@phdthesis{Yamshchikov2016, author = {Yamshchikov, Ivan P.}, title = {Optimization problem of portfolios with an illiquid asset}, url = {http://nbn-resolving.de/urn:nbn:de:kobv:co1-opus4-39922}, school = {BTU Cottbus - Senftenberg}, year = {2016}, abstract = {This work is devoted to the problem of liquidity that draws a lot of attention after the global financial crisis. We consider an optimization problem for a portfolio with an illiquid, a risky and a riskless liquid asset. We work in Merton's optimal consumption framework with continuous time. The liquid part of the investment is described by a standard Black-Scholes market. The illiquid asset is sold at an exogenous random moment with prescribed distribution and generates additional liquid wealth dependent on its paper value. We show that one can consider a problem with infinite time horizon and special weight function that is characterized by the probability distribution of the liquidation time instead of a problem with an exogenous random liquidation time. Using the viscosity solution techniques, developed for the problem of optimization in presence of a random income, we prove the existence and uniqueness of the solution for the considered problem with logarithmic utility and modest restrictions on the liquidation time distribution. We find asymptotic bounds for the value function when liquidation time has exponential or Weibull distribution. We find optimal policies in a feedback form and illustrate how they differ from classical Merton's policies. Through a Lie group analysis we find the admitted Lie algebra for a problem with general liquidation time distribution in cases of HARA and log utility functions and formulate corresponding theorems for all these cases. Using these Lie algebras we obtain reduced equations of the lower dimension for the studied three dimensional partial differential equations. Several of similar substitutions were used in other works before, whereas others are new to our knowledge. The applied method of Lie group analysis gives us the possibility to provide a complete set of non-equivalent substitutions and reduced equations that was not provided for the problem of such type so far. Further research of these equations with numerical and quantitative methods is expected to benefit from such analysis.}, subject = {Illiquididty; Portfolio optimization; Lie symmetries; Optimierung; Finanzliquidit{\"a}t; Zuf{\"a}llige Liquidationszeit; Finanzwirtschaft; Liquidit{\"a}t; Optimierung}, language = {en} } @phdthesis{WankiAteghang2016, author = {Wanki Ateghang, Emmanuel}, title = {Influence of the German renewable energy and climate policies on onshore wind energy generation: Implementation options in Cameroon}, url = {http://nbn-resolving.de/urn:nbn:de:kobv:co1-opus4-38718}, school = {BTU Cottbus - Senftenberg}, year = {2016}, abstract = {The German government has set ambitious targets for wind energy expansion and has implemented policy schemes aimed at facilitating market deployment of wind-generated electricity. Data on German wind energy market has shown that, wind energy generating capacity is increasing correspondingly towards the targeted values. Germany is the largest wind energy market in the EU (wind energy accounting for about 10\% of the total electricity consumption in Germany) with an installed capacity of about 38.2 GW onshore by the close of 2014. The success of these policies has prompted other countries globally to adopt similar support schemes for renewable energies. However, the rapid growth of wind energy generation in Germany equally faces numerous challenges. Some of these problems are inherent to the wind energy technology while others are caused by the very policies instruments used to support wind energy expansion, such as limited availability of designated areas for wind energy development, non-uniform regulations, and rising prices. The objective of this research, therefore, is to assess the impact of the German energy and environmental policies on onshore wind energy development and to explore implementation options