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You searched for +publisher:"University of Southern California" +contributor:("Lototsky, Sergey V."). Showing records 1 – 24 of 24 total matches.

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University of Southern California

1. Liu, Wei. Statistical inference for stochastic hyperbolic equations.

Degree: PhD, Mathematics, 2010, University of Southern California

 A parameter estimation problem is considered for a stochastic wave equation and a linear stochastic hyperbolic driven by additive space-time Gaussian white noise. The damping/amplification… (more)

Subjects/Keywords: maximum likelihood estimators; ordinary differential equation; partial differential equation; diffusion process

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APA (6th Edition):

Liu, W. (2010). Statistical inference for stochastic hyperbolic equations. (Doctoral Dissertation). University of Southern California. Retrieved from http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll127/id/408442/rec/6043

Chicago Manual of Style (16th Edition):

Liu, Wei. “Statistical inference for stochastic hyperbolic equations.” 2010. Doctoral Dissertation, University of Southern California. Accessed February 21, 2019. http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll127/id/408442/rec/6043.

MLA Handbook (7th Edition):

Liu, Wei. “Statistical inference for stochastic hyperbolic equations.” 2010. Web. 21 Feb 2019.

Vancouver:

Liu W. Statistical inference for stochastic hyperbolic equations. [Internet] [Doctoral dissertation]. University of Southern California; 2010. [cited 2019 Feb 21]. Available from: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll127/id/408442/rec/6043.

Council of Science Editors:

Liu W. Statistical inference for stochastic hyperbolic equations. [Doctoral Dissertation]. University of Southern California; 2010. Available from: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll127/id/408442/rec/6043


University of Southern California

2. Lin, Ning. Parameter estimation in second-order stochastic differential equations.

Degree: PhD, Applied Mathematics, 2012, University of Southern California

 While consistency of the maximum likelihood estimator of the unknown parameters in the second-order linear stochastic differential equation driven by Gaussian white noise holds under… (more)

Subjects/Keywords: statistical inference; Gaussian process; maximum likelihood estimation; consistency

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APA (6th Edition):

Lin, N. (2012). Parameter estimation in second-order stochastic differential equations. (Doctoral Dissertation). University of Southern California. Retrieved from http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/86412/rec/4911

Chicago Manual of Style (16th Edition):

Lin, Ning. “Parameter estimation in second-order stochastic differential equations.” 2012. Doctoral Dissertation, University of Southern California. Accessed February 21, 2019. http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/86412/rec/4911.

MLA Handbook (7th Edition):

Lin, Ning. “Parameter estimation in second-order stochastic differential equations.” 2012. Web. 21 Feb 2019.

Vancouver:

Lin N. Parameter estimation in second-order stochastic differential equations. [Internet] [Doctoral dissertation]. University of Southern California; 2012. [cited 2019 Feb 21]. Available from: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/86412/rec/4911.

Council of Science Editors:

Lin N. Parameter estimation in second-order stochastic differential equations. [Doctoral Dissertation]. University of Southern California; 2012. Available from: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/86412/rec/4911


University of Southern California

3. Nibert, Joel H. Stability of a stochastic predator prey model.

Degree: PhD, Mathematics, 2012, University of Southern California

 We consider a stochastic analog of the Lotka-Volterra model for the population dynamics of two interacting species, predator and prey. We investigate the long time… (more)

Subjects/Keywords: predator-prey; stochastic differential equation; Lyapunov function; Lyapunov exponent; asymptotic stability; invariant measure

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APA (6th Edition):

Nibert, J. H. (2012). Stability of a stochastic predator prey model. (Doctoral Dissertation). University of Southern California. Retrieved from http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/89098/rec/6020

Chicago Manual of Style (16th Edition):

Nibert, Joel H. “Stability of a stochastic predator prey model.” 2012. Doctoral Dissertation, University of Southern California. Accessed February 21, 2019. http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/89098/rec/6020.

MLA Handbook (7th Edition):

Nibert, Joel H. “Stability of a stochastic predator prey model.” 2012. Web. 21 Feb 2019.

Vancouver:

Nibert JH. Stability of a stochastic predator prey model. [Internet] [Doctoral dissertation]. University of Southern California; 2012. [cited 2019 Feb 21]. Available from: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/89098/rec/6020.

