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You searched for +publisher:"University of Southern California" +contributor:("Zhang, Jianfeng"). Showing records 1 – 30 of 34 total matches.

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University of Southern California

1. Zhuo, Jia. Probabilistic numerical methods for fully nonlinear PDEs and related topics.

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

 In this dissertation we will discuss three topics, starting with a monotone scheme for high dimensional fully nonlinear PDEs, which include the quasi‐linear PDE that… (more)

Subjects/Keywords: probability; numerical methods; PDE; path‐dependent; BSDE

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APA (6th Edition):

Zhuo, J. (2014). Probabilistic numerical methods for fully nonlinear PDEs and related topics. (Doctoral Dissertation). University of Southern California. Retrieved from http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/452880/rec/5237

Chicago Manual of Style (16th Edition):

Zhuo, Jia. “Probabilistic numerical methods for fully nonlinear PDEs and related topics.” 2014. Doctoral Dissertation, University of Southern California. Accessed March 22, 2019. http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/452880/rec/5237.

MLA Handbook (7th Edition):

Zhuo, Jia. “Probabilistic numerical methods for fully nonlinear PDEs and related topics.” 2014. Web. 22 Mar 2019.

Vancouver:

Zhuo J. Probabilistic numerical methods for fully nonlinear PDEs and related topics. [Internet] [Doctoral dissertation]. University of Southern California; 2014. [cited 2019 Mar 22]. Available from: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/452880/rec/5237.

Council of Science Editors:

Zhuo J. Probabilistic numerical methods for fully nonlinear PDEs and related topics. [Doctoral Dissertation]. University of Southern California; 2014. Available from: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/452880/rec/5237


University of Southern California

2. Wang, Xinyang. Dynamic equilibrium model for limit order book and optimal execution problem.

Degree: PhD, Applied Mathematics, 2011, University of Southern California

 In this dissertation we study the optimal execution problem on an order driven market under our equilibrium model for the limit order book (LOB). In… (more)

Subjects/Keywords: limit order book; liquidity risk; optimal execution

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APA (6th Edition):

Wang, X. (2011). Dynamic equilibrium model for limit order book and optimal execution problem. (Doctoral Dissertation). University of Southern California. Retrieved from http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll127/id/624666/rec/2120

Chicago Manual of Style (16th Edition):

Wang, Xinyang. “Dynamic equilibrium model for limit order book and optimal execution problem.” 2011. Doctoral Dissertation, University of Southern California. Accessed March 22, 2019. http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll127/id/624666/rec/2120.

MLA Handbook (7th Edition):

Wang, Xinyang. “Dynamic equilibrium model for limit order book and optimal execution problem.” 2011. Web. 22 Mar 2019.

Vancouver:

Wang X. Dynamic equilibrium model for limit order book and optimal execution problem. [Internet] [Doctoral dissertation]. University of Southern California; 2011. [cited 2019 Mar 22]. Available from: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll127/id/624666/rec/2120.

Council of Science Editors:

Wang X. Dynamic equilibrium model for limit order book and optimal execution problem. [Doctoral Dissertation]. University of Southern California; 2011. Available from: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll127/id/624666/rec/2120


University of Southern California

3. Li, Jing. The use of alignment-free statistics for the evolutionary study of study of 5' cis-regulatory sequences.

Degree: MS, Statistics, 2011, University of Southern California

 Phylogenetic tree reconstruction is important for the understanding of the evolutionary history of sequences. Traditionally, it requires construction of a multiple sequence alignment (MSA) from… (more)

Subjects/Keywords: alignment-free; k-tuple; phylogenetic tree

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APA (6th Edition):

Li, J. (2011). The use of alignment-free statistics for the evolutionary study of study of 5' cis-regulatory sequences. (Masters Thesis). University of Southern California. Retrieved from http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll127/id/660674/rec/7368

Chicago Manual of Style (16th Edition):

Li, Jing. “The use of alignment-free statistics for the evolutionary study of study of 5' cis-regulatory sequences.” 2011. Masters Thesis, University of Southern California. Accessed March 22, 2019. http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll127/id/660674/rec/7368.

