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Exchangeability of copulas
(Universität Ulm, 2016-07-08)
When studying the dependence structure of multivariate random vectors, the copula is crucial. A copula is called exchangeable, if it is invariant under any permutation of its arguments. In this thesis, a limit for the ...
Reduced basis methods for parabolic PDEs with parameter functions in high dimensions and applications in finance
(Universität Ulm, 2016-06-23)
The present thesis deals with variants of the space-time reduced basis method for parametrised parabolic partial differential equations. The reduced basis method is a well-known projection based model reduction technique ...