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University of Kansas

1. Song, Jian. Some topics on the fractional Brownian motion and stochastic partial differential equations.

Degree: PhD, Mathematics, 2010, University of Kansas

URL: http://hdl.handle.net/1808/6471

► In this dissertation, we investigate some problems in fractional Brownian motion and stochastic partial differential partial differential equations driven by fractional Brownian motion and Hilbert…
(more)

Subjects/Keywords: Mathematics

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APA (6^{th} Edition):

Song, J. (2010). Some topics on the fractional Brownian motion and stochastic partial differential equations. (Doctoral Dissertation). University of Kansas. Retrieved from http://hdl.handle.net/1808/6471

Chicago Manual of Style (16^{th} Edition):

Song, Jian. “Some topics on the fractional Brownian motion and stochastic partial differential equations.” 2010. Doctoral Dissertation, University of Kansas. Accessed October 22, 2017. http://hdl.handle.net/1808/6471.

MLA Handbook (7^{th} Edition):

Song, Jian. “Some topics on the fractional Brownian motion and stochastic partial differential equations.” 2010. Web. 22 Oct 2017.

Vancouver:

Song J. Some topics on the fractional Brownian motion and stochastic partial differential equations. [Internet] [Doctoral dissertation]. University of Kansas; 2010. [cited 2017 Oct 22]. Available from: http://hdl.handle.net/1808/6471.

Council of Science Editors:

Song J. Some topics on the fractional Brownian motion and stochastic partial differential equations. [Doctoral Dissertation]. University of Kansas; 2010. Available from: http://hdl.handle.net/1808/6471

University of Kansas

2. Hallare, Ferdinand. A Central Limit Theorem for Functionals of Gaussian Processes.

Degree: MA, Mathematics, 2009, University of Kansas

URL: http://hdl.handle.net/1808/6010

► The aim of this thesis is to study and show, as described in the works of *Nualart*, that a sequence of functionals of Gaussian processes…
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Subjects/Keywords: Mathematics; Statistics; Central limit theorem; Gaussian processes; Wiener chaos

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APA (6^{th} Edition):

Hallare, F. (2009). A Central Limit Theorem for Functionals of Gaussian Processes. (Masters Thesis). University of Kansas. Retrieved from http://hdl.handle.net/1808/6010

Chicago Manual of Style (16^{th} Edition):

Hallare, Ferdinand. “A Central Limit Theorem for Functionals of Gaussian Processes.” 2009. Masters Thesis, University of Kansas. Accessed October 22, 2017. http://hdl.handle.net/1808/6010.

MLA Handbook (7^{th} Edition):

Hallare, Ferdinand. “A Central Limit Theorem for Functionals of Gaussian Processes.” 2009. Web. 22 Oct 2017.

Vancouver:

Hallare F. A Central Limit Theorem for Functionals of Gaussian Processes. [Internet] [Masters thesis]. University of Kansas; 2009. [cited 2017 Oct 22]. Available from: http://hdl.handle.net/1808/6010.

Council of Science Editors:

Hallare F. A Central Limit Theorem for Functionals of Gaussian Processes. [Masters Thesis]. University of Kansas; 2009. Available from: http://hdl.handle.net/1808/6010

University of Kansas

3. Pavlenko, Oleksandr. Computation of Greeks Using Malliavin Calculus.

Degree: MA, Mathematics, 2015, University of Kansas

URL: http://hdl.handle.net/1808/19545

► The objective of this paper is to explore application of Malliavin calculus techniques to the problem of estimating greeks of financial derivative contracts. In the…
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Subjects/Keywords: Mathematics; greeks; Malliavin calculus

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APA (6^{th} Edition):

Pavlenko, O. (2015). Computation of Greeks Using Malliavin Calculus. (Masters Thesis). University of Kansas. Retrieved from http://hdl.handle.net/1808/19545

Chicago Manual of Style (16^{th} Edition):

Pavlenko, Oleksandr. “Computation of Greeks Using Malliavin Calculus.” 2015. Masters Thesis, University of Kansas. Accessed October 22, 2017. http://hdl.handle.net/1808/19545.

MLA Handbook (7^{th} Edition):

Pavlenko, Oleksandr. “Computation of Greeks Using Malliavin Calculus.” 2015. Web. 22 Oct 2017.

Vancouver:

Pavlenko O. Computation of Greeks Using Malliavin Calculus. [Internet] [Masters thesis]. University of Kansas; 2015. [cited 2017 Oct 22]. Available from: http://hdl.handle.net/1808/19545.

