Advanced search options

Advanced Search Options 🞨

Browse by author name (“Author name starts with…”).

Find ETDs with:

in
/  
in
/  
in
/  
in

Written in Published in Earliest date Latest date

Sorted by

Results per page:

Sorted by: relevance · author · university · dateNew search

You searched for +publisher:"University of Kansas" +contributor:("Nualart, David"). Showing records 1 – 20 of 20 total matches.

Search Limiters

Last 2 Years | English Only

No search limiters apply to these results.

▼ Search Limiters


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

 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

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

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

APA (6th 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 (16th Edition):

Song, Jian. “Some topics on the fractional Brownian motion and stochastic partial differential equations.” 2010. Doctoral Dissertation, University of Kansas. Accessed August 18, 2019. http://hdl.handle.net/1808/6471.

MLA Handbook (7th Edition):

Song, Jian. “Some topics on the fractional Brownian motion and stochastic partial differential equations.” 2010. Web. 18 Aug 2019.

Vancouver:

Song J. Some topics on the fractional Brownian motion and stochastic partial differential equations. [Internet] [Doctoral dissertation]. University of Kansas; 2010. [cited 2019 Aug 18]. 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

 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… (more)

Subjects/Keywords: Mathematics; Statistics; Central limit theorem; Gaussian processes; Wiener chaos

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

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

APA (6th 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 (16th Edition):

Hallare, Ferdinand. “A Central Limit Theorem for Functionals of Gaussian Processes.” 2009. Masters Thesis, University of Kansas. Accessed August 18, 2019. http://hdl.handle.net/1808/6010.

MLA Handbook (7th Edition):

Hallare, Ferdinand. “A Central Limit Theorem for Functionals of Gaussian Processes.” 2009. Web. 18 Aug 2019.

Vancouver:

Hallare F. A Central Limit Theorem for Functionals of Gaussian Processes. [Internet] [Masters thesis]. University of Kansas; 2009. [cited 2019 Aug 18]. 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

 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… (more)

Subjects/Keywords: Mathematics; greeks; Malliavin calculus

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

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

APA (6th 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 (16th Edition):

Pavlenko, Oleksandr. “Computation of Greeks Using Malliavin Calculus.” 2015. Masters Thesis, University of Kansas. Accessed August 18, 2019. http://hdl.handle.net/1808/19545.

MLA Handbook (7th Edition):

Pavlenko, Oleksandr. “Computation of Greeks Using Malliavin Calculus.” 2015. Web. 18 Aug 2019.

Vancouver:

Pavlenko O. Computation of Greeks Using Malliavin Calculus. [Internet] [Masters thesis]. University of Kansas; 2015. [cited 2019 Aug 18]. 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. Le, Khoa Nguyen. Nonlinear Integrals, Diffusion in Random Environments and Stochastic Partial Differential Equations.

Degree: PhD, Mathematics, 2015, University of Kansas

 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

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

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

APA (6th 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 (16th Edition):

Le, Khoa Nguyen. “Nonlinear Integrals, Diffusion in Random Environments and Stochastic Partial Differential Equations.” 2015. Doctoral Dissertation, University of Kansas. Accessed August 18, 2019. http://hdl.handle.net/1808/19176.

MLA Handbook (7th Edition):

Le, Khoa Nguyen. “Nonlinear Integrals, Diffusion in Random Environments and Stochastic Partial Differential Equations.” 2015. Web. 18 Aug 2019.

Vancouver:

Le KN. Nonlinear Integrals, Diffusion in Random Environments and Stochastic Partial Differential Equations. [Internet] [Doctoral dissertation]. University of Kansas; 2015. [cited 2019 Aug 18]. 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

5. 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

 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

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

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

APA (6th 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 (16th 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 August 18, 2019. http://hdl.handle.net/1808/7836.

MLA Handbook (7th Edition):

Song, Xiaoming. “Malliavin calculus for backward stochastic differential equations and stochastic differential equations driven by fractional Brownian motion and numerical schemes.” 2011. Web. 18 Aug 2019.

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 2019 Aug 18]. 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

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

Degree: PhD, Mathematics, 2015, University of Kansas

 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

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

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

APA (6th 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 (16th Edition):

Huang, Jingyu. “Stochastic partial differential equations driven by colored noise.” 2015. Doctoral Dissertation, University of Kansas. Accessed August 18, 2019. http://hdl.handle.net/1808/19051.

MLA Handbook (7th Edition):

Huang, Jingyu. “Stochastic partial differential equations driven by colored noise.” 2015. Web. 18 Aug 2019.

