National Repository of Grey Literature 27 records found  1 - 10nextend  jump to record: Search took 0.01 seconds. 
Completeness of the Kantorovich-Rubinstein metric
Picek, Radovan ; Seidler, Jan (advisor) ; Maslowski, Bohdan (referee)
In the thesis the Kantorovich-Rubinstein metric in the space of Borel probability me- asures with a finite first moment on a separable complete metric space is studied. Its completeness is proved and convergence of sequences is characterized using elementary tools in Chapter 3. The proofs rely on results about the Dudley metric for weak conver- gence of probability measures, which are dealt with in Chapters 1 and 2. 1
Feller's test for non-explosions
Rubín, Daniel ; Seidler, Jan (advisor) ; Maslowski, Bohdan (referee)
The main result of the work is a complete discussion of the solutions to stochastic differential equations on the half-line (0, ∞) with polynomial coefficients in terms of their lifetimes. To achieve this, Feller's test for non-explosion is utilized. The theorem is proven in detail, as existing proofs are too concise. 1
Slabá řešení stochastických diferenciálních rovnic
Hofmanová, Martina ; Seidler, Jan (advisor) ; Maslowski, Bohdan (referee)
In the present work we study a stochastic di fferential equation with coefficients continuous in x having in this variable linear growth. As a main result we show that there exists a weak solution to this equation by a new, more elementary method. Standard methods are based either on the concept of the weak solution or equivalently on solving a martingale problem. However, both approaches employ the integral representation theorem for martingales, whose proof becomes rather complicated in dimension greater than one. By a simple modi cation of the usual procedure, one can identify the weak solution elementary, with no need to apply the above mentioned theorem. In the preliminaries we summarize some auxiliary results: namely, some properties of the space of continuous functions as the space of trajectories are established and an important theorem which allows us to approximate continuous function by functions Lipschitz continuous is proved.
Symmetric random walk
Marešová, Linda ; Seidler, Jan (advisor) ; Koubek, Antonín (referee)
This thesis discusses symmetric random walk, its definition and basic properties. The outset is focused on the probabilistic model and subsequently on basic properties, such as the final position at time n, its mean value and variance. Furthermore, we will see what the scaling must be for the walk to converge to zero, precisely what is the consequence of the strong law of large numbers. In the second chapter we will examine the distribution of the maximum of the symmetric random walk. In chapter 3 we will define stopping time and Markov property of random walks. Then we proof many auxiliary lemmas using basic knowledge of combinatorics. The final part is devoted to the proof of the arcsine distribution, which shows great persistence of the symmetric random walk. Powered by TCPDF (
Invariant measures for dissipative stochastic differential equations
Lavička, Karel ; Seidler, Jan (advisor) ; Maslowski, Bohdan (referee)
The main topic of this Thesis is a new simplified proof of the Sunyach theorem that provides suffici- ent conditions for existence and uniqueness of an invariant measure for a Markov kernel on a complete separable metric space equipped with its Borel σ-algebra. Weak convergence of measures following from Sunyach's theorem is strengthened to convergence in the total variation norm provided that the Markov kernel is strong Feller. Furthermore, sufficient conditions for geometric ergodicity are stated. Another topic treated is the strong Feller property: its characterization by absolute measurability and uniform integrability and derivation of some other sufficient conditions.
Degenerate Parabolic Stochastic Partial Differential Equations
Hofmanová, Martina ; Seidler, Jan (advisor) ; Perthame, Benoit (referee) ; Flandoli, Franco (referee)
In this thesis, we address several problems arising in the study of nondegenerate and degenerate parabolic SPDEs, stochastic hyper- bolic conservation laws and SDEs with continues coefficients. In the first part, we are interested in degenerate parabolic SPDEs, adapt the notion of kinetic formulation and kinetic solution and establish existence, uniqueness as well as continuous dependence on initial data. As a preliminary result we obtain regularity of solutions in the nondegenerate case under the hypothesis that all the coefficients are sufficiently smooth and have bounded derivatives. In the second part, we consider hyperbolic conservation laws with stochas- tic forcing and study their approximations in the sense of Bhatnagar-Gross- Krook. In particular, we describe the conservation laws as a hydrodynamic limit of the stochastic BGK model as the microscopic scale vanishes. In the last part, we provide a new and fairly elementary proof of Skorkohod's classical theorem on existence of weak solutions to SDEs with continuous coefficients satisfying a suitable Lyapunov condition. 1

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14 Seidler, Jakub
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