Council of Science Editors:

Pavlenko O. Computation of Greeks Using Malliavin Calculus. [Masters Thesis]. University of Kansas; 2015. Available from: http://hdl.handle.net/1808/19545

University of Kansas

4. Dalkir, Elif. UNIQUENESS OF RESPONSIVE VOTING EQUILIBRIUM.

Degree: PhD, Special Studies, 2008, University of Kansas

URL: http://hdl.handle.net/1808/4345

► I consider a voting model in which voters receive private signals about a state variable that affects the utility of voters. There is a continuum…
(more)

Subjects/Keywords: Mathematics; Economics; Finance; Economic theory; Asymmetric information; Collective decision making; Information aggregation; Responsive bayesian-nash equilibrium; Stability; Strategic voting

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APA (6^{th} Edition):

Dalkir, E. (2008). UNIQUENESS OF RESPONSIVE VOTING EQUILIBRIUM. (Doctoral Dissertation). University of Kansas. Retrieved from http://hdl.handle.net/1808/4345

Chicago Manual of Style (16^{th} Edition):

Dalkir, Elif. “UNIQUENESS OF RESPONSIVE VOTING EQUILIBRIUM.” 2008. Doctoral Dissertation, University of Kansas. Accessed October 22, 2017. http://hdl.handle.net/1808/4345.

MLA Handbook (7^{th} Edition):

Dalkir, Elif. “UNIQUENESS OF RESPONSIVE VOTING EQUILIBRIUM.” 2008. Web. 22 Oct 2017.

Vancouver:

Dalkir E. UNIQUENESS OF RESPONSIVE VOTING EQUILIBRIUM. [Internet] [Doctoral dissertation]. University of Kansas; 2008. [cited 2017 Oct 22]. Available from: http://hdl.handle.net/1808/4345.

Council of Science Editors:

Dalkir E. UNIQUENESS OF RESPONSIVE VOTING EQUILIBRIUM. [Doctoral Dissertation]. University of Kansas; 2008. Available from: http://hdl.handle.net/1808/4345

University of Kansas

5. Le, Khoa Nguyen. Nonlinear Integrals, Diffusion in Random Environments and Stochastic Partial Differential Equations.

Degree: PhD, Mathematics, 2015, University of Kansas

URL: http://hdl.handle.net/1808/19176

► In this dissertation, we investigate various problems in the analysis of stochastic (partial) differential equations. A part of the dissertation introduces several notions of nonlinear…
(more)

Subjects/Keywords: Mathematics; Feynman-Kac formula; Garsia-Rodemich-Rumsey inequality; random environment; stochastic partial differential equation; transport differential equation; young integration

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APA (6^{th} Edition):

Le, K. N. (2015). Nonlinear Integrals, Diffusion in Random Environments and Stochastic Partial Differential Equations. (Doctoral Dissertation). University of Kansas. Retrieved from http://hdl.handle.net/1808/19176

Chicago Manual of Style (16^{th} Edition):

Le, Khoa Nguyen. “Nonlinear Integrals, Diffusion in Random Environments and Stochastic Partial Differential Equations.” 2015. Doctoral Dissertation, University of Kansas. Accessed October 22, 2017. http://hdl.handle.net/1808/19176.

MLA Handbook (7^{th} Edition):

Le, Khoa Nguyen. “Nonlinear Integrals, Diffusion in Random Environments and Stochastic Partial Differential Equations.” 2015. Web. 22 Oct 2017.

Vancouver:

Le KN. Nonlinear Integrals, Diffusion in Random Environments and Stochastic Partial Differential Equations. [Internet] [Doctoral dissertation]. University of Kansas; 2015. [cited 2017 Oct 22]. Available from: http://hdl.handle.net/1808/19176.

Council of Science Editors:

Le KN. Nonlinear Integrals, Diffusion in Random Environments and Stochastic Partial Differential Equations. [Doctoral Dissertation]. University of Kansas; 2015. Available from: http://hdl.handle.net/1808/19176

University of Kansas

6. Su, Chen. Some Studies on Parameter Estimations.

Degree: PhD, Mathematics, 2016, University of Kansas

URL: http://hdl.handle.net/1808/21898

► Parameter estimation has wide applications in such fields as finance, biological science, weather prediction, oil deposit detection, etc. Researchers are particularly interested in reconstructing some…
(more)

Subjects/Keywords: Mathematics; Bayesian methods; implicit sampling; inverse problems; maximum likelihood estimator; stochastic differential equations

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^{th} Edition):

Su, C. (2016). Some Studies on Parameter Estimations. (Doctoral Dissertation). University of Kansas. Retrieved from http://hdl.handle.net/1808/21898

Chicago Manual of Style (16^{th} Edition):

Su, Chen. “Some Studies on Parameter Estimations.” 2016. Doctoral Dissertation, University of Kansas. Accessed October 22, 2017. http://hdl.handle.net/1808/21898.

