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A class of infinite...
A class of infinite dimensional stochastic processes with unbounded diffusion
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- Karlsson, John, 1983- (författare)
- Linköpings universitet,Matematisk statistik,Tekniska högskolan
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- Löbus, Jörg-Uwe, Dr (preses)
- Linköpings universitet,Matematisk statistik,Tekniska högskolan
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- Bayer, Christian, Dr (opponent)
- Weierstrass Institute, Berlin, Gemany
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(creator_code:org_t)
- ISBN 9789175195360
- Linköping : Linköping University Electronic Press, 2013
- Engelska 52 s.
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Serie: Linköping Studies in Science and Technology. Thesis, 0280-7971 ; 1612
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Abstract
Ämnesord
Stäng
- The aim of this work is to provide an introduction into the theory of infinite dimensional stochastic processes. The thesis contains the paper A class of infinite dimensional stochastic processes with unbounded diffusion written at Linköping University during 2012. The aim of that paper is to take results from the finite dimensional theory into the infinite dimensional case. This is done via the means of a coordinate representation. It is shown that for a certain kind of Dirichlet form with unbounded diffusion, we have properties such as closability, quasi-regularity, and existence of local first and second moment of the associated process. The starting chapters of this thesis contain the prerequisite theory for understanding the paper. It is my hope that any reader unfamiliar with the subject will find this thesis useful, as an introduction to the field of infinite dimensional processes.
Ämnesord
- NATURVETENSKAP -- Matematik -- Sannolikhetsteori och statistik (hsv//swe)
- NATURAL SCIENCES -- Mathematics -- Probability Theory and Statistics (hsv//eng)
Nyckelord
- Malliavin calculus
- Dirichlet form on Wiener space
- unbounded diffusion
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