Tesi sul tema "Stochastic"
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Abi, Jaber Eduardo. "Stochastic Invariance and Stochastic Volterra Equations". Thesis, Paris Sciences et Lettres (ComUE), 2018. http://www.theses.fr/2018PSLED025/document.
Testo completoThe present thesis deals with the theory of finite dimensional stochastic equations.In the first part, we derive necessary and sufficient geometric conditions on the coefficients of a stochastic differential equation for the existence of a constrained solution, under weak regularity on the coefficients. In the second part, we tackle existence and uniqueness problems of stochastic Volterra equations of convolution type. These equations are in general non-Markovian. We establish their correspondence with infinite dimensional equations which allows us to approximate them by finite dimensional stochastic differential equations of Markovian type. Finally, we illustrate our findings with an application to mathematical finance, namely rough volatility modeling. We design a stochastic volatility model with an appealing trade-off between flexibility and tractability
Yang, Weiye. "Stochastic analysis and stochastic PDEs on fractals". Thesis, University of Oxford, 2018. http://ora.ox.ac.uk/objects/uuid:43a7af74-c531-424a-9f3d-4277138affbb.
Testo completoFei, Lin. "On a stochastic optimization technique : stochastic probing /". The Ohio State University, 1992. http://rave.ohiolink.edu/etdc/view?acc_num=osu1487777901661535.
Testo completoOzkan, Pelin. "Analysis Of Stochastic And Non-stochastic Volatility Models". Master's thesis, METU, 2004. http://etd.lib.metu.edu.tr/upload/3/12605421/index.pdf.
Testo completoYakowitz, Diana Schadl. "Two-stage stochastic linear programming: Stochastic decomposition approaches". Diss., The University of Arizona, 1991. http://hdl.handle.net/10150/185342.
Testo completoKůdela, Jakub. "Advanced Decomposition Methods in Stochastic Convex Optimization". Doctoral thesis, Vysoké učení technické v Brně. Fakulta strojního inženýrství, 2019. http://www.nusl.cz/ntk/nusl-403864.
Testo completoAndersson, Kristina. "Stochastic Volatility". Thesis, Uppsala University, Department of Mathematics, 2003. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-121722.
Testo completoHuang, Chueng-Chiu S. "Stochastic scheduling". Diss., Georgia Institute of Technology, 1991. http://hdl.handle.net/1853/24834.
Testo completoDean, David Stanley. "Stochastic dynamics". Thesis, University of Cambridge, 1993. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.318048.
Testo completoVedin, Robert. "Stochastic Resonance". Thesis, KTH, Skolan för teknikvetenskap (SCI), 2016. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-193632.
Testo completoChugreeva, Olga [Verfasser], Christof Erich [Akademischer Betreuer] Melcher e Maria Gabrielle [Akademischer Betreuer] Westdickenberg. "Stochastics meets applied analysis : stochastic Ginzburg-Landau vortices and stochastic Landau-Lifshitz-Gilbert equation / Olga Chugreeva ; Christof Erich Melcher, Maria Gabrielle Westdickenberg". Aachen : Universitätsbibliothek der RWTH Aachen, 2016. http://d-nb.info/1156922305/34.
Testo completoJayawardena, Thusitha Senadirage. "Self-optimizing stochastic systems: Applications to stochastic shortest path problem, stochastic traveling salesman problem, and queueing systems". Diss., The University of Arizona, 1990. http://hdl.handle.net/10150/185025.
Testo completoArcher, Sandra. "STOCHASTIC RESOURCE CONSTRAINED PROJECT SCHEDULING WITH STOCHASTIC TASK INSERTION PROBLEMS". Doctoral diss., University of Central Florida, 2008. http://digital.library.ucf.edu/cdm/ref/collection/ETD/id/3520.
Testo completoPh.D.
Department of Industrial Engineering and Management Systems
Engineering and Computer Science
Industrial Engineering PhD
Archer, Sandra. "Stochastic resource constrained project scheduling with stochastic task insertions problems". Orlando, Fla. : University of Central Florida, 2008. http://purl.fcla.edu/fcla/etd/CFE0002491.
Testo completoLi, Haijun. "Contributions to the theory of stochastic convexity and stochastic majorization". Diss., The University of Arizona, 1994. http://hdl.handle.net/10150/186817.
Testo completoFox, Michael Jacob. "Stochastic self-assembly". Thesis, Georgia Institute of Technology, 2010. http://hdl.handle.net/1853/34741.