Council of Science Editors:

Nibert JH. Stability of a stochastic predator prey model. [Doctoral Dissertation]. University of Southern California; 2012. Available from: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/89098/rec/6020


University of Southern California

4. Zhang, Hao. Improvement of binomial trees model and Black-Scholes model in option pricing.

Degree: MS, Applied Mathematics, 2014, University of Southern California

 Black‐Scholes formula is a common tool for people to price a European option, and it can be derived from binomial trees model by using infinite… (more)

Subjects/Keywords: option pricing; binomial trees model; Black-Scholes model

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APA (6th Edition):

Zhang, H. (2014). Improvement of binomial trees model and Black-Scholes model in option pricing. (Masters Thesis). University of Southern California. Retrieved from http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/449063/rec/3402

Chicago Manual of Style (16th Edition):

Zhang, Hao. “Improvement of binomial trees model and Black-Scholes model in option pricing.” 2014. Masters Thesis, University of Southern California. Accessed February 21, 2019. http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/449063/rec/3402.

MLA Handbook (7th Edition):

Zhang, Hao. “Improvement of binomial trees model and Black-Scholes model in option pricing.” 2014. Web. 21 Feb 2019.

Vancouver:

Zhang H. Improvement of binomial trees model and Black-Scholes model in option pricing. [Internet] [Masters thesis]. University of Southern California; 2014. [cited 2019 Feb 21]. Available from: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/449063/rec/3402.

Council of Science Editors:

Zhang H. Improvement of binomial trees model and Black-Scholes model in option pricing. [Masters Thesis]. University of Southern California; 2014. Available from: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/449063/rec/3402


University of Southern California

5. Wang, Lang. On the simple and jump-adapted weak Euler schemes for Lévy driven SDEs.

Degree: MS, Applied Mathematics, 2015, University of Southern California

 This is a comprehensive study of the simple and jump-adapted weak Euler schemes applying to the approximation for solutions to possibly completely degenerate SDEs driven… (more)

Subjects/Keywords: simple Euler scheme; jump-adapted Euler scheme; stable-Lévy processes

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APA (6th Edition):

Wang, L. (2015). On the simple and jump-adapted weak Euler schemes for Lévy driven SDEs. (Masters Thesis). University of Southern California. Retrieved from http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/557224/rec/4543

Chicago Manual of Style (16th Edition):

Wang, Lang. “On the simple and jump-adapted weak Euler schemes for Lévy driven SDEs.” 2015. Masters Thesis, University of Southern California. Accessed February 21, 2019. http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/557224/rec/4543.

MLA Handbook (7th Edition):

Wang, Lang. “On the simple and jump-adapted weak Euler schemes for Lévy driven SDEs.” 2015. Web. 21 Feb 2019.

Vancouver:

Wang L. On the simple and jump-adapted weak Euler schemes for Lévy driven SDEs. [Internet] [Masters thesis]. University of Southern California; 2015. [cited 2019 Feb 21]. Available from: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/557224/rec/4543.

Council of Science Editors:

Wang L. On the simple and jump-adapted weak Euler schemes for Lévy driven SDEs. [Masters Thesis]. University of Southern California; 2015. Available from: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/557224/rec/4543


University of Southern California

6. Xu, Li. Linear filtering and estimation in conditionally Gaussian multi-channel models.

Degree: PhD, Applied Mathematics, 2013, University of Southern California

 The aim of this thesis is to estimate the random coefficient parameter of first and second order conditionally Gaussian multi-channel models and to study asymptotic… (more)

Subjects/Keywords: conditionally Gaussian; multi-channel; generalized Kalman-Bucy filter

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APA (6th Edition):

Xu, L. (2013). Linear filtering and estimation in conditionally Gaussian multi-channel models. (Doctoral Dissertation). University of Southern California. Retrieved from http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/311972/rec/3828

Chicago Manual of Style (16th Edition):

Xu, Li. “Linear filtering and estimation in conditionally Gaussian multi-channel models.” 2013. Doctoral Dissertation, University of Southern California. Accessed February 21, 2019. http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/311972/rec/3828.

MLA Handbook (7th Edition):

Xu, Li. “Linear filtering and estimation in conditionally Gaussian multi-channel models.” 2013. Web. 21 Feb 2019.

Vancouver:

Xu L. Linear filtering and estimation in conditionally Gaussian multi-channel models. [Internet] [Doctoral dissertation]. University of Southern California; 2013. [cited 2019 Feb 21]. Available from: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/311972/rec/3828.