of the German model in Cameroon. This research has examined the German onshore wind energy sector from a policy perspective based on existing literature, semi-structured interviews with major stakeholders, a case study of Brandenburg and a survey, with the aim of investigating the acceptance of wind energy and challenges the developers are facing. Based on the study results, it can be affirmed that the future growth of the German onshore market will come from flexible government policies, which may offer fewer incentives to investors. Indeed, the cost of electricity from renewable energy technologies in Germany is in some cases already below retail rates. There is the need, therefore, to pursue strategic programmes that enhances market integration of wind energy. Furthermore, the study results equally shows that the German feed-in tariff based support scheme in its current form, cannot be implemented in Cameroon. This is because, the purchasing power of the Cameroonian population and the economic constraints of the government, makes it difficult or even impossible to adopt the current EEG model in Cameroon where often, basic needs are subsidized.}, subject = {Renewable energy; Renewable energy source act; Wind energy; Wind energy acceptance; Cameroon renewable energy potential; Erneuerbare Energie-Gesetz; Windenergieertrag; Windenergieakzeptanz in Brandenburg; Windenergieausbau; Kamerun; Deutschland; Brandenburg; Kamerun; Erneuerbare-Energien-Gesetz; Windenergie; Energiemarkt}, language = {en} } @misc{Taheruzzaman2016, type = {Master Thesis}, author = {Taheruzzaman, Muhammad}, title = {Design, modelling, and planning of renewable energy integrated microgrid for rural electrification in Bangladesh}, url = {http://nbn-resolving.de/urn:nbn:de:kobv:co1-opus4-39884}, school = {BTU Cottbus - Senftenberg}, year = {2016}, abstract = {The Electric power crisis is one of the major problems in Bangladesh, the gap between demand and generation is increasing day by day. Moreover, most of the power plants are gas based which will be phased out in future. An alternate electric supply is an essential part for electrifying the developing countries, in this context an innovative approach of rural electrification including DC microgrid, mini-grid and nanogrid would be technically and economically feasible. The thesis draws also attention on the development of technology which enables community owned power system to emerge in the rural areas based on distributed SHS and demand of that community. Firstly, the electric status and renewable potential in Bangladesh are studied and considered those data into the software based simulation to analysis the technical feasibility to implement DC microgrid by Homer pro tools. The distributed RES (Renewable Energy sources) considered solar PV and biomass. The booming of a large number of individual SHS (Solar Home System) in Bangladesh, bottom-up energy sharing concept would have studied to configure the optimal design of microgrid system and different configuration including grid connected and DC and AC system studied. Secondly, The PV module is highly dependent on cell temperature and solar irradiance, the ambient temperature, and solar irradiance mathematical equation have been considered to model and simulate in MATLAB/SIMULINK based environment. Similarly charge controller, battery operation, and performance analysis with respect to the PV model. In the distributed energy sources are mainly SHS including large size and regular also model and simulate in MATLAB/SIMULINK software. For instance, the thesis mainly focuses on an optimal design, planning, sizing of DC hybrid microgrid, the SHS, and biomass-based power system with the goal of maximizing the efficiency and reliability. Homer Pro tool used in the work for design an optimal configuration and sizing for technical feasibility. Finally, a model of DC microgrid compresses with micro sources like SHS systems, µ-CHP, the household loads model in MATLAB/SIMULINK. Decentralized SHS control strategies (droop control) and operation also design and model in MATLAB/SIMULINK environment, where DC - DC converter needs to couple SHS and DC microgrid.