Sökning: "Ito Diffusions"

Hittade 2 uppsatser innehållade orden Ito Diffusions.

1. 1. Itô Diffusions on Level Sets

   Master-uppsats, Uppsala universitet/Analys och partiella differentialekvationer; Uppsala universitet/Statistik, AI och data science

   Författare :Coën Olofsson; [2023]
   Nyckelord :Itô diffusions; level sets; stochastic differential geometry; numerical schemes;

   Sammanfattning : Itô diffusions that move on level sets of functions in Rn, which we have called level processes, are an overlooked variant of the classical Itô processes. These processes find themselves nestled between the study of regular Itô diffusions in Rn and diffusions which are bound to smooth manifolds. LÄS MER

3. 2. 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