MLA Handbook (7^{th} Edition):

Su, Chen. “Some Studies on Parameter Estimations.” 2016. Web. 22 Oct 2017.

Vancouver:

Su C. Some Studies on Parameter Estimations. [Internet] [Doctoral dissertation]. University of Kansas; 2016. [cited 2017 Oct 22]. Available from: http://hdl.handle.net/1808/21898.

Council of Science Editors:

Su C. Some Studies on Parameter Estimations. [Doctoral Dissertation]. University of Kansas; 2016. Available from: http://hdl.handle.net/1808/21898

University of Kansas

7. Hoffmann, Eric. Essays on Games of Strategic Substitutes with Incomplete Information.

Degree: PhD, Economics, 2015, University of Kansas

URL: http://hdl.handle.net/1808/19048

► This dissertation consists of three individual chapters. The first chapter applies lattice theoretic techniques in order to establish fundamental properties of Bayesian games of strategic…
(more)

Subjects/Keywords: Economics; Economic theory; Global Games; Incomplete Information; Mixed Strategy Nash Equilibrium; Strategic Complements; Strategic Substitutes

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APA (6^{th} Edition):

Hoffmann, E. (2015). Essays on Games of Strategic Substitutes with Incomplete Information. (Doctoral Dissertation). University of Kansas. Retrieved from http://hdl.handle.net/1808/19048

Chicago Manual of Style (16^{th} Edition):

Hoffmann, Eric. “Essays on Games of Strategic Substitutes with Incomplete Information.” 2015. Doctoral Dissertation, University of Kansas. Accessed October 22, 2017. http://hdl.handle.net/1808/19048.

MLA Handbook (7^{th} Edition):

Hoffmann, Eric. “Essays on Games of Strategic Substitutes with Incomplete Information.” 2015. Web. 22 Oct 2017.

Vancouver:

Hoffmann E. Essays on Games of Strategic Substitutes with Incomplete Information. [Internet] [Doctoral dissertation]. University of Kansas; 2015. [cited 2017 Oct 22]. Available from: http://hdl.handle.net/1808/19048.

Council of Science Editors:

Hoffmann E. Essays on Games of Strategic Substitutes with Incomplete Information. [Doctoral Dissertation]. University of Kansas; 2015. Available from: http://hdl.handle.net/1808/19048

University of Kansas

8. Huang, Jingyu. Stochastic partial differential equations driven by colored noise.

Degree: PhD, Mathematics, 2015, University of Kansas

URL: http://hdl.handle.net/1808/19051

► This dissertation studies some problems for stochastic partial differential equations, in particular, (nonlinear) stochastic heat and stochastic wave equations, driven by (multiplicative) colored Gaussian noises.…
(more)

Subjects/Keywords: Mathematics; colored noise; H\"older continuity; intermittency; mild solution; probability density; Stochastic partial differential equations

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^{th} Edition):

Huang, J. (2015). Stochastic partial differential equations driven by colored noise. (Doctoral Dissertation). University of Kansas. Retrieved from http://hdl.handle.net/1808/19051

Chicago Manual of Style (16^{th} Edition):

Huang, Jingyu. “Stochastic partial differential equations driven by colored noise.” 2015. Doctoral Dissertation, University of Kansas. Accessed October 22, 2017. http://hdl.handle.net/1808/19051.

MLA Handbook (7^{th} Edition):

Huang, Jingyu. “Stochastic partial differential equations driven by colored noise.” 2015. Web. 22 Oct 2017.

Vancouver:

Huang J. Stochastic partial differential equations driven by colored noise. [Internet] [Doctoral dissertation]. University of Kansas; 2015. [cited 2017 Oct 22]. Available from: http://hdl.handle.net/1808/19051.

Council of Science Editors:

Huang J. Stochastic partial differential equations driven by colored noise. [Doctoral Dissertation]. University of Kansas; 2015. Available from: http://hdl.handle.net/1808/19051

University of Kansas

9. Song, Xiaoming. Malliavin calculus for backward stochastic differential equations and stochastic differential equations driven by fractional Brownian motion and numerical schemes.