MLA Handbook (7th Edition):

Li, Jing. “The use of alignment-free statistics for the evolutionary study of study of 5' cis-regulatory sequences.” 2011. Web. 22 Mar 2019.

Vancouver:

Li J. The use of alignment-free statistics for the evolutionary study of study of 5' cis-regulatory sequences. [Internet] [Masters thesis]. University of Southern California; 2011. [cited 2019 Mar 22]. Available from: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll127/id/660674/rec/7368.

Council of Science Editors:

Li J. The use of alignment-free statistics for the evolutionary study of study of 5' cis-regulatory sequences. [Masters Thesis]. University of Southern California; 2011. Available from: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll127/id/660674/rec/7368


University of Southern California

4. Xia, Li Charlie. Efficient statistical significance approximation for local association analysis of high-throughput time series data.

Degree: MS, Statistics, 2012, University of Southern California

 Local association analysis, such as local similarity analysis and local shape analysis, of biological time series data helps elucidate the varying dynamics of biological systems.… (more)

Subjects/Keywords: high-throughput data; local association; local shape analysis; local similarity analysis; microbial community; time-series data

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APA (6th Edition):

Xia, L. C. (2012). Efficient statistical significance approximation for local association analysis of high-throughput time series data. (Masters Thesis). University of Southern California. Retrieved from http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/87579/rec/2249

Chicago Manual of Style (16th Edition):

Xia, Li Charlie. “Efficient statistical significance approximation for local association analysis of high-throughput time series data.” 2012. Masters Thesis, University of Southern California. Accessed March 22, 2019. http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/87579/rec/2249.

MLA Handbook (7th Edition):

Xia, Li Charlie. “Efficient statistical significance approximation for local association analysis of high-throughput time series data.” 2012. Web. 22 Mar 2019.

Vancouver:

Xia LC. Efficient statistical significance approximation for local association analysis of high-throughput time series data. [Internet] [Masters thesis]. University of Southern California; 2012. [cited 2019 Mar 22]. Available from: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/87579/rec/2249.

Council of Science Editors:

Xia LC. Efficient statistical significance approximation for local association analysis of high-throughput time series data. [Masters Thesis]. University of Southern California; 2012. Available from: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/87579/rec/2249


University of Southern California

5. Wang, Qixin. Genetic analysis of differentiation of T-helper lymphocytes.

Degree: MS, Statistics, 2013, University of Southern California

 In the human immune system, T-helper cells are able to differentiate into two lymphocyte subsets: Th1 and Th2. The intracellular signaling pathways of differentiation form… (more)

Subjects/Keywords: genetic analysis; system dynamics model; Th1-Th2; equilibrium point

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APA (6th Edition):

Wang, Q. (2013). Genetic analysis of differentiation of T-helper lymphocytes. (Masters Thesis). University of Southern California. Retrieved from http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/240805/rec/2989

Chicago Manual of Style (16th Edition):

Wang, Qixin. “Genetic analysis of differentiation of T-helper lymphocytes.” 2013. Masters Thesis, University of Southern California. Accessed March 22, 2019. http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/240805/rec/2989.

MLA Handbook (7th Edition):

Wang, Qixin. “Genetic analysis of differentiation of T-helper lymphocytes.” 2013. Web. 22 Mar 2019.

Vancouver:

Wang Q. Genetic analysis of differentiation of T-helper lymphocytes. [Internet] [Masters thesis]. University of Southern California; 2013. [cited 2019 Mar 22]. Available from: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/240805/rec/2989.