}, subject = {Biomass; Microgrid; Solar home system; Rural electrification; SIMULINK; Biomasse; Energiemanagement; Fotovoltaikanlage; Elektrifizierung; L{\"a}ndlicher Raum}, language = {en} } @phdthesis{Stecklina2016, author = {Stecklina, Oliver}, title = {A secure isolation of software activities in Tiny Scale Systems}, url = {http://nbn-resolving.de/urn:nbn:de:kobv:co1-opus4-40362}, school = {BTU Cottbus - Senftenberg}, year = {2016}, abstract = {With the introduction of the Internet at the end of the last century the modern society was fundamentally changed. Computer systems became an element of nearly all parts of our daily live. Due to the interconnection of these systems local borders are mostly vanished, so that information is accessible and exchangeable anywhere and at anytime. But this increased connectivity causes that physical fences are no longer an adequate protection for computer systems. Whereas the security of commodity computer systems was improved continuously and similarly with their increased connectivity, deeply embedded systems were then and now mostly protected by physical fences. But the ubiquitous availability of embedded systems in personal and commercial environments makes these systems likewise accessible and moves them strongly into the focus of security investigations. Deeply embedded systems are usually equipped with tiny scale micro controllers, which are limited in their available resources and do not feature secure mechanisms to isolate system resources. Hence, a single error in a local software component is not limited to the component itself, instead the complete system may be influenced. The lack of resource isolation makes tiny scale systems prone for accidental errors but in particular vulnerable for a broad variety of malicious software. For a safe and secure operation of computer systems it is strongly recommended that software components are isolated in such a manner that they have access only to those resources, which are assigned to them. Even though a substantial number of approaches in the context of embedded system's safety were investigated during the last fifteen years, security was mostly neglected. This thesis is focused on security aspects where malicious software wittingly tries to bypass available protection mechanisms. The thesis introduces a security platform for tiny scale systems that enforces an isolation of software components considering security aspects. Due to the limited resources of tiny scale systems the proposed solution is based on a co-design process that takes the static and predefined nature of deeply embedded systems into account and includes hardware, compile-time, and run-time partitions to reduce the number of additional run-time components, to avoid performance drawbacks, and to minimize the memory as well as the components footprint overhead. To prove the applicability of the presented platform it was applied and evaluated with two real applications. In addition, an investigation of technologies of commodity computer systems that are suitable to build secure systems is presented. The thesis analyzes their enforcement based on the features provided by the introduced security platform. The contributions of this thesis include an enforcement of a security isolation of system resources on tiny scale systems and enable the development of a broad variety of secure tiny scale system applications.