Council of Science Editors:

Xu L. Linear filtering and estimation in conditionally Gaussian multi-channel models. [Doctoral Dissertation]. University of Southern California; 2013. Available from: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/311972/rec/3828


University of Southern California

7. Zhu, Xun. Identifying important microRNAs in progression of breast cancer.

Degree: MS, Applied Mathematics, 2014, University of Southern California

 Stefan Wuchty et. al. from PLOS summarized a workflow to identify important miRs of pathways for a type of tumor, which uses GSEA to measure… (more)

Subjects/Keywords: microRNA; GSEA; random‐forest; p‐value

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APA (6th Edition):

Zhu, X. (2014). Identifying important microRNAs in progression of breast cancer. (Masters Thesis). University of Southern California. Retrieved from http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/435497/rec/3328

Chicago Manual of Style (16th Edition):

Zhu, Xun. “Identifying important microRNAs in progression of breast cancer.” 2014. Masters Thesis, University of Southern California. Accessed February 21, 2019. http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/435497/rec/3328.

MLA Handbook (7th Edition):

Zhu, Xun. “Identifying important microRNAs in progression of breast cancer.” 2014. Web. 21 Feb 2019.

Vancouver:

Zhu X. Identifying important microRNAs in progression of breast cancer. [Internet] [Masters thesis]. University of Southern California; 2014. [cited 2019 Feb 21]. Available from: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/435497/rec/3328.

Council of Science Editors:

Zhu X. Identifying important microRNAs in progression of breast cancer. [Masters Thesis]. University of Southern California; 2014. Available from: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/435497/rec/3328


University of Southern California

8. Xu, Min. Automatic tracking of protein vesicles.

Degree: MA, Applied Mathematics, 2009, University of Southern California

 With the advance of fluorescence imaging technologies, recently cell biologists are able to record the movement of protein vesicles within a living cell. Automatic tracking… (more)

Subjects/Keywords: cell biology; protein transportation; automatic tracking; Kalman filters; dynamical programming

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APA (6th Edition):

Xu, M. (2009). Automatic tracking of protein vesicles. (Masters Thesis). University of Southern California. Retrieved from http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll127/id/221645/rec/1002

Chicago Manual of Style (16th Edition):

Xu, Min. “Automatic tracking of protein vesicles.” 2009. Masters Thesis, University of Southern California. Accessed February 21, 2019. http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll127/id/221645/rec/1002.

MLA Handbook (7th Edition):

Xu, Min. “Automatic tracking of protein vesicles.” 2009. Web. 21 Feb 2019.

Vancouver:

Xu M. Automatic tracking of protein vesicles. [Internet] [Masters thesis]. University of Southern California; 2009. [cited 2019 Feb 21]. Available from: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll127/id/221645/rec/1002.

Council of Science Editors:

Xu M. Automatic tracking of protein vesicles. [Masters Thesis]. University of Southern California; 2009. Available from: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll127/id/221645/rec/1002


University of Southern California

9. Dai, Zheng. A nonlinear pharmacokinetic model used in calibrating a transdermal alcohol transport concentration biosensor data analysis software.

Degree: MS, Applied Mathematics, 2014, University of Southern California

 In Rosen's earlier work [1] [4], blood (BAC) or breath (BrAC) alcohol concentration was estimated from biosensor measurements of transdermal alcohol concentration (TAC) by forward… (more)

Subjects/Keywords: nonlinear pharmacokinetic model; transdermal alcohol transport

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APA (6th Edition):

Dai, Z. (2014). A nonlinear pharmacokinetic model used in calibrating a transdermal alcohol transport concentration biosensor data analysis software. (Masters Thesis). University of Southern California. Retrieved from http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/453438/rec/279

Chicago Manual of Style (16th Edition):

Dai, Zheng. “A nonlinear pharmacokinetic model used in calibrating a transdermal alcohol transport concentration biosensor data analysis software.” 2014. Masters Thesis, University of Southern California. Accessed February 21, 2019. http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/453438/rec/279.

MLA Handbook (7th Edition):

Dai, Zheng. “A nonlinear pharmacokinetic model used in calibrating a transdermal alcohol transport concentration biosensor data analysis software.” 2014. Web. 21 Feb 2019.

Vancouver:

Dai Z. A nonlinear pharmacokinetic model used in calibrating a transdermal alcohol transport concentration biosensor data analysis software. [Internet] [Masters thesis]. University of Southern California; 2014. [cited 2019 Feb 21]. Available from: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/453438/rec/279.

