Now showing items 11-20 of 313
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 ...
Cycle decompositions and t-perfect graphs
(Universität Ulm, 2017-10-18)
The thesis is divided into two parts. The first part deals with t-perfect graphs. A graph is called t-perfect if its stable set polytope is fully described by non-negativity, edge and odd-cycle constraints. We give ...
Hebbarkeit singulärer Mengen der m-Hesse-Gleichungen
(Universität Ulm, 2017-11-06)
In dieser Arbeit geben wir eine neue, weniger restriktive Forderung für die Hebbarkeit singulärer Mengen E von glatten Lösungen der m-Hesse Gleichung (und auch für allgemeinere nichtlineare elliptische Gleichungen) auf ...
Exponential domination, exponential independence, and the clustering coefficient
(Universität Ulm, 2017-11-22)
This dissertation contains four research papers. The first two papers are about exponential domination in graphs, which is a variant of domination in graphs. In the first paper, we show results about the corresponding ...
Global nonlinear optimization and optimal control for applications in pulp and paper industry
This work covers current problems of process simulation concerning energy efficiency in pulp and paper industry, discusses the numerical problems that arise from modeling with sate-of-the-art methods and embeds modeling, ...
A wavelet tour of option pricing
The efficient numerical solution of elliptic variational inequalities in general and of obstacle problems in particular is of great interest and poses a nontrivial challenge in Numerical Mathematics. Such problems occur ...
Libor Market Models with stochastic volatility and CMS spread option pricing
The main objective of the present thesis is to provide efficient methods and tools for calibrating Libor Market Models (LMM) to market-prices of caps, swaptions and CMS spread options, and in this way to extract the ...
Spatial stochastic network models - scaling limits and Monte-Carlo methods
The present thesis is motivated by a joint research project of the Institute of Stochastics at Ulm University and Orange Labs in Issy les Moulineaux, Paris, which deals with the analysis of telecommunication networks. ...
Estimation techniques and goodness-of-fit tests for certain copula classes in large dimensions
Whenever multivariate data has to be modelled, a copula approach naturally comes into play. As a distribution function on the multivariate unit cube with standard uniform margins a copula may be used to characterize the ...
Wavelets in der Optik - Wellenpropagation in inhomogenen Medien
We use a Wavelet-Galerkin Method for the propagation in inhomogeneous media. First we present the physical problem and derive the vectorial form of the wave equation for inhomogeneous media from the Maxwell equations. We ...