}, subject = {Security; Embedded systems; Memory protection; Hardware software co-design; Role-based access control; Eingebettete Systeme; Sicherheit; Speicherschutz; Rollen-basierte Zugriffskontrolle; Hardware-Software Co-Design; Eingebettetes System; Speicherzugriff; Zuverl{\"a}ssigkeit}, language = {en} } @phdthesis{SojkaPiotrowska2016, author = {Sojka-Piotrowska, Anna}, title = {On the applicability of short key asymmetric cryptography in low power wireless sensor networks}, url = {http://nbn-resolving.de/urn:nbn:de:kobv:co1-opus4-39453}, school = {BTU Cottbus - Senftenberg}, year = {2016}, abstract = {The growing popularity of Wireless Sensor Networks (WSN) makes the spectrum of their applications very wide. A great number of the application areas like health monitoring or military applications require a high level of security and dependability from the wireless sensor network. Solving these issues can be supported by providing cryptographic solutions into WSN applications. Since the WSNs mainly consist of low power devices, cryptographic solutions ideal for WSNs should provide computationally lightweight security mechanisms producing small data packets and ensuring confidentiality. Cryptographic mechanisms that have both these features are considered in this thesis, which main objective is the analysis of the applicability of the short key elliptic curve cryptography in WSN environments. Reduced key lengths require modification of the standard ECC security algorithms to provide authentication and also a novel solution for a cryptographic secure pseudo-random number generator. The proposed solution is based on the standard ECC, but it differs in several aspects. The main difference is that the parameters of the used elliptic curve have to be kept secret. This is due to the fact that solving the Discreet Logarithm Problem (DLP) for such short parameters can be done in short time. Additionally, using shorter parameters for the underlying elliptic curves excludes also the use of standard hash functions, what mainly influences the mechanisms for generating the digital signature. Hash functions require large input values and produce relatively large output data that is inapplicable in the shortECC environment. Thus, within this thesis a modified version of standard Elliptic Curves Digital Signature Algorithm is proposed, which does not require any hash function. The shortECC needs pseudo-random numbers in the encryption and the digital signature protocols, but since it operates on numbers that are significantly shorter than the ones used by other cryptographic approaches, pseudo-random number generators for standard approaches are not suitable for shortECC. Thus, the new pseudo-random number generator not involving any additional hardware besides the modules available on the used test platform and operating on 32-bit long integers, is proposed. The randomness of the numbers generated by the proposed algorithm and their applicability for cryptographic purposes was evaluated using the NIST test suites. The shortECC approach was also subjected to cryptanalysis in order to proof its security and determine the circumstances and constraints for its application.}, subject = {ECC; Sensor Networks; PRNG; Lightweight cryptography; Elliptische Kurven; Drahtlose Sensornetze; Zufallszahl Generator; Drahtloses Sensorsystem; Zufallsgenerator}, language = {en} } @phdthesis{Sieber2016, author = {Sieber, Andr{\´e}}, title = {Energiemanagement f{\"u}r drahtlose tief eingebettete Systeme : Feingranulares, faires Management zum Erreichen von Lebenszeitzielen bei knappen Energieressourcen}, url = {http://nbn-resolving.de/urn:nbn:de:kobv:co1-opus4-39288}, school = {BTU Cottbus - Senftenberg}, year = {2016}, abstract = {Drahtlose eingebettete Systeme haben vielf{\"a}ltige Anwendungsm{\"o}glichkeiten, sei es im Internet der Dinge oder in Sensornetzen. Diese Systeme sollen dabei ohne Eingriff von außen eine hohe Laufzeit erreichen. Die Energieversorgung und der Verbrauch spielen dabei entscheidende Rollen, sind jedoch Varianzen unterworfen. Sollen Wartungsintervalle oder Lebenszeitziele erreicht werden, ist deshalb ein dynamisches Energiemanagement unabdingbar. In dieser Doktorarbeit wird ein solcher Ansatz vorgestellt, umgesetzt und evaluiert. Im Gegensatz zu existierenden Ans{\"a}tzen werden Varianzen auf allen drei Ebenen des Managements (Energieversorgung, Energieverbrauch und Energieverwaltung) adressiert. F{\"u}r die Energieversorgung wird eine Batterie{\"u}berwachung vorgestellt, welche eine Steuerung des Verbrauchs ohne komplexe Berechnung des Ladezustands erm{\"o}glicht. Der Verbrauch des Systems wird durch einen Software-basierten Ansatz feingranular ermittelt und bezieht Varianzen durch {\"A}nderungen der Spannung und der Effizienz von Spannungswandlern ein. Die Verwaltung und Zuordnung der Energie zu Anwendungszielen erfolgt mittels dynamischer Energiebudgets und bietet verschiedene Strategien, um auf {\"A}nderungen des Bedarfs ad{\"a}quat reagieren zu k{\"o}nnen.