Testo completoOzkan, Erhun. "Stochastic Inventory Modelling". Master's thesis, METU, 2010. http://etd.lib.metu.edu.tr/upload/3/12612097/index.pdf.
Testo completoPrähofer, Michael. "Stochastic Surface Growth". Diss., lmu, 2003. http://nbn-resolving.de/urn:nbn:de:bvb:19-13818.
Testo completoSaygun, Yakup. "Computational Stochastic Morphogenesis". Thesis, Uppsala universitet, Avdelningen för beräkningsvetenskap, 2015. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-257096.
Testo completoLe, Truc. "Stochastic volatility models". Monash University, School of Mathematical Sciences, 2005. http://arrow.monash.edu.au/hdl/1959.1/5181.
Testo completoSanyal, Suman. "Stochastic dynamic equations". Diss., Rolla, Mo. : Missouri University of Science and Technology, 2008. http://scholarsmine.mst.edu/thesis/pdf/Sanyal_09007dcc80519030.pdf.
Testo completoVita. The entire thesis text is included in file. Title from title screen of thesis/dissertation PDF file (viewed August 21, 2008) Includes bibliographical references (p. 124-131).
Bocharov, Boris. "Stochastic evolution inclusions". Thesis, University of Edinburgh, 2010. http://hdl.handle.net/1842/3772.
Testo completoGraham, B. T. "Interacting stochastic systems". Thesis, University of Cambridge, 2007. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.599589.
Testo completoRikoski, Richard J. (Richard James) 1976. "Delayed stochastic mapping". Thesis, Massachusetts Institute of Technology, 2001. http://hdl.handle.net/1721.1/91338.
Testo completoMagureanu, Stefan. "Structured Stochastic Bandits". Licentiate thesis, KTH, Reglerteknik, 2016. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-182816.
Testo completoQC 20160223
Chen, Xiaoli. "Stochastic differential inclusions". Thesis, University of Edinburgh, 2006. http://hdl.handle.net/1842/13367.
Testo completoMehmeti, Ardit. "Stochastic Inventory Management". Thesis, Linnéuniversitetet, Institutionen för matematik (MA), 2021. http://urn.kb.se/resolve?urn=urn:nbn:se:lnu:diva-101526.
Testo completoCooke, Alexander. "Algorithmic Stochastic Music". Case Western Reserve University School of Graduate Studies / OhioLINK, 2017. http://rave.ohiolink.edu/etdc/view?acc_num=case1492096098674462.
Testo completoCheng, Jianqiang. "Stochastic Combinatorial Optimization". Thesis, Paris 11, 2013. http://www.theses.fr/2013PA112261.
Testo completoIn this thesis, we studied three types of stochastic problems: chance constrained problems, distributionally robust problems as well as the simple recourse problems. For the stochastic programming problems, there are two main difficulties. One is that feasible sets of stochastic problems is not convex in general. The other main challenge arises from the need to calculate conditional expectation or probability both of which are involving multi-dimensional integrations. Due to the two major difficulties, for all three studied problems, we solved them with approximation approaches.We first study two types of chance constrained problems: linear program with joint chance constraints problem (LPPC) as well as maximum probability problem (MPP). For both problems, we assume that the random matrix is normally distributed and its vector rows are independent. We first dealt with LPPC which is generally not convex. We approximate it with two second-order cone programming (SOCP) problems. Furthermore under mild conditions, the optimal values of the two SOCP problems are a lower and upper bounds of the original problem respectively. For the second problem, we studied a variant of stochastic resource constrained shortest path problem (called SRCSP for short), which is to maximize probability of resource constraints. To solve the problem, we proposed to use a branch-and-bound framework to come up with the optimal solution. As its corresponding linear relaxation is generally not convex, we give a convex approximation. Finally, numerical tests on the random instances were conducted for both problems. With respect to LPPC, the numerical results showed that the approach we proposed outperforms Bonferroni and Jagannathan approximations. While for the MPP, the numerical results on generated instances substantiated that the convex approximation outperforms the individual approximation method.Then we study a distributionally robust stochastic quadratic knapsack problems, where we only know part of information about the random variables, such as its first and second moments. We proved that the single knapsack problem (SKP) is a semedefinite problem (SDP) after applying the SDP relaxation scheme to the binary constraints. Despite the fact that it is not the case for the multidimensional knapsack problem (MKP), two good approximations of the relaxed version of the problem are provided which obtain upper and lower bounds that appear numerically close to each other for a range of problem instances. Our numerical experiments also indicated that our proposed lower bounding approximation outperforms the approximations that are based on Bonferroni's inequality and the work by Zymler et al.. Besides, an extensive set of experiments were conducted to illustrate how the conservativeness of the robust solutions does pay off in terms of ensuring the chance constraint is satisfied (or nearly satisfied) under a wide range of distribution fluctuations. Moreover, our approach can be applied to a large number of stochastic optimization problems with binary variables.Finally, a stochastic version of the shortest path problem is studied. We proved that in some cases the stochastic shortest path problem can be greatly simplified by reformulating it as the classic shortest path problem, which can be solved in polynomial time. To solve the general problem, we proposed to use a branch-and-bound framework to search the set of feasible paths. Lower bounds are obtained by solving the corresponding linear relaxation which in turn is done using a Stochastic Projected Gradient algorithm involving an active set method. Meanwhile, numerical examples were conducted to illustrate the effectiveness of the obtained algorithm. Concerning the resolution of the continuous relaxation, our Stochastic Projected Gradient algorithm clearly outperforms Matlab optimization toolbox on large graphs
Zgierski, Jack R. (Jack Robert) Carleton University Dissertation Computer Science. "On stochastic sorting". Ottawa, 1993.