Degree: PhD, Mathematics, 2011, University of Kansas

URL: http://hdl.handle.net/1808/7836

► In this dissertation, I investigate two types of stochastic differential equations driven by fractional Brownian motion and backward stochastic differential equations. Malliavin calculus is a…
(more)

Subjects/Keywords: Mathematics

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^{th} Edition):

Song, X. (2011). Malliavin calculus for backward stochastic differential equations and stochastic differential equations driven by fractional Brownian motion and numerical schemes. (Doctoral Dissertation). University of Kansas. Retrieved from http://hdl.handle.net/1808/7836

Chicago Manual of Style (16^{th} Edition):

Song, Xiaoming. “Malliavin calculus for backward stochastic differential equations and stochastic differential equations driven by fractional Brownian motion and numerical schemes.” 2011. Doctoral Dissertation, University of Kansas. Accessed October 22, 2017. http://hdl.handle.net/1808/7836.

MLA Handbook (7^{th} Edition):

Song, Xiaoming. “Malliavin calculus for backward stochastic differential equations and stochastic differential equations driven by fractional Brownian motion and numerical schemes.” 2011. Web. 22 Oct 2017.

Vancouver:

Song X. Malliavin calculus for backward stochastic differential equations and stochastic differential equations driven by fractional Brownian motion and numerical schemes. [Internet] [Doctoral dissertation]. University of Kansas; 2011. [cited 2017 Oct 22]. Available from: http://hdl.handle.net/1808/7836.

Council of Science Editors:

Song X. Malliavin calculus for backward stochastic differential equations and stochastic differential equations driven by fractional Brownian motion and numerical schemes. [Doctoral Dissertation]. University of Kansas; 2011. Available from: http://hdl.handle.net/1808/7836

University of Kansas

10. Hu, Guannan. Fractional Diffusion in Gaussian Noisy Environment.

Degree: PhD, Mathematics, 2015, University of Kansas

URL: http://hdl.handle.net/1808/21696

► Three types of stochastic partial differential equations are studied in this dissertation. We prove the existence and uniqueness of the solutions and obtain some properties…
(more)

Subjects/Keywords: Mathematics; chaos expansion; Fox's H-function;

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^{th} Edition):

Hu, G. (2015). Fractional Diffusion in Gaussian Noisy Environment. (Doctoral Dissertation). University of Kansas. Retrieved from http://hdl.handle.net/1808/21696

Chicago Manual of Style (16^{th} Edition):

Hu, Guannan. “Fractional Diffusion in Gaussian Noisy Environment.” 2015. Doctoral Dissertation, University of Kansas. Accessed October 22, 2017. http://hdl.handle.net/1808/21696.

MLA Handbook (7^{th} Edition):

Hu, Guannan. “Fractional Diffusion in Gaussian Noisy Environment.” 2015. Web. 22 Oct 2017.

Vancouver:

Hu G. Fractional Diffusion in Gaussian Noisy Environment. [Internet] [Doctoral dissertation]. University of Kansas; 2015. [cited 2017 Oct 22]. Available from: http://hdl.handle.net/1808/21696.

Council of Science Editors:

Hu G. Fractional Diffusion in Gaussian Noisy Environment. [Doctoral Dissertation]. University of Kansas; 2015. Available from: http://hdl.handle.net/1808/21696

University of Kansas

11. Han, Zheng. Reflected diffusions and applications to finance and operations management.

Degree: PhD, Mathematics, 2015, University of Kansas

URL: http://hdl.handle.net/1808/21698

► This dissertation provides explicit solutions to four special stochastic optimal control problems for reflected diffusions and Markov modulated reflected diffusions. The main mathematical tool that…
(more)

Subjects/Keywords: Mathematics; Finance; Operations research; Ergodic theory; Optimal barrier; Reflected diffusions

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^{th} Edition):

Han, Z. (2015). Reflected diffusions and applications to finance and operations management. (Doctoral Dissertation). University of Kansas. Retrieved from http://hdl.handle.net/1808/21698

Chicago Manual of Style (16^{th} Edition):

Han, Zheng. “Reflected diffusions and applications to finance and operations management.” 2015. Doctoral Dissertation, University of Kansas. Accessed October 22, 2017. http://hdl.handle.net/1808/21698.

MLA Handbook (7^{th} Edition):

Han, Zheng. “Reflected diffusions and applications to finance and operations management.” 2015. Web. 22 Oct 2017.

