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Ekstremværditeori (EVT)×Stokastiske Differentialligninger (SDE'er)×
FagområdeFinansieringSimulering
FamilieRegression modelProcess / pipeline
Oprindelsesår20011944 (theory); 1992 (numerical framework)
OphavspersonColes (textbook treatment); McNeil, Frey & EmbrechtsKiyosi Itô (Itô calculus, 1944); Peter Kloeden & Eckhard Platen (numerical methods, 1992)
TypeTail / extreme-event modelContinuous-time stochastic process model
Oprindelig kildeColes, S. (2001). An Introduction to Statistical Modeling of Extreme Values. Springer. ISBN: 978-1852334598Øksendal, B. (2003). Stochastic Differential Equations: An Introduction with Applications (6th ed.). Springer. DOI ↗
AliasserEVT, generalized extreme value, generalized Pareto distribution, peaks over thresholdSDE, Itô equations, Stokastik Diferansiyel Denklemler (SDE)
Relaterede54
ResuméExtreme Value Theory is a statistical framework for modelling the rare events that live in the tail of a probability distribution. As developed in Coles (2001) and applied to risk by McNeil, Frey & Embrechts (2005), it offers two standard routes: the Generalized Extreme Value (GEV) distribution for block maxima and the Generalized Pareto Distribution (GPD), used in the peaks-over-threshold approach, for exceedances above a high threshold.Stochastic differential equations (SDEs) are differential equation models that combine a deterministic drift term — governing the average tendency of a system — with a stochastic diffusion term driven by a Wiener process (Brownian motion). Pioneered through Itô calculus by Kiyosi Itô in 1944 and given a comprehensive numerical treatment by Kloeden and Platen in 1992, SDEs are the standard modelling language for continuous-time systems subject to random noise, including financial asset prices, population dynamics, and physical processes.
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ScholarGateSammenlign metoder: Extreme Value Theory · Stochastic Differential Equations. Hentet 2026-06-20 fra https://scholargate.app/da/compare