Council of Science Editors:

Dai Z. A nonlinear pharmacokinetic model used in calibrating a transdermal alcohol transport concentration biosensor data analysis software. [Masters Thesis]. University of Southern California; 2014. Available from: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/453438/rec/279


University of Southern California

10. Ao, Xi. Empirical approach for estimating the ExB velocity from VTEC map.

Degree: MS, Applied Mathematics, 2014, University of Southern California

 For the development of wireless communication, the Earth's ionosphere is very critical. A Matlab program is designed to improve the techniques for monitoring and forecasting… (more)

Subjects/Keywords: ExB velocity

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APA (6th Edition):

Ao, X. (2014). Empirical approach for estimating the ExB velocity from VTEC map. (Masters Thesis). University of Southern California. Retrieved from http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/448978/rec/2316

Chicago Manual of Style (16th Edition):

Ao, Xi. “Empirical approach for estimating the ExB velocity from VTEC map.” 2014. Masters Thesis, University of Southern California. Accessed February 21, 2019. http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/448978/rec/2316.

MLA Handbook (7th Edition):

Ao, Xi. “Empirical approach for estimating the ExB velocity from VTEC map.” 2014. Web. 21 Feb 2019.

Vancouver:

Ao X. Empirical approach for estimating the ExB velocity from VTEC map. [Internet] [Masters thesis]. University of Southern California; 2014. [cited 2019 Feb 21]. Available from: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/448978/rec/2316.

Council of Science Editors:

Ao X. Empirical approach for estimating the ExB velocity from VTEC map. [Masters Thesis]. University of Southern California; 2014. Available from: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/448978/rec/2316


University of Southern California

11. Liu, Cheng. Finding technical trading rules in high-frequency data by using genetic programming.

Degree: MS, Applied Mathematics, 2014, University of Southern California

 I use genetic programming to find technical trading rules of S&P 500 index, using one‐minute high frequency intraday data during about one and half years.… (more)

Subjects/Keywords: genetic programming; tree; high frequency; technical trading rules; excess return; S&; P 500 index

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APA (6th Edition):

Liu, C. (2014). Finding technical trading rules in high-frequency data by using genetic programming. (Masters Thesis). University of Southern California. Retrieved from http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/448943/rec/2816

Chicago Manual of Style (16th Edition):

Liu, Cheng. “Finding technical trading rules in high-frequency data by using genetic programming.” 2014. Masters Thesis, University of Southern California. Accessed February 21, 2019. http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/448943/rec/2816.

MLA Handbook (7th Edition):

Liu, Cheng. “Finding technical trading rules in high-frequency data by using genetic programming.” 2014. Web. 21 Feb 2019.

Vancouver:

Liu C. Finding technical trading rules in high-frequency data by using genetic programming. [Internet] [Masters thesis]. University of Southern California; 2014. [cited 2019 Feb 21]. Available from: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/448943/rec/2816.

Council of Science Editors:

Liu C. Finding technical trading rules in high-frequency data by using genetic programming. [Masters Thesis]. University of Southern California; 2014. Available from: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/448943/rec/2816


University of Southern California

12. Daley, Timothy Patrick. Non-parametric models for large capture-recapture experiments with applications to DNA sequencing.

Degree: PhD, Applied Mathematics, 2014, University of Southern California

 Consider an experiment where observations are sampled or arrive from an unknown population made up of a finite but unknown number of classes. The class… (more)

Subjects/Keywords: non-parametric; empirical Bayes; DNA sequencing; capture-recapture

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APA (6th Edition):

Daley, T. P. (2014). Non-parametric models for large capture-recapture experiments with applications to DNA sequencing. (Doctoral Dissertation). University of Southern California. Retrieved from http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/509434/rec/4434

Chicago Manual of Style (16th Edition):

Daley, Timothy Patrick. “Non-parametric models for large capture-recapture experiments with applications to DNA sequencing.” 2014. Doctoral Dissertation, University of Southern California. Accessed February 21, 2019. http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/509434/rec/4434.

MLA Handbook (7th Edition):

Daley, Timothy Patrick. “Non-parametric models for large capture-recapture experiments with applications to DNA sequencing.” 2014. Web. 21 Feb 2019.

Vancouver:

Daley TP. Non-parametric models for large capture-recapture experiments with applications to DNA sequencing. [Internet] [Doctoral dissertation]. University of Southern California; 2014. [cited 2019 Feb 21]. Available from: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/509434/rec/4434.