Vancouver:

Han Z. Reflected diffusions and applications to finance and operations management. [Internet] [Doctoral dissertation]. University of Kansas; 2015. [cited 2017 Oct 22]. Available from: http://hdl.handle.net/1808/21698.

Council of Science Editors:

Han Z. Reflected diffusions and applications to finance and operations management. [Doctoral Dissertation]. University of Kansas; 2015. Available from: http://hdl.handle.net/1808/21698

University of Kansas

12. Liu, Yanghui. Numerical solutions of rough differential equations and stochastic differential equations.

Degree: PhD, Mathematics, 2016, University of Kansas

URL: http://hdl.handle.net/1808/21866

► In this dissertation, we investigate time-discrete numerical approximation schemes for rough differential equations and stochastic differential equations (SDE) driven by fractional Brownian motions (fBm). The…
(more)

Subjects/Keywords: Mathematics; fourth moment theorem; fractional Brownian motions; Numerical solutions; rough differential equations; stochastic differential equations

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^{th} Edition):

Liu, Y. (2016). Numerical solutions of rough differential equations and stochastic differential equations. (Doctoral Dissertation). University of Kansas. Retrieved from http://hdl.handle.net/1808/21866

Chicago Manual of Style (16^{th} Edition):

Liu, Yanghui. “Numerical solutions of rough differential equations and stochastic differential equations.” 2016. Doctoral Dissertation, University of Kansas. Accessed October 22, 2017. http://hdl.handle.net/1808/21866.

MLA Handbook (7^{th} Edition):

Liu, Yanghui. “Numerical solutions of rough differential equations and stochastic differential equations.” 2016. Web. 22 Oct 2017.

Vancouver:

Liu Y. Numerical solutions of rough differential equations and stochastic differential equations. [Internet] [Doctoral dissertation]. University of Kansas; 2016. [cited 2017 Oct 22]. Available from: http://hdl.handle.net/1808/21866.

Council of Science Editors:

Liu Y. Numerical solutions of rough differential equations and stochastic differential equations. [Doctoral Dissertation]. University of Kansas; 2016. Available from: http://hdl.handle.net/1808/21866

13. Wu, Fengmei. Simulation Methods Comparison and Parameter Estimation for a Fractional Stochastic Volatility Model with Application in Stock Price Analysis.

Degree: MA, Mathematics, 2013, University of Kansas

URL: http://hdl.handle.net/1808/12221

► This paper studies continuous-time stock pricing models with stochastic volatility driven by fractional Brownian motion. We compare two ways for simulating the paths of stochastic…
(more)

Subjects/Keywords: Applied mathematics

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APA (6^{th} Edition):

Wu, F. (2013). Simulation Methods Comparison and Parameter Estimation for a Fractional Stochastic Volatility Model with Application in Stock Price Analysis. (Masters Thesis). University of Kansas. Retrieved from http://hdl.handle.net/1808/12221

Chicago Manual of Style (16^{th} Edition):

Wu, Fengmei. “Simulation Methods Comparison and Parameter Estimation for a Fractional Stochastic Volatility Model with Application in Stock Price Analysis.” 2013. Masters Thesis, University of Kansas. Accessed October 22, 2017. http://hdl.handle.net/1808/12221.

MLA Handbook (7^{th} Edition):

Wu, Fengmei. “Simulation Methods Comparison and Parameter Estimation for a Fractional Stochastic Volatility Model with Application in Stock Price Analysis.” 2013. Web. 22 Oct 2017.

Vancouver:

Wu F. Simulation Methods Comparison and Parameter Estimation for a Fractional Stochastic Volatility Model with Application in Stock Price Analysis. [Internet] [Masters thesis]. University of Kansas; 2013. [cited 2017 Oct 22]. Available from: http://hdl.handle.net/1808/12221.

Council of Science Editors:

Wu F. Simulation Methods Comparison and Parameter Estimation for a Fractional Stochastic Volatility Model with Application in Stock Price Analysis. [Masters Thesis]. University of Kansas; 2013. Available from: http://hdl.handle.net/1808/12221

14. Harnett, Daniel M. Central Limit Theorems for Some Symmetric Stochastic Integrals.

Degree: PhD, Mathematics, 2013, University of Kansas

URL: http://hdl.handle.net/1808/12238

► The problem of stochastic integration with respect to fractional Brownian motion (fBm) with H 1/4, but not in general if H 1/2. This result approximates…
(more)

Subjects/Keywords: Mathematics; Fractional brownian motion; Malliavin calculus; Stochastic integrals

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APA (6^{th} Edition):

Harnett, D. M. (2013). Central Limit Theorems for Some Symmetric Stochastic Integrals. (Doctoral Dissertation). University of Kansas. Retrieved from http://hdl.handle.net/1808/12238

Chicago Manual of Style (16^{th} Edition):

Harnett, Daniel M. “Central Limit Theorems for Some Symmetric Stochastic Integrals.” 2013. Doctoral Dissertation, University of Kansas. Accessed October 22, 2017. http://hdl.handle.net/1808/12238.