Council of Science Editors:

Wang Q. Genetic analysis of differentiation of T-helper lymphocytes. [Masters Thesis]. University of Southern California; 2013. Available from: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/240805/rec/2989


University of Southern California

6. Ekren, Ibrahim. Path dependent partial differential equations and related topics.

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

 The aim of this thesis is to extend the viscosity solutions theory of partial differential equations to the space of continuous paths. It is well‐known… (more)

Subjects/Keywords: backward SDE; nonlinear expectation; viscosity solutions

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APA (6th Edition):

Ekren, I. (2014). Path dependent partial differential equations and related topics. (Doctoral Dissertation). University of Southern California. Retrieved from http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/431239/rec/4948

Chicago Manual of Style (16th Edition):

Ekren, Ibrahim. “Path dependent partial differential equations and related topics.” 2014. Doctoral Dissertation, University of Southern California. Accessed March 22, 2019. http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/431239/rec/4948.

MLA Handbook (7th Edition):

Ekren, Ibrahim. “Path dependent partial differential equations and related topics.” 2014. Web. 22 Mar 2019.

Vancouver:

Ekren I. Path dependent partial differential equations and related topics. [Internet] [Doctoral dissertation]. University of Southern California; 2014. [cited 2019 Mar 22]. Available from: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/431239/rec/4948.

Council of Science Editors:

Ekren I. Path dependent partial differential equations and related topics. [Doctoral Dissertation]. University of Southern California; 2014. Available from: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/431239/rec/4948


University of Southern California

7. Wang, Huanhuan. Defaultable asset management with incomplete information.

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

 We consider a market where asset prices could be affected by multiple defaults along with possible factors including frailty. The aim of an investor is… (more)

Subjects/Keywords: BSDE; density; filtering; intensity; utility maximization; Zakai equation

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APA (6th Edition):

Wang, H. (2013). Defaultable asset management with incomplete information. (Doctoral Dissertation). University of Southern California. Retrieved from http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/131096/rec/1807

Chicago Manual of Style (16th Edition):

Wang, Huanhuan. “Defaultable asset management with incomplete information.” 2013. Doctoral Dissertation, University of Southern California. Accessed March 22, 2019. http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/131096/rec/1807.

MLA Handbook (7th Edition):

Wang, Huanhuan. “Defaultable asset management with incomplete information.” 2013. Web. 22 Mar 2019.

Vancouver:

Wang H. Defaultable asset management with incomplete information. [Internet] [Doctoral dissertation]. University of Southern California; 2013. [cited 2019 Mar 22]. Available from: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/131096/rec/1807.

Council of Science Editors:

Wang H. Defaultable asset management with incomplete information. [Doctoral Dissertation]. University of Southern California; 2013. Available from: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/131096/rec/1807


University of Southern California

8. Wang, Li. Modeling and analysis of nanostructure growth process kinetics and variations for scalable nanomanufacturing.

Degree: PhD, Industrial and Systems Engineering, 2013, University of Southern California

 Nanomanufacturing is currently a major bottleneck that hinders the transformation of nanotechnology from laboratory to industrial applications. Due to both limited process understanding and control,… (more)

Subjects/Keywords: statistical modeling; nano; Bayesian hierarchical model

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APA (6th Edition):

Wang, L. (2013). Modeling and analysis of nanostructure growth process kinetics and variations for scalable nanomanufacturing. (Doctoral Dissertation). University of Southern California. Retrieved from http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/347602/rec/4115

Chicago Manual of Style (16th Edition):

Wang, Li. “Modeling and analysis of nanostructure growth process kinetics and variations for scalable nanomanufacturing.” 2013. Doctoral Dissertation, University of Southern California. Accessed March 22, 2019. http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/347602/rec/4115.

MLA Handbook (7th Edition):

Wang, Li. “Modeling and analysis of nanostructure growth process kinetics and variations for scalable nanomanufacturing.” 2013. Web. 22 Mar 2019.

Vancouver:

Wang L. Modeling and analysis of nanostructure growth process kinetics and variations for scalable nanomanufacturing. [Internet] [Doctoral dissertation]. University of Southern California; 2013. [cited 2019 Mar 22]. Available from: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/347602/rec/4115.

Council of Science Editors:

Wang L. Modeling and analysis of nanostructure growth process kinetics and variations for scalable nanomanufacturing. [Doctoral Dissertation]. University of Southern California; 2013. Available from: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/347602/rec/4115


University of Southern California

9. 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 March 22, 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. 22 Mar 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 Mar 22]. 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

10. 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 March 22, 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. 22 Mar 2019.