}, subject = {Eingebettete Systeme; Drahtlose Sensornetze; Energiemanagement; Energiebewusstsein; Lebenszeitziele; Embedded systems; Wireless Sensor Networks; Energy management; Energy awareness; Lifetime goals; Eingebettetes System; Energiemanagement}, language = {de} } @techreport{SchwarickRohrHeiner2016, author = {Schwarick, Martin and Rohr, Christian and Heiner, Monika}, title = {MARCIE manual}, url = {http://nbn-resolving.de/urn:nbn:de:kobv:co1-opus4-40568}, year = {2016}, abstract = {This manual gives an overview on MARCIE - Model Checking And Reachability analysis done effiCIEntly. MARCIE was originally developed as a symbolic model checker for stochastic Petri nets, building on its predecessor - IDDMC - Interval Decision Diagram based Model Checking - which has been previously developed for the qualitative analysis of bounded Place/Transition nets extended by special arcs. Over the last years the tool has been enriched to allow also quantitative analysis of extended stochastic Petri nets. We concentrate here on the user viewpoint. For a detailed introduction to the relevant formalisms, formal definitions and algorithms we refer to related literature.}, subject = {Petri nets; Model checking; Model Checking; Petri-Netz}, language = {en} } @phdthesis{Scholz2016, author = {Scholz, Yvonne}, title = {Dauerhaftigkeit von Beton - Wirkungsweisen von Betonzusatzstoffen zur Vermeidung einer AKR}, url = {http://nbn-resolving.de/urn:nbn:de:kobv:co1-opus4-42076}, school = {BTU Cottbus - Senftenberg}, year = {2016}, abstract = {Auch 75 Jahre nach einem ersten dokumentierten Schadensfall stellt die Alkali-Kiesels{\"a}ure-Reaktion (AKR) ein aktuelles Problem dar. International werden derartige Sch{\"a}den durch diese chemische Reaktion durch die Verwendung von mineralischen Betonzusatzstoffen im Beton maßgeblich vermindert. Einen besonderen Einfluss hat dabei das gel{\"o}ste Aluminium aus den Zusatzstoffen, deren Wirkungsweise aber noch nicht ausreichend gekl{\"a}rt ist. Die vorliegende Arbeit besch{\"a}ftigt sich mit der Aufkl{\"a}rung und dem Vergleich der Wirkungsweise aluminiumhaltiger Betonzusatzstoffe unterschiedlicher Art und Herkunft und deren Wechselwirkungen sowohl mit der Porenl{\"o}sung als auch der Zementsteinmatrix. Die Spannweite der untersuchten Zusatzstoffe (ZS) reicht dabei von rein siliciumhaltigen ZS, wie Microsilica, {\"u}ber aluminium-/siliciumhaltige (z.B. Metakaolin) bis hin zu rein aluminiumhaltigen ZS. Als Ausgangspunkt wurden Betonproben mit einer alkalireaktiven Gesteinsk{\"o}rnung (GK) untersucht, bei denen ein teilweiser Austausch des Zementes durch die ZS mit unterschiedlichen Aluminiumgehalten erfolgte. Anhand der Dehnungen der Betonbalken, gelagert bei 40°C (Nebelkammer), konnten erste deutliche Unterschiede hinsichtlich der dehnungsreduzierenden Wirkung der ZS in Abh{\"a}ngigkeit von der Lagerungsdauer unter konstanten Bedingungen gezeigt werden. In einem zweiten Schritt galt es, dass L{\"o}severhalten der ZS in alkalischer L{\"o}sung unterschiedlicher Konzentrationen (1M bzw. 0,1M KOH-L{\"o}sung) sowohl bei 40°C als auch bei 80°C und mit unterschiedlichen Feststoff/Laugenverh{\"a}ltnissen zu untersuchen. Es konnte nachgewiesen werden, dass sowohl Silicium als auch Aluminium in ausreichender Konzentration aus dem ZS gel{\"o}st werden m{\"u}ssen, wobei das Si/Al-Verh{\"a}ltnis entscheidend f{\"u}r eine dauerhafte AKR-vermeidende Wirkung im Beton ist. Untersuchungen an Zement/ZS-Mischungen sollten neue Erkenntnisse {\"u}ber die stofflichen Ver{\"a}nderungen sowohl am erh{\"a}rteten Zementstein als auch in der ausgepressten Porenl{\"o}sung liefern, die wesentlich durch die ZS beeinflusst werden. Der Vergleich