Vancouver:

Huang J. Stochastic partial differential equations driven by colored noise. [Internet] [Doctoral dissertation]. University of Kansas; 2015. [cited 2019 Aug 18]. 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

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

Degree: PhD, Economics, 2015, University of Kansas

 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

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

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

APA (6th 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 (16th Edition):

Hoffmann, Eric. “Essays on Games of Strategic Substitutes with Incomplete Information.” 2015. Doctoral Dissertation, University of Kansas. Accessed August 18, 2019. http://hdl.handle.net/1808/19048.

MLA Handbook (7th Edition):

Hoffmann, Eric. “Essays on Games of Strategic Substitutes with Incomplete Information.” 2015. Web. 18 Aug 2019.

Vancouver:

Hoffmann E. Essays on Games of Strategic Substitutes with Incomplete Information. [Internet] [Doctoral dissertation]. University of Kansas; 2015. [cited 2019 Aug 18]. 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. Hu, Guannan. Fractional Diffusion in Gaussian Noisy Environment.

Degree: PhD, Mathematics, 2015, University of Kansas

 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;

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

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

APA (6th 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 (16th Edition):

Hu, Guannan. “Fractional Diffusion in Gaussian Noisy Environment.” 2015. Doctoral Dissertation, University of Kansas. Accessed August 18, 2019. http://hdl.handle.net/1808/21696.

MLA Handbook (7th Edition):

Hu, Guannan. “Fractional Diffusion in Gaussian Noisy Environment.” 2015. Web. 18 Aug 2019.

Vancouver:

Hu G. Fractional Diffusion in Gaussian Noisy Environment. [Internet] [Doctoral dissertation]. University of Kansas; 2015. [cited 2019 Aug 18]. 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

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

Degree: PhD, Mathematics, 2015, University of Kansas

 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

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

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

APA (6th 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 (16th Edition):

Han, Zheng. “Reflected diffusions and applications to finance and operations management.” 2015. Doctoral Dissertation, University of Kansas. Accessed August 18, 2019. http://hdl.handle.net/1808/21698.

MLA Handbook (7th Edition):

Han, Zheng. “Reflected diffusions and applications to finance and operations management.” 2015. Web. 18 Aug 2019.

Vancouver:

Han Z. Reflected diffusions and applications to finance and operations management. [Internet] [Doctoral dissertation]. University of Kansas; 2015. [cited 2019 Aug 18]. 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

10. Jaramillo, Arturo. Limit distributions for functionals of Gaussian processes.

Degree: PhD, Mathematics, 2018, University of Kansas

 This thesis is devoted to the study of the convergence in distribution of functionals of Gaussian processes. Most of the problems that we present are… (more)

Subjects/Keywords: Mathematics; Statistics; Theoretical mathematics; fracional Brownian motion; limit theorems; Local times; Malliavin calculus; random matrices; stochastic integration

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

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

APA (6th Edition):

Jaramillo, A. (2018). Limit distributions for functionals of Gaussian processes. (Doctoral Dissertation). University of Kansas. Retrieved from http://hdl.handle.net/1808/27886

Chicago Manual of Style (16th Edition):

Jaramillo, Arturo. “Limit distributions for functionals of Gaussian processes.” 2018. Doctoral Dissertation, University of Kansas. Accessed August 18, 2019. http://hdl.handle.net/1808/27886.

MLA Handbook (7th Edition):

Jaramillo, Arturo. “Limit distributions for functionals of Gaussian processes.” 2018. Web. 18 Aug 2019.

Vancouver:

Jaramillo A. Limit distributions for functionals of Gaussian processes. [Internet] [Doctoral dissertation]. University of Kansas; 2018. [cited 2019 Aug 18]. Available from: http://hdl.handle.net/1808/27886.

Council of Science Editors:

Jaramillo A. Limit distributions for functionals of Gaussian processes. [Doctoral Dissertation]. University of Kansas; 2018. Available from: http://hdl.handle.net/1808/27886


University of Kansas

11. Lewis, Peter. Regularity of Stochastic Burgers’-Type Equations.

Degree: PhD, Mathematics, 2018, University of Kansas

 In classical partial differential equations (PDEs), it is well known that the solution to Burgers' equation in one spatial dimension with positive viscosity can be… (more)

Subjects/Keywords: Mathematics; Stochastic partial differential equations

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

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

APA (6th Edition):

Lewis, P. (2018). Regularity of Stochastic Burgers’-Type Equations. (Doctoral Dissertation). University of Kansas. Retrieved from http://hdl.handle.net/1808/27802

Chicago Manual of Style (16th Edition):

Lewis, Peter. “Regularity of Stochastic Burgers’-Type Equations.” 2018. Doctoral Dissertation, University of Kansas. Accessed August 18, 2019. http://hdl.handle.net/1808/27802.