Vancouver:

Xu L. Linear filtering and estimation in conditionally Gaussian multi-channel models. [Internet] [Doctoral dissertation]. University of Southern California; 2013. [cited 2019 Mar 22]. 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

11. Aydilek, Harun. Optimal decisions under recursive utility.

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

 Recursive utility functions control the investors relative risk aversion (RRA) and elasticity of intertemporal substitution (EIS) by different parameters. They are generalization of expected utility… (more)

Subjects/Keywords: recursive utility; welfare loss

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APA (6th Edition):

Aydilek, H. (2010). Optimal decisions under recursive utility. (Doctoral Dissertation). University of Southern California. Retrieved from http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll127/id/80420/rec/4593

Chicago Manual of Style (16th Edition):

Aydilek, Harun. “Optimal decisions under recursive utility.” 2010. Doctoral Dissertation, University of Southern California. Accessed March 22, 2019. http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll127/id/80420/rec/4593.

MLA Handbook (7th Edition):

Aydilek, Harun. “Optimal decisions under recursive utility.” 2010. Web. 22 Mar 2019.

Vancouver:

Aydilek H. Optimal decisions under recursive utility. [Internet] [Doctoral dissertation]. University of Southern California; 2010. [cited 2019 Mar 22]. Available from: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll127/id/80420/rec/4593.

Council of Science Editors:

Aydilek H. Optimal decisions under recursive utility. [Doctoral Dissertation]. University of Southern California; 2010. Available from: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll127/id/80420/rec/4593


University of Southern California

12. Wu, Hao. Effect of basis functions in least-squares Monte Carlo (LSM) for pricing options.

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

 In modern financial world, it is one of the most challenging problems to valuate American-style options. Finite difference methods could be used only if the… (more)

Subjects/Keywords: least‐squares Monte Carlo (LSM); basis functions; American options; European options

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APA (6th Edition):

Wu, H. (2014). Effect of basis functions in least-squares Monte Carlo (LSM) for pricing options. (Masters Thesis). University of Southern California. Retrieved from http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/379998/rec/2171

Chicago Manual of Style (16th Edition):

Wu, Hao. “Effect of basis functions in least-squares Monte Carlo (LSM) for pricing options.” 2014. Masters Thesis, University of Southern California. Accessed March 22, 2019. http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/379998/rec/2171.

MLA Handbook (7th Edition):

Wu, Hao. “Effect of basis functions in least-squares Monte Carlo (LSM) for pricing options.” 2014. Web. 22 Mar 2019.

Vancouver:

Wu H. Effect of basis functions in least-squares Monte Carlo (LSM) for pricing options. [Internet] [Masters thesis]. University of Southern California; 2014. [cited 2019 Mar 22]. Available from: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/379998/rec/2171.

Council of Science Editors:

Wu H. Effect of basis functions in least-squares Monte Carlo (LSM) for pricing options. [Masters Thesis]. University of Southern California; 2014. Available from: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/379998/rec/2171


University of Southern California

13. Yun, Youngyun. Modeling default dependency and its application to finance and actuarial science.

Degree: PhD, Applied Mathematics, 2011, University of Southern California

 This thesis studies the modeling of default dependency in the reduced-form model and its application to both finance and actuarial science. Default dependency concerns about… (more)

Subjects/Keywords: correlated defaults; reduced-form model; change of measure; martingale; dependent mortality; indifference pricing

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APA (6th Edition):

Yun, Y. (2011). Modeling default dependency and its application to finance and actuarial science. (Doctoral Dissertation). University of Southern California. Retrieved from http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll127/id/621437/rec/4125

Chicago Manual of Style (16th Edition):

Yun, Youngyun. “Modeling default dependency and its application to finance and actuarial science.” 2011. Doctoral Dissertation, University of Southern California. Accessed March 22, 2019. http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll127/id/621437/rec/4125.