mit den Dehnungen des Betonversuchs zeigte, dass die ZS, die neben Al auch Si in ausreichender Konzentration l{\"o}sen, im Wesentlichen sowohl durch die Absenkung der Hydroxid- und Alkaliionenkonzentration als auch durch die Bildung zus{\"a}tzlicher C-S-H- und/oder C-A-S-H-Phasen eine Dehnungsreduzierung bewirken. Dar{\"u}ber hinaus zeigte sich, dass die Mischung eines silicium- mit einem aluminiumreichen ZS in gleichen Anteilen zwar erm{\"o}glicht, die Wirkungen eines nachweislich AKR-vermeidenden ZS auf die Porenl{\"o}sung und die Zementsteinmatrix ann{\"a}hernd nachzustellen, die langfristige Dehnungsreduzierung mit dieser Mischung im Beton jedoch nicht erreicht werden konnte. Folglich gibt es neben den nachgewiesenen Wechselwirkungen zwischen ZS und alkalischer L{\"o}sung bzw. Zementsteinmatrix weitere Reaktionen insbesondere auch mit der GK, die entscheidend f{\"u}r die dauerhafte Vermeidung einer AKR im Beton durch die Zugabe von ZS sind.}, subject = {Alkali-Kiesels{\"a}ure-Reaktion; AKR; Beton; Zusatzstoffe; Vermeidung; Alkali-silica reaction; ASR; Supplementary cementing materials SCMs; Durability; Concrete; Beton; Betonzusatzstoff; Alkali-Kiesels{\"a}ure-Reaktion}, language = {de} } @phdthesis{Schmitz2016, author = {Schmitz, Carsten Eberhard}, title = {Ethische Dilemmata im Bankensektor: eine Untersuchung inter- und intrapersoneller Konfliktsituationen}, url = {http://nbn-resolving.de/urn:nbn:de:kobv:co1-opus4-40276}, school = {BTU Cottbus - Senftenberg}, year = {2016}, abstract = {Im Rahmen der vorliegenden Arbeit werden ethische Dilemmata als inter- und intrapersonelle Konfliktsituationen innerhalb des Bankensektors untersucht. Den thematischen Untersuchungsrahmen und Analysekontext bildet dabei die vergangene Weltfinanzkrise der Jahre 2007 und 2008, die insbesondere Fragen nach der Verh{\"a}ltnisbestimmung von Ethik und {\"O}konomik aufwirft. Hierzu erfolgt zun{\"a}chst eine systematische Analyse einer grunds{\"a}tzlich sinnvollen Verortung und Berechtigung von Ethik und Moral in die {\"o}konomischen Prozesse und Realit{\"a}ten des Bankensektors. Zu diesem Zweck wird ein Kanon ethischer Begrifflichkeiten konzipiert, der spezifisch auf den Bankensektor zur Bestimmung und Analyse ethisch relevanter Aspekte angewendet wird. Als theoretische Leitplanken und Vergleichstheorien dieser Arbeit fungieren im Untersuchungsverlauf die disjunkten wirtschaftsethischen Konzepte der „{\"O}konomischen Ethik" und der „Integrativen Wirtschaftsethik". Hiernach erfolgt die Untersuchung des Modells des Homo Oeconomicus als bislang bedeutendstem Modell zur Abbildung und Analyse von Anreizmechanismen und Vorteilserwartungen wirtschaftlicher Akteure im Kontext intrapersoneller Konfliktsituationen. Im Ergebnis zeigt sich, dass dieses Modell zwar zur Offenlegung von systematisch bedingten Fehlanreizen und Defekten auf der wirtschaftlichen Rahmenordnung beitragen kann, jedoch gewisse Unsch{\"a}rfen aufgrund der Vernachl{\"a}ssigung kommunikativer und interaktions-spezifischer Aspekte beinhaltet. Die Analyse des Gefangenen-Dilemmas sowie der Principal-Agent-Theorie im Bereich interpersoneller Konfliktsituationen offenbart dann den systematischen und strukturellen Problemaufriss f{\"u}r {\"o}konomische Aspekte in Form der jeweils vorzufindenden Ausbeutungsbef{\"u}rchtungen und -anreize bei den beteiligten Akteuren, die im Ergebnis stets suboptimale Ergebniskonstellationen herbeif{\"u}hren. Die {\"U}bertragung der aus den genannten Modellen erarbeiteten Erkenntnisse f{\"u}hrt dann anhand von drei spezifisch beleuchteten Bankgesch{\"a}ften (Kredit-, Wertpapier- und Einlagengesch{\"a}ft) zu dem Ergebnis, dass ethische Dilemmasituationen und Konfliktpotenziale in realen Bankprozessen vorzufinden sind, was {\"u}ber Praxisbeispiele der genannten Gesch{\"a}ftsarten nachgebildet und validiert wird. Abschließend zeigt die Untersuchung auf, dass zur notwendigen Implementierung von moralf{\"o}rdernden Anreiz- und bestandsfesten Sanktionsmechanismen innerhalb {\"o}konomischer Prozesse die gr{\"o}ßtm{\"o}gliche Realisierungswahrscheinlichkeit auf der Makro-Ebene vermutet werden muß. Eine Verortung auf die Mikro- und die Meso-Ebene zeigt hingegen, dass aufgrund der unverh{\"a}ltnism{\"a}ßigen Moralanforderungen an die einzelwirtschaftlichen Akteure und der Gefahr, tendenziell amoralisches Verhalten in den relevanten M{\"a}rkten zu bef{\"o}rdern, diese beiden Handlungsebenen als systematische Orte f{\"u}r Moral in einem {\"o}konomischen Kontext ausscheiden.