Cerca il testo completoGamst, Anthony Collins. "Stochastic burgers flows /". Diss., Connect to a 24 p. preview or request complete full text in PDF format. Access restricted to UC campuses, 1998. http://wwwlib.umi.com/cr/ucsd/fullcit?p9906479.
Testo completoKammeyer, Thomas E. "Evolving stochastic grammars /". Diss., Connect to a 24 p. preview or request complete full text in PDF format. Access restricted to UC campuses, 1998. http://wwwlib.umi.com/cr/ucsd/fullcit?p9907601.
Testo completoSmith, Aaron D. "Stochastic permanent breaks /". Diss., Connect to a 24 p. preview or request complete full text in PDF format. Access restricted to UC campuses, 1999. http://wwwlib.umi.com/cr/ucsd/fullcit?p9938588.
Testo completoDeng, Hua. "Stochastic nonlinear stabilization /". Diss., Connect to a 24 p. preview or request complete full text in PDF format. Access restricted to UC campuses, 2001. http://wwwlib.umi.com/cr/ucsd/fullcit?p3007140.
Testo completoLi, Le. "Online stochastic algorithms". Thesis, Angers, 2018. http://www.theses.fr/2018ANGE0031.
Testo completoThis thesis works mainly on three subjects. The first one is online clustering in which we introduce a new and adaptive stochastic algorithm to cluster online dataset. It relies on a quasi-Bayesian approach, with a dynamic (i.e., time-dependent) estimation of the (unknown and changing) number of clusters. We prove that this algorithm has a regret bound of the order of and is asymptotically minimax under the constraint on the number of clusters. A RJMCMC-flavored implementation is also proposed. The second subject is related to the sequential learning of principal curves which seeks to represent a sequence of data by a continuous polygonal curve. To this aim, we introduce a procedure based on the MAP of Gibbs-posterior that can give polygonal lines whose number of segments can be chosen automatically. We also show that our procedure is supported by regret bounds with sublinear remainder terms. In addition, a greedy local search implementation that incorporates both sleeping experts and multi-armed bandit ingredients is presented. The third one concerns about the work which aims to fulfilling practical tasks within iAdvize, the company which supports this thesis. It includes sentiment analysis for textual messages by using methods in both text mining and statistics, and implementation of chatbot based on nature language processing and neural networks
Vacek, Vladislav. "Stochastické metody v řízení portfolia". Master's thesis, Vysoká škola ekonomická v Praze, 2010. http://www.nusl.cz/ntk/nusl-73894.
Testo completoZeytun, Serkan. "Stochastic Volatility, A New Approach For Vasicek Model With Stochastic Volatility". Master's thesis, METU, 2005. http://etd.lib.metu.edu.tr/upload/3/12606561/index.pdf.
Testo completoYuksel, Ayhan. "Credit Risk Modeling With Stochastic Volatility, Jumps And Stochastic Interest Rates". Master's thesis, METU, 2007. http://etd.lib.metu.edu.tr/upload/2/12609206/index.pdf.
Testo completoPätz, Torben [Verfasser]. "Segmentation of Stochastic Images using Stochastic Partial Differential Equations / Torben Pätz". Bremen : IRC-Library, Information Resource Center der Jacobs University Bremen, 2012. http://d-nb.info/1035219735/34.