MLA Handbook (7th Edition):

Yun, Youngyun. “Modeling default dependency and its application to finance and actuarial science.” 2011. Web. 22 Mar 2019.

Vancouver:

Yun Y. Modeling default dependency and its application to finance and actuarial science. [Internet] [Doctoral dissertation]. University of Southern California; 2011. [cited 2019 Mar 22]. Available from: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll127/id/621437/rec/4125.

Council of Science Editors:

Yun Y. Modeling default dependency and its application to finance and actuarial science. [Doctoral Dissertation]. University of Southern California; 2011. Available from: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll127/id/621437/rec/4125


University of Southern California

14. Shi, Yemin. Penalized portfolio optimization.

Degree: MS, Mathematics, 2011, University of Southern California

 Penalization or regularization is an important integration to the traditional regression method to improve prediction accuracy, speed and adaptability for various problems. Lasso type L1-regularization… (more)

Subjects/Keywords: coordinate descent; penalized optimization; L1-penalty; LASSO; regularized regression; portfolio optimization; asset management; feature selection; LARS

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APA (6th Edition):

Shi, Y. (2011). Penalized portfolio optimization. (Masters Thesis). University of Southern California. Retrieved from http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll127/id/456828/rec/4962

Chicago Manual of Style (16th Edition):

Shi, Yemin. “Penalized portfolio optimization.” 2011. Masters Thesis, University of Southern California. Accessed March 22, 2019. http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll127/id/456828/rec/4962.

MLA Handbook (7th Edition):

Shi, Yemin. “Penalized portfolio optimization.” 2011. Web. 22 Mar 2019.

Vancouver:

Shi Y. Penalized portfolio optimization. [Internet] [Masters thesis]. University of Southern California; 2011. [cited 2019 Mar 22]. Available from: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll127/id/456828/rec/4962.

Council of Science Editors:

Shi Y. Penalized portfolio optimization. [Masters Thesis]. University of Southern California; 2011. Available from: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll127/id/456828/rec/4962


University of Southern California

15. Zheng, Zemin. Feature selection in high-dimensional modeling with thresholded regression.

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

 This dissertation addresses two challenging problems with respect to feature selection in the high-dimensional setting, where the number of covariates can be larger than the… (more)

Subjects/Keywords: prediction and variable selection; high dimensionality; hard-thresholding; global optimality; thresholded regression; shrinkage effect; latent confounding factors; principal components; model selection

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APA (6th Edition):

Zheng, Z. (2015). Feature selection in high-dimensional modeling with thresholded regression. (Doctoral Dissertation). University of Southern California. Retrieved from http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/544029/rec/2785

Chicago Manual of Style (16th Edition):

Zheng, Zemin. “Feature selection in high-dimensional modeling with thresholded regression.” 2015. Doctoral Dissertation, University of Southern California. Accessed March 22, 2019. http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/544029/rec/2785.

MLA Handbook (7th Edition):

Zheng, Zemin. “Feature selection in high-dimensional modeling with thresholded regression.” 2015. Web. 22 Mar 2019.

Vancouver:

Zheng Z. Feature selection in high-dimensional modeling with thresholded regression. [Internet] [Doctoral dissertation]. University of Southern California; 2015. [cited 2019 Mar 22]. Available from: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/544029/rec/2785.

Council of Science Editors:

Zheng Z. Feature selection in high-dimensional modeling with thresholded regression. [Doctoral Dissertation]. University of Southern California; 2015. Available from: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/544029/rec/2785


University of Southern California

16. Goncalves-Pinto, Luis. Essays on delegated asset management in illiquid markets.

Degree: PhD, Business Administration, 2011, University of Southern California

 This dissertation consists of three chapters of interrelated work in which I investigate the implications of money management incentives to delegated asset allocation and to… (more)

Subjects/Keywords: portfolio delegation

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APA (6th Edition):

Goncalves-Pinto, L. (2011). Essays on delegated asset management in illiquid markets. (Doctoral Dissertation). University of Southern California. Retrieved from http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll127/id/445249/rec/2448

Chicago Manual of Style (16th Edition):

Goncalves-Pinto, Luis. “Essays on delegated asset management in illiquid markets.” 2011. Doctoral Dissertation, University of Southern California. Accessed March 22, 2019. http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll127/id/445249/rec/2448.