}, subject = {Ethik; Dilemma; Bankensektor; Homo Oeconomicus; Principal-Agent-Theorie; Ethics; Dilemma; Banking industry; Homo Oeconomicus; Principal-agent-theory}, language = {de} } @phdthesis{Rohr2016, author = {Rohr, Christian}, title = {Simulative analysis of coloured extended stochastic Petri nets}, url = {http://nbn-resolving.de/urn:nbn:de:kobv:co1-opus4-41476}, school = {BTU Cottbus - Senftenberg}, year = {2016}, abstract = {Stochastic modelling of biochemical reaction networks is getting more and more popular. Throughout the past decades typical biological models increased in their size and complexity, because of advances in systems and molecular biology, in particular through the high-throughput omic technologies. Here biochemical networks of different levels of detail are modelled, starting with simple chemical reactions and signal transduction networks, up to individual cells and entire organisms. This increases the demand for efficient analysis methods. A Petri net is a mathematical modelling language for the description of concurrent behaviour of distributed systems. Its advantage is the ease of scalability of the models, which relates to the network's state space, as well as the structure of the network itself. In this work, we recall several stochastic simulation algorithms, e.g., exact as well as approximate methods. Furthermore, we introduce an approach to improve the efficiency of stochastic simulation for large and dense networks by a new approximate stochastic simulation algorithm called discrete-time leap method. We depict the wide range of simulative analyses of complex stochastic systems ranging from trace generation to the computation of transient solutions and steady state distributions. We set forth advanced analysis of stochastic models by means of simulative model checking. For the use of simulative model checking, we integrate the continuous stochastic (reward) logic (CS(R)L) and the probabilistic linear-time temporal logic with constraints (PLTLc). Simulative model checking has some limitations compared to the numerical methods, e.g., in principle it is possible to consider nested probabilistic formulas in CS(R)L, but not practical, since the calculation is not feasible in a reasonable period of time. In addition to the transient analysis, the steady state analysis is often of interest; therefore we have implemented two on-the-fly steady state detection methods. The first one is based on a "sample batch means" algorithm and is used in the linear-time temporal logic. The second approximates the steady state distribution and checks for convergence. We apply the aforementioned techniques to several case studies from systems biology and technical systems. The main contributions of this thesis to scientific knowledge are the development of the discrete-time leap method for the simulation of stochastic models, the approximations of transient solutions and steady state distributions by use of stochastic simulation for stochastic models and Markov reward models, the development of an infinite time horizon model checking algorithm exploiting the steady state property for PLTLc and CSL, and the first simulative model checking algorithm for CSRL incorporating state and impulse rewards. All presented algorithms and methods are implemented in the advanced analysis tool MARCIE.}, subject = {Coloured extended Stochastic Petri Nets; Stochastic simulation; Delta-leaping; Simulative model checking; Gef{\"a}rbte erweiterte stochastische Petri Netze; Stochastische Simulation; Delta-leaping; Simulatives Modelchecking; Stochastisches Modell; Gef{\"a}rbtes Petri-Netz; Model Checking}, language = {en} }