Council of Science Editors:

Daley TP. Non-parametric models for large capture-recapture experiments with applications to DNA sequencing. [Doctoral Dissertation]. University of Southern California; 2014. Available from: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/509434/rec/4434


University of Southern California

13. Xu, Conghuan. Asset price dynamics simulation and trading strategy.

Degree: MS, Applied Mathematics, 2015, University of Southern California

 In this paper, we simulate an artificial stock market and develop some trading strategies. The objective is to use our simulated market to make some… (more)

Subjects/Keywords: finance; markets; trading of stock; price dynamics; machine learning; neural network

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APA (6th Edition):

Xu, C. (2015). Asset price dynamics simulation and trading strategy. (Masters Thesis). University of Southern California. Retrieved from http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/556444/rec/958

Chicago Manual of Style (16th Edition):

Xu, Conghuan. “Asset price dynamics simulation and trading strategy.” 2015. Masters Thesis, University of Southern California. Accessed February 21, 2019. http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/556444/rec/958.

MLA Handbook (7th Edition):

Xu, Conghuan. “Asset price dynamics simulation and trading strategy.” 2015. Web. 21 Feb 2019.

Vancouver:

Xu C. Asset price dynamics simulation and trading strategy. [Internet] [Masters thesis]. University of Southern California; 2015. [cited 2019 Feb 21]. Available from: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/556444/rec/958.

Council of Science Editors:

Xu C. Asset price dynamics simulation and trading strategy. [Masters Thesis]. University of Southern California; 2015. Available from: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/556444/rec/958


University of Southern California

14. Song, Qian. Optimal and exact control of evolution equations.

Degree: PhD, Applied Mathematics, 2010, University of Southern California

 The objective of optimal control is to optimize (minimize or maximize) a certain performance index. The objective of exact control is to ensure that the… (more)

Subjects/Keywords: optimal control; exact control

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APA (6th Edition):

Song, Q. (2010). Optimal and exact control of evolution equations. (Doctoral Dissertation). University of Southern California. Retrieved from http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll127/id/90974/rec/4591

Chicago Manual of Style (16th Edition):

Song, Qian. “Optimal and exact control of evolution equations.” 2010. Doctoral Dissertation, University of Southern California. Accessed February 21, 2019. http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll127/id/90974/rec/4591.

MLA Handbook (7th Edition):

Song, Qian. “Optimal and exact control of evolution equations.” 2010. Web. 21 Feb 2019.

Vancouver:

Song Q. Optimal and exact control of evolution equations. [Internet] [Doctoral dissertation]. University of Southern California; 2010. [cited 2019 Feb 21]. Available from: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll127/id/90974/rec/4591.

Council of Science Editors:

Song Q. Optimal and exact control of evolution equations. [Doctoral Dissertation]. University of Southern California; 2010. Available from: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll127/id/90974/rec/4591


University of Southern California

15. Bessam, Diogo. Large deviations rates in a Gaussian setting and related topics.

Degree: PhD, Applied Mathematics, 2014, University of Southern California

 We study large deviations (LD) rates in a Gaussian setting and their representation in terms of more fundamental objects: the covariance operator, the Cameron‐Martin space,… (more)

Subjects/Keywords: Gaussian; large deviations; Cameron-Martin space; Wentzell‐Freidlin estimates

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APA (6th Edition):

Bessam, D. (2014). Large deviations rates in a Gaussian setting and related topics. (Doctoral Dissertation). University of Southern California. Retrieved from http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/447401/rec/3734

Chicago Manual of Style (16th Edition):

Bessam, Diogo. “Large deviations rates in a Gaussian setting and related topics.” 2014. Doctoral Dissertation, University of Southern California. Accessed February 21, 2019. http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/447401/rec/3734.

MLA Handbook (7th Edition):

Bessam, Diogo. “Large deviations rates in a Gaussian setting and related topics.” 2014. Web. 21 Feb 2019.

Vancouver:

Bessam D. Large deviations rates in a Gaussian setting and related topics. [Internet] [Doctoral dissertation]. University of Southern California; 2014. [cited 2019 Feb 21]. Available from: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/447401/rec/3734.

Council of Science Editors:

Bessam D. Large deviations rates in a Gaussian setting and related topics. [Doctoral Dissertation]. University of Southern California; 2014. Available from: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/447401/rec/3734


University of Southern California

16. Stram, Alexander H. Theoretical foundations of approximate Bayesian computation.

Degree: MA, Mathematics, 2015, University of Southern California

 We introduce Monte Carlo estimates with discussion of numerical integration and the curse of dimensionality, using a toy example of estimating π using a d−dimensional… (more)

Subjects/Keywords: approximate Bayesian computation; Monte Carlo; sequential Monte Carlo; Bayesian statistics; importance sampling; sequential importance sampling

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APA (6th Edition):

Stram, A. H. (2015). Theoretical foundations of approximate Bayesian computation. (Masters Thesis). University of Southern California. Retrieved from http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/558978/rec/7417

Chicago Manual of Style (16th Edition):

Stram, Alexander H. “Theoretical foundations of approximate Bayesian computation.” 2015. Masters Thesis, University of Southern California. Accessed February 21, 2019. http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/558978/rec/7417.