Testo completoNovotný, Jan. "Modely stochastického programování a jejich aplikace". Master's thesis, Vysoké učení technické v Brně. Fakulta strojního inženýrství, 2008. http://www.nusl.cz/ntk/nusl-228131.
Testo completoAdes, Michel. "Topics in stochastic systems, cumulative renewal processes, stochastic control and gradient estimation". Thesis, National Library of Canada = Bibliothèque nationale du Canada, 1997. http://www.collectionscanada.ca/obj/s4/f2/dsk3/ftp04/nq44336.pdf.
Testo completoUhl, Matthias [Verfasser], e Udo [Akademischer Betreuer] Seifert. "Stochastic thermodynamics : from hydrodynamics to stochastic inference / Matthias Uhl ; Betreuer: Udo Seifert". Stuttgart : Universitätsbibliothek der Universität Stuttgart, 2021. http://d-nb.info/1233681400/34.
Testo completoHashemi, Fatemeh Sadat. "Sampling Controlled Stochastic Recursions: Applications to Simulation Optimization and Stochastic Root Finding". Diss., Virginia Tech, 2015. http://hdl.handle.net/10919/76740.
Testo completoPh. D.
Karam, Christina Maria. "Stochastic Bilateral Filter and Stochastic Non-local Means for High-dimensional Images". University of Dayton / OhioLINK, 2015. http://rave.ohiolink.edu/etdc/view?acc_num=dayton1429728892.
Testo completoBachouch, Achref. "Numerical Computations for Backward Doubly Stochastic Differential Equations and Nonlinear Stochastic PDEs". Thesis, Le Mans, 2014. http://www.theses.fr/2014LEMA1034/document.
Testo completoThe purpose of this thesis is to study a numerical method for backward doubly stochastic differential equations (BDSDEs in short). In the last two decades, several methods were proposed to approximate solutions of standard backward stochastic differential equations. In this thesis, we propose an extension of one of these methods to the doubly stochastic framework. Our numerical method allows us to tackle a large class of nonlinear stochastic partial differential equations (SPDEs in short), thanks to their probabilistic interpretation. In the last part, we study a new particle method in the context of shielding studies
Lowe, Wing Wah. "An exploration of stochastic decomposition algorithms for stochastic linear programs with recourse". Diss., The University of Arizona, 1994. http://hdl.handle.net/10150/186667.
Testo completoSchmitz, Volker. "Copulas and stochastic processes". [S.l.] : [s.n.], 2003. http://deposit.ddb.de/cgi-bin/dokserv?idn=972691669.
Testo completoBinotto, Giulia. "Contributions to stochastic analysis". Doctoral thesis, Universitat de Barcelona, 2018. http://hdl.handle.net/10803/565571.
Testo completoL’objectiu d’aquesta tesi és presentar alguns resultats innovadors en el camp de l’anàlisi estocàstica. Proposem tres treballs que tracten amb dos processos Gaussians: el moviment Brownià i el moviment Brownià fraccionari amb paràmetre de Hurst menor que 1/2. En el primer treball, construïm una família de processos, a partir d’un procés de Poisson i d’una seqüència de variables aleatòries independents amb distribució de Bernoulli, que convergeix en llei cap a un moviment Brownià complex. Trobem realitzacions d’aquests processos que convergeixen quasi segurament a un moviment Brownià complex, uniformement a l’interval de temps unitat. En derivem també la velocitat de convergència. En el segon treball, determinem la convergència feble, en la topologia de l’espai de Skorohod, de les sumes de Riemann simètriques per funcionals del moviment Brownià fraccionari quan el paràmetre de Hurst pren un valor crític que depèn de la mesura considerada. Com a conseqüència, derivem una fórmula de canvi de variable en distribució, on el terme de correcció és una integral estocàstica amb respecte a un moviment Brownià independent del moviment Brownià fraccionari. En l’últim treball demostrem que, quan el retard tendeix a zero, la solució d’equacions diferencials amb retard dirigides per una funció Hölder contínua amb ordre a (1/3,1/2) convergeix en la norma del suprem a la solució d’equacions sense retard.
Gassmann, Horand Ingo. "Multi-period stochastic programming". Thesis, University of British Columbia, 1987. http://hdl.handle.net/2429/27304.
Testo completoBusiness, Sauder School of
Graduate
Zangeneh, Bijan Z. "Semilinear stochastic evolution equations". Thesis, University of British Columbia, 1990. http://hdl.handle.net/2429/31117.
Testo completoScience, Faculty of
Mathematics, Department of
Graduate