MLA Handbook (7th Edition):

Lewis, Peter. “Regularity of Stochastic Burgers’-Type Equations.” 2018. Web. 18 Aug 2019.

Vancouver:

Lewis P. Regularity of Stochastic Burgers’-Type Equations. [Internet] [Doctoral dissertation]. University of Kansas; 2018. [cited 2019 Aug 18]. Available from: http://hdl.handle.net/1808/27802.

Council of Science Editors:

Lewis P. Regularity of Stochastic Burgers’-Type Equations. [Doctoral Dissertation]. University of Kansas; 2018. Available from: http://hdl.handle.net/1808/27802


University of Kansas

12. ZHOU, HONGJUAN. Parameter estimation for stochastic differential equations driven by fractional Brownian motion.

Degree: PhD, Mathematics, 2018, University of Kansas

 This dissertation systematically considers the inference problem for stochastic differential equations (SDE) driven by fractional Brownian motion. For the volatility parameter and Hurst parameter, the… (more)

Subjects/Keywords: Mathematics; Statistics; fractional Brownian motion; Malliavin calculus; parameter estimation; power variation; stochastic differential equation

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

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

APA (6th Edition):

ZHOU, H. (2018). Parameter estimation for stochastic differential equations driven by fractional Brownian motion. (Doctoral Dissertation). University of Kansas. Retrieved from http://hdl.handle.net/1808/27944

Chicago Manual of Style (16th Edition):

ZHOU, HONGJUAN. “Parameter estimation for stochastic differential equations driven by fractional Brownian motion.” 2018. Doctoral Dissertation, University of Kansas. Accessed August 18, 2019. http://hdl.handle.net/1808/27944.

MLA Handbook (7th Edition):

ZHOU, HONGJUAN. “Parameter estimation for stochastic differential equations driven by fractional Brownian motion.” 2018. Web. 18 Aug 2019.

Vancouver:

ZHOU H. Parameter estimation for stochastic differential equations driven by fractional Brownian motion. [Internet] [Doctoral dissertation]. University of Kansas; 2018. [cited 2019 Aug 18]. Available from: http://hdl.handle.net/1808/27944.

Council of Science Editors:

ZHOU H. Parameter estimation for stochastic differential equations driven by fractional Brownian motion. [Doctoral Dissertation]. University of Kansas; 2018. Available from: http://hdl.handle.net/1808/27944


University of Kansas

13. Hensz, Christopher Michael. Macro-scale avian migration, foraging, and dispersal: environmental and geopolitical perspectives.

Degree: PhD, Ecology & Evolutionary Biology, 2018, University of Kansas

 Animal movements are complex behaviors shaped by internal and external processes at multiple spatial and temporal scales. Until recently, investigations of animal movements across landscapes… (more)

Subjects/Keywords: Ecology; Biostatistics; Environmental law; Conservation Policy; Dispersal; Migration; Movement Ecology

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

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

APA (6th Edition):

Hensz, C. M. (2018). Macro-scale avian migration, foraging, and dispersal: environmental and geopolitical perspectives. (Doctoral Dissertation). University of Kansas. Retrieved from http://hdl.handle.net/1808/27882

Chicago Manual of Style (16th Edition):

Hensz, Christopher Michael. “Macro-scale avian migration, foraging, and dispersal: environmental and geopolitical perspectives.” 2018. Doctoral Dissertation, University of Kansas. Accessed August 18, 2019. http://hdl.handle.net/1808/27882.

MLA Handbook (7th Edition):

Hensz, Christopher Michael. “Macro-scale avian migration, foraging, and dispersal: environmental and geopolitical perspectives.” 2018. Web. 18 Aug 2019.

Vancouver:

Hensz CM. Macro-scale avian migration, foraging, and dispersal: environmental and geopolitical perspectives. [Internet] [Doctoral dissertation]. University of Kansas; 2018. [cited 2019 Aug 18]. Available from: http://hdl.handle.net/1808/27882.

Council of Science Editors:

Hensz CM. Macro-scale avian migration, foraging, and dispersal: environmental and geopolitical perspectives. [Doctoral Dissertation]. University of Kansas; 2018. Available from: http://hdl.handle.net/1808/27882


University of Kansas

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

Degree: PhD, Mathematics, 2016, University of Kansas

 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

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

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

APA (6th 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 (16th Edition):

Liu, Yanghui. “Numerical solutions of rough differential equations and stochastic differential equations.” 2016. Doctoral Dissertation, University of Kansas. Accessed August 18, 2019. http://hdl.handle.net/1808/21866.