MLA Handbook (7th Edition):

Stram, Alexander H. “Theoretical foundations of approximate Bayesian computation.” 2015. Web. 21 Feb 2019.

Vancouver:

Stram AH. Theoretical foundations of approximate Bayesian computation. [Internet] [Masters thesis]. University of Southern California; 2015. [cited 2019 Feb 21]. Available from: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/558978/rec/7417.

Council of Science Editors:

Stram AH. Theoretical foundations of approximate Bayesian computation. [Masters Thesis]. University of Southern California; 2015. Available from: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/558978/rec/7417


University of Southern California

17. Dungca, Jason Tomas. Return time distributions of n-cylinders and infinitely long strings.

Degree: MA, Applied Mathematics, 2014, University of Southern California

 Consider an invariant probability measure and a shift space made of symbolic strings (sequences of symbols, which are considered to be probabilitistic events). Within this… (more)

Subjects/Keywords: ergodic theory; n-cylinder; shift space; stochastic process; Markov measure

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APA (6th Edition):

Dungca, J. T. (2014). Return time distributions of n-cylinders and infinitely long strings. (Masters Thesis). University of Southern California. Retrieved from http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/422266/rec/5573

Chicago Manual of Style (16th Edition):

Dungca, Jason Tomas. “Return time distributions of n-cylinders and infinitely long strings.” 2014. Masters Thesis, University of Southern California. Accessed February 21, 2019. http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/422266/rec/5573.

MLA Handbook (7th Edition):

Dungca, Jason Tomas. “Return time distributions of n-cylinders and infinitely long strings.” 2014. Web. 21 Feb 2019.

Vancouver:

Dungca JT. Return time distributions of n-cylinders and infinitely long strings. [Internet] [Masters thesis]. University of Southern California; 2014. [cited 2019 Feb 21]. Available from: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/422266/rec/5573.

Council of Science Editors:

Dungca JT. Return time distributions of n-cylinders and infinitely long strings. [Masters Thesis]. University of Southern California; 2014. Available from: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/422266/rec/5573


University of Southern California

18. Zhong, Jie. Second order in time stochastic evolution equations and Wiener chaos approach.

Degree: PhD, Applied Mathematics, 2013, University of Southern California

 This thesis aims to study the well-posedness of second order in time stochastic evolution equations. ❧ Motivated by the well known stochastic parabolicity condition, a… (more)

Subjects/Keywords: second order in time; stochastic evolution equations; Wiener chaos

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APA (6th Edition):

Zhong, J. (2013). Second order in time stochastic evolution equations and Wiener chaos approach. (Doctoral Dissertation). University of Southern California. Retrieved from http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/243955/rec/5731

Chicago Manual of Style (16th Edition):

Zhong, Jie. “Second order in time stochastic evolution equations and Wiener chaos approach.” 2013. Doctoral Dissertation, University of Southern California. Accessed February 21, 2019. http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/243955/rec/5731.

MLA Handbook (7th Edition):

Zhong, Jie. “Second order in time stochastic evolution equations and Wiener chaos approach.” 2013. Web. 21 Feb 2019.

Vancouver:

Zhong J. Second order in time stochastic evolution equations and Wiener chaos approach. [Internet] [Doctoral dissertation]. University of Southern California; 2013. [cited 2019 Feb 21]. Available from: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/243955/rec/5731.

Council of Science Editors:

Zhong J. Second order in time stochastic evolution equations and Wiener chaos approach. [Doctoral Dissertation]. University of Southern California; 2013. Available from: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/243955/rec/5731


University of Southern California

19. Song, Mingpu. Generalized Taylor effect for main financial markets.

Degree: MS, Statistics, 2014, University of Southern California

 It has been tested that for financial time series, the autocorrelation does not exists for the returns themselves, while exist for the power transformation of… (more)

Subjects/Keywords: financial time series; autocorrelation; GARCH model; Taylor effect

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APA (6th Edition):

Song, M. (2014). Generalized Taylor effect for main financial markets. (Masters Thesis). University of Southern California. Retrieved from http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/419973/rec/2979

Chicago Manual of Style (16th Edition):

Song, Mingpu. “Generalized Taylor effect for main financial markets.” 2014. Masters Thesis, University of Southern California. Accessed February 21, 2019. http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/419973/rec/2979.

