourier series. In essence, we shall formulate and proof Wiener's lemma and Wiener-Lévy theorem which give us weaker conditions for absolute convergence of Fourier series. READ MORE

  6. 15. An Analysis of Markov Regime-Switching Models for Weather Derivative Pricing

    University essay from Linköpings universitet/Tillämpad matematik; Linköpings universitet/Tekniska fakulteten

    Author : Fredrik Gerdin Börjesson; [2021]
    Keywords : Weather derivatives; temperature modeling; Markov switching models; Lévy processes; expectation-maximization algorithm; generalized hyperbolic distributions; Monte Carlo simulation;

    Abstract : The valuation of weather derivatives is greatly dependent on accurate modeling and forecasting of the underlying temperature indices. The complexity and uncertainty in such modeling has led to several temperature processes being developed for the Monte Carlo simulation of daily average temperatures. READ MORE