MLA Handbook (7th Edition):

Liu, Yanghui. “Numerical solutions of rough differential equations and stochastic differential equations.” 2016. Web. 18 Aug 2019.

Vancouver:

Liu Y. Numerical solutions of rough differential equations and stochastic differential equations. [Internet] [Doctoral dissertation]. University of Kansas; 2016. [cited 2019 Aug 18]. 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

15. 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

 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

Page 1 Page 2 Page 3 Page 4 Page 5 Page 6 Page 7

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

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

APA (6th 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 (16th 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 August 18, 2019. http://hdl.handle.net/1808/12221.

MLA Handbook (7th Edition):

Wu, Fengmei. “Simulation Methods Comparison and Parameter Estimation for a Fractional Stochastic Volatility Model with Application in Stock Price Analysis.” 2013. Web. 18 Aug 2019.

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 2019 Aug 18]. 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

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

Degree: PhD, Mathematics, 2016, University of Kansas

 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

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

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

APA (6th 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 (16th Edition):

Su, Chen. “Some Studies on Parameter Estimations.” 2016. Doctoral Dissertation, University of Kansas. Accessed August 18, 2019. http://hdl.handle.net/1808/21898.

MLA Handbook (7th Edition):

Su, Chen. “Some Studies on Parameter Estimations.” 2016. Web. 18 Aug 2019.

Vancouver:

Su C. Some Studies on Parameter Estimations. [Internet] [Doctoral dissertation]. University of Kansas; 2016. [cited 2019 Aug 18]. 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

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

Degree: PhD, Mathematics, 2013, University of Kansas

 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

Page 1 Page 2 Page 3 Page 4 Page 5 Page 6 Page 7

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

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

APA (6th 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 (16th Edition):

Harnett, Daniel M. “Central Limit Theorems for Some Symmetric Stochastic Integrals.” 2013. Doctoral Dissertation, University of Kansas. Accessed August 18, 2019. http://hdl.handle.net/1808/12238.

MLA Handbook (7th Edition):

Harnett, Daniel M. “Central Limit Theorems for Some Symmetric Stochastic Integrals.” 2013. Web. 18 Aug 2019.

Vancouver:

Harnett DM. Central Limit Theorems for Some Symmetric Stochastic Integrals. [Internet] [Doctoral dissertation]. University of Kansas; 2013. [cited 2019 Aug 18]. 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

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

Degree: PhD, Mathematics, 2013, University of Kansas

 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

Page 1 Page 2 Page 3 Page 4 Page 5 Page 6 Page 7

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

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

APA (6th 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 (16th Edition):

Lu, Fei. “Some application of Malliavin calculus to SPDE and convergence of densities.” 2013. Doctoral Dissertation, University of Kansas. Accessed August 18, 2019. http://hdl.handle.net/1808/12309.

MLA Handbook (7th Edition):

Lu, Fei. “Some application of Malliavin calculus to SPDE and convergence of densities.” 2013. Web. 18 Aug 2019.

Vancouver:

Lu F. Some application of Malliavin calculus to SPDE and convergence of densities. [Internet] [Doctoral dissertation]. University of Kansas; 2013. [cited 2019 Aug 18]. 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

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

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

 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

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

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

APA (6th 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 (16th Edition):

Dalkir, Elif. “UNIQUENESS OF RESPONSIVE VOTING EQUILIBRIUM.” 2008. Doctoral Dissertation, University of Kansas. Accessed August 18, 2019. http://hdl.handle.net/1808/4345.

MLA Handbook (7th Edition):

Dalkir, Elif. “UNIQUENESS OF RESPONSIVE VOTING EQUILIBRIUM.” 2008. Web. 18 Aug 2019.

Vancouver:

Dalkir E. UNIQUENESS OF RESPONSIVE VOTING EQUILIBRIUM. [Internet] [Doctoral dissertation]. University of Kansas; 2008. [cited 2019 Aug 18]. 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

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

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

 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 DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

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

APA (6th 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 (16th Edition):

Liu, Xiaobo. “Some Problems in Stochastic Portfolio Theory.” 2007. Doctoral Dissertation, University of Kansas. Accessed August 18, 2019. http://hdl.handle.net/1808/4007.

MLA Handbook (7th Edition):

Liu, Xiaobo. “Some Problems in Stochastic Portfolio Theory.” 2007. Web. 18 Aug 2019.

Vancouver:

Liu X. Some Problems in Stochastic Portfolio Theory. [Internet] [Doctoral dissertation]. University of Kansas; 2007. [cited 2019 Aug 18]. 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

.