MLA Handbook (7th Edition):

Song, Mingpu. “Generalized Taylor effect for main financial markets.” 2014. Web. 21 Feb 2019.

Vancouver:

Song M. Generalized Taylor effect for main financial markets. [Internet] [Masters thesis]. University of Southern California; 2014. [cited 2019 Feb 21]. Available from: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/419973/rec/2979.

Council of Science Editors:

Song M. Generalized Taylor effect for main financial markets. [Masters Thesis]. University of Southern California; 2014. Available from: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/419973/rec/2979


University of Southern California

20. Kaligotla, Sivaditya. Asymptotic problems in stochastic partial differential equations: a Wiener chaos approach.

Degree: PhD, Applied Mathematics, 2012, University of Southern California

 It has been known for a while that certain non-linear as well as bilinear stochastic partial differential equations driven by a singular noise must be… (more)

Subjects/Keywords: stochastic; pde; spde; wiener chaos; wce; burgers equation; wick; kondratiev; generalized random elements

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APA (6th Edition):

Kaligotla, S. (2012). Asymptotic problems in stochastic partial differential equations: a Wiener chaos approach. (Doctoral Dissertation). University of Southern California. Retrieved from http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/28303/rec/977

Chicago Manual of Style (16th Edition):

Kaligotla, Sivaditya. “Asymptotic problems in stochastic partial differential equations: a Wiener chaos approach.” 2012. Doctoral Dissertation, University of Southern California. Accessed February 21, 2019. http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/28303/rec/977.

MLA Handbook (7th Edition):

Kaligotla, Sivaditya. “Asymptotic problems in stochastic partial differential equations: a Wiener chaos approach.” 2012. Web. 21 Feb 2019.

Vancouver:

Kaligotla S. Asymptotic problems in stochastic partial differential equations: a Wiener chaos approach. [Internet] [Doctoral dissertation]. University of Southern California; 2012. [cited 2019 Feb 21]. Available from: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/28303/rec/977.

Council of Science Editors:

Kaligotla S. Asymptotic problems in stochastic partial differential equations: a Wiener chaos approach. [Doctoral Dissertation]. University of Southern California; 2012. Available from: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/28303/rec/977


University of Southern California

21. Moers, Michael. Statistical inference of stochastic differential equations driven by Gaussian noise.

Degree: PhD, Applied Mathematics, 2012, University of Southern California

 The objective of this thesis is to study statistical inference of first and second order ordinary differential equations driven by continuous Gaussian noise under continous… (more)

Subjects/Keywords: statistical inference; Volterra processes; maximum-likelihood estimation; fractional Brownian motion

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APA (6th Edition):

Moers, M. (2012). Statistical inference of stochastic differential equations driven by Gaussian noise. (Doctoral Dissertation). University of Southern California. Retrieved from http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/63399/rec/6044

Chicago Manual of Style (16th Edition):

Moers, Michael. “Statistical inference of stochastic differential equations driven by Gaussian noise.” 2012. Doctoral Dissertation, University of Southern California. Accessed February 21, 2019. http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/63399/rec/6044.

MLA Handbook (7th Edition):

Moers, Michael. “Statistical inference of stochastic differential equations driven by Gaussian noise.” 2012. Web. 21 Feb 2019.

Vancouver:

Moers M. Statistical inference of stochastic differential equations driven by Gaussian noise. [Internet] [Doctoral dissertation]. University of Southern California; 2012. [cited 2019 Feb 21]. Available from: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/63399/rec/6044.

Council of Science Editors:

Moers M. Statistical inference of stochastic differential equations driven by Gaussian noise. [Doctoral Dissertation]. University of Southern California; 2012. Available from: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/63399/rec/6044


University of Southern California

22. Xu, Shanshan. Non-parametric multivariate regression hypothesis testing.

Degree: PhD, Mathematics, 2012, University of Southern California

 We introduce three nonparametric multivariate methods for testing the elements of the regression matrix. We investigate the nite-sample performance, robustness and heteroscedasticity of these methods.… (more)

Subjects/Keywords: non-parametric; multivariate; hypothesis testing

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APA (6th Edition):

Xu, S. (2012). Non-parametric multivariate regression hypothesis testing. (Doctoral Dissertation). University of Southern California. Retrieved from http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/118232/rec/4435

Chicago Manual of Style (16th Edition):

Xu, Shanshan. “Non-parametric multivariate regression hypothesis testing.” 2012. Doctoral Dissertation, University of Southern California. Accessed February 21, 2019. http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/118232/rec/4435.

