Sökning: "Björn Wehlin"

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  1. 1. Approximating Quasistationary Distributions Using Deep Learning

    Master-uppsats, KTH/Matematisk statistik

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

    Sammanfattning : 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). LÄS MER