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On inference in partially observed Markov models using sequential Monte Carlo methods

This thesis concerns estimation in partially observed continuous and discrete time Markov models and focus on both inference about the conditional distribution of the unobserved process as well as parameter inference for the dynamics of the unobserved process. Paper A concerns calibration of advanced stock price models, in particular the Bates and NIG-CIR models, using options data observed thro

Adsorption, desorption, and redox reactions at iron oxide nanoparticle surfaces

Soils play a critical role in the carbon (C) cycle by regulating the atmospheric carbon dioxide (CO2) levels, and correspondingly the Earth’s climate. However, there are still countless questions of how biological and geochemical soil processes affect the C cycle. To be able to predict future implications on the Earth’s climate, we need to understand these processes. Globally, soils store more C tIron oxide nanoparticles are involved in several important biogeochemical processes. The interfaces between aqueous solutions and iron oxide nanoparticle surfaces are found everywhere in nature, and the chemical and microbial processes occurring at these complex interfaces control e.g. nutrient and contaminant availability and transport. Recently, it has been shown that certain ectomycorrhizal (EC