MLA Handbook (7th Edition):

Xu, Shanshan. “Non-parametric multivariate regression hypothesis testing.” 2012. Web. 21 Feb 2019.

Vancouver:

Xu S. Non-parametric multivariate regression hypothesis testing. [Internet] [Doctoral dissertation]. University of Southern California; 2012. [cited 2019 Feb 21]. Available from: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/118232/rec/4435.

Council of Science Editors:

Xu S. Non-parametric multivariate regression hypothesis testing. [Doctoral Dissertation]. University of Southern California; 2012. Available from: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/118232/rec/4435


University of Southern California

23. Cialenco, Igor. Regularity of solutions and parameter estimation for SPDE's with space-time white noise.

Degree: PhD, Applied Mathematics, University of Southern California

 In this work we discuss two problems related to stochastic partial differential equations (SPDEs): analytical properties of solutions and parameter estimation for SPDE's.; We address… (more)

Subjects/Keywords: stocahstic PDE; statistical inference for SPDE; model of forward rates; regularity of solutions; Holder continuity of solutions of SPDE; MLE of the drift term

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APA (6th Edition):

Cialenco, I. (n.d.). Regularity of solutions and parameter estimation for SPDE's with space-time white noise. (Doctoral Dissertation). University of Southern California. Retrieved from http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll127/id/319649/rec/5482

Note: this citation may be lacking information needed for this citation format:
No year of publication.

Chicago Manual of Style (16th Edition):

Cialenco, Igor. “Regularity of solutions and parameter estimation for SPDE's with space-time white noise.” Doctoral Dissertation, University of Southern California. Accessed February 21, 2019. http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll127/id/319649/rec/5482.

Note: this citation may be lacking information needed for this citation format:
No year of publication.

MLA Handbook (7th Edition):

Cialenco, Igor. “Regularity of solutions and parameter estimation for SPDE's with space-time white noise.” Web. 21 Feb 2019.

Note: this citation may be lacking information needed for this citation format:
No year of publication.

Vancouver:

Cialenco I. Regularity of solutions and parameter estimation for SPDE's with space-time white noise. [Internet] [Doctoral dissertation]. University of Southern California; [cited 2019 Feb 21]. Available from: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll127/id/319649/rec/5482.

Note: this citation may be lacking information needed for this citation format:
No year of publication.

Council of Science Editors:

Cialenco I. Regularity of solutions and parameter estimation for SPDE's with space-time white noise. [Doctoral Dissertation]. University of Southern California; Available from: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll127/id/319649/rec/5482

Note: this citation may be lacking information needed for this citation format:
No year of publication.


University of Southern California

24. Li, Xiufang. New results on pricing Asian options.

Degree: PhD, Applied Mathematics, University of Southern California

 An Asian option is a path-dependent option whose payoff depends on the average price of the underlying asset during the life of the option. Asian… (more)

Subjects/Keywords: Asian Options; binomial tree method; combinatorial method

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APA (6th Edition):

Li, X. (n.d.). New results on pricing Asian options. (Doctoral Dissertation). University of Southern California. Retrieved from http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll127/id/309399/rec/4403

Note: this citation may be lacking information needed for this citation format:
No year of publication.

Chicago Manual of Style (16th Edition):

Li, Xiufang. “New results on pricing Asian options.” Doctoral Dissertation, University of Southern California. Accessed February 21, 2019. http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll127/id/309399/rec/4403.

Note: this citation may be lacking information needed for this citation format:
No year of publication.

MLA Handbook (7th Edition):

Li, Xiufang. “New results on pricing Asian options.” Web. 21 Feb 2019.

Note: this citation may be lacking information needed for this citation format:
No year of publication.

Vancouver:

Li X. New results on pricing Asian options. [Internet] [Doctoral dissertation]. University of Southern California; [cited 2019 Feb 21]. Available from: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll127/id/309399/rec/4403.

Note: this citation may be lacking information needed for this citation format:
No year of publication.

Council of Science Editors:

Li X. New results on pricing Asian options. [Doctoral Dissertation]. University of Southern California; Available from: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll127/id/309399/rec/4403

Note: this citation may be lacking information needed for this citation format:
No year of publication.

.