MLA Handbook (7^{th} Edition):

Harnett, Daniel M. “Central Limit Theorems for Some Symmetric Stochastic Integrals.” 2013. Web. 22 Oct 2017.

Vancouver:

Harnett DM. Central Limit Theorems for Some Symmetric Stochastic Integrals. [Internet] [Doctoral dissertation]. University of Kansas; 2013. [cited 2017 Oct 22]. Available from: http://hdl.handle.net/1808/12238.

Council of Science Editors:

Harnett DM. Central Limit Theorems for Some Symmetric Stochastic Integrals. [Doctoral Dissertation]. University of Kansas; 2013. Available from: http://hdl.handle.net/1808/12238

15. Lu, Fei. Some application of Malliavin calculus to SPDE and convergence of densities.

Degree: PhD, Mathematics, 2013, University of Kansas

URL: http://hdl.handle.net/1808/12309

► Some applications of Malliavin calculus to stochastic partial differential equations (SPDEs) and to normal approximation theory are studied in this dissertation. In Chapter 3, a…
(more)

Subjects/Keywords: Mathematics; Central limit theorems on wiener chaos; Convergence of densities; Feynman-kac formula; Holder continuity of solutions to spdes; Malliavin calculus; Stochastic partial differential equatons

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^{th} Edition):

Lu, F. (2013). Some application of Malliavin calculus to SPDE and convergence of densities. (Doctoral Dissertation). University of Kansas. Retrieved from http://hdl.handle.net/1808/12309

Chicago Manual of Style (16^{th} Edition):

Lu, Fei. “Some application of Malliavin calculus to SPDE and convergence of densities.” 2013. Doctoral Dissertation, University of Kansas. Accessed October 22, 2017. http://hdl.handle.net/1808/12309.

MLA Handbook (7^{th} Edition):

Lu, Fei. “Some application of Malliavin calculus to SPDE and convergence of densities.” 2013. Web. 22 Oct 2017.

Vancouver:

Lu F. Some application of Malliavin calculus to SPDE and convergence of densities. [Internet] [Doctoral dissertation]. University of Kansas; 2013. [cited 2017 Oct 22]. Available from: http://hdl.handle.net/1808/12309.

Council of Science Editors:

Lu F. Some application of Malliavin calculus to SPDE and convergence of densities. [Doctoral Dissertation]. University of Kansas; 2013. Available from: http://hdl.handle.net/1808/12309

University of Kansas

16. Liu, Xiaobo. Some Problems in Stochastic Portfolio Theory.

Degree: PH.D., Mathematics, 2007, University of Kansas

URL: http://hdl.handle.net/1808/4007

► We consider some problems in the stochastic portfolio theory of equity markets. In the first part, we maximize the expected terminal value of a portfolio…
(more)

Subjects/Keywords: Mathematics

Record Details Similar Records

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^{th} Edition):

Liu, X. (2007). Some Problems in Stochastic Portfolio Theory. (Doctoral Dissertation). University of Kansas. Retrieved from http://hdl.handle.net/1808/4007

Chicago Manual of Style (16^{th} Edition):

Liu, Xiaobo. “Some Problems in Stochastic Portfolio Theory.” 2007. Doctoral Dissertation, University of Kansas. Accessed October 22, 2017. http://hdl.handle.net/1808/4007.

MLA Handbook (7^{th} Edition):

Liu, Xiaobo. “Some Problems in Stochastic Portfolio Theory.” 2007. Web. 22 Oct 2017.

Vancouver:

Liu X. Some Problems in Stochastic Portfolio Theory. [Internet] [Doctoral dissertation]. University of Kansas; 2007. [cited 2017 Oct 22]. Available from: http://hdl.handle.net/1808/4007.

Council of Science Editors:

Liu X. Some Problems in Stochastic Portfolio Theory. [Doctoral Dissertation]. University of Kansas; 2007. Available from: http://hdl.handle.net/1808/4007