MLA Handbook (7th Edition):

Goncalves-Pinto, Luis. “Essays on delegated asset management in illiquid markets.” 2011. Web. 22 Mar 2019.

Vancouver:

Goncalves-Pinto L. Essays on delegated asset management in illiquid markets. [Internet] [Doctoral dissertation]. University of Southern California; 2011. [cited 2019 Mar 22]. Available from: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll127/id/445249/rec/2448.

Council of Science Editors:

Goncalves-Pinto L. Essays on delegated asset management in illiquid markets. [Doctoral Dissertation]. University of Southern California; 2011. Available from: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll127/id/445249/rec/2448


University of Southern California

17. Keller, Christian. Pathwise stochastic analysis and related topics.

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

 In this dissertation, problems from stochastic analysis on path space are investigated. The dissertation consists of three major parts. The first two parts deal with… (more)

Subjects/Keywords: path-dependent PDEs; path-dependent integro-differential equations; backward SDEs; backward SDEs with jumps; functional Ito formula; viscosity solutions; comparison principle; Skorohod topologies; martingale problems; rough paths; functional Ito calculus; path derivatives; Ito-Ventzell formula; rough differential equations; rough PDEs; stochastic PDEs; characteristics

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APA (6th Edition):

Keller, C. (2015). Pathwise stochastic analysis and related topics. (Doctoral Dissertation). University of Southern California. Retrieved from http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/591043/rec/4954

Chicago Manual of Style (16th Edition):

Keller, Christian. “Pathwise stochastic analysis and related topics.” 2015. Doctoral Dissertation, University of Southern California. Accessed March 22, 2019. http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/591043/rec/4954.

MLA Handbook (7th Edition):

Keller, Christian. “Pathwise stochastic analysis and related topics.” 2015. Web. 22 Mar 2019.

Vancouver:

Keller C. Pathwise stochastic analysis and related topics. [Internet] [Doctoral dissertation]. University of Southern California; 2015. [cited 2019 Mar 22]. Available from: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/591043/rec/4954.

Council of Science Editors:

Keller C. Pathwise stochastic analysis and related topics. [Doctoral Dissertation]. University of Southern California; 2015. Available from: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/591043/rec/4954


University of Southern California

18. Du, Jie. On non-zero-sum stochastic game problems with stopping times.

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

 This dissertation consists of three parts. We first study the continuous time non-zero-sum Dynkin game which is a multi-player non-cooperative game on stopping times. We… (more)

Subjects/Keywords: Dynkin game; non-zero-sum game; principal-agent problem; stopping time; time inconsistency

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APA (6th Edition):

Du, J. (2012). On non-zero-sum stochastic game problems with stopping times. (Doctoral Dissertation). University of Southern California. Retrieved from http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/55813/rec/4520

Chicago Manual of Style (16th Edition):

Du, Jie. “On non-zero-sum stochastic game problems with stopping times.” 2012. Doctoral Dissertation, University of Southern California. Accessed March 22, 2019. http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/55813/rec/4520.

MLA Handbook (7th Edition):

Du, Jie. “On non-zero-sum stochastic game problems with stopping times.” 2012. Web. 22 Mar 2019.

Vancouver:

Du J. On non-zero-sum stochastic game problems with stopping times. [Internet] [Doctoral dissertation]. University of Southern California; 2012. [cited 2019 Mar 22]. Available from: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/55813/rec/4520.

Council of Science Editors:

Du J. On non-zero-sum stochastic game problems with stopping times. [Doctoral Dissertation]. University of Southern California; 2012. Available from: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/55813/rec/4520


University of Southern California

19. Chen, Jianfu. Forward-backward stochastic differential equations with discontinuous coefficient and regime switching term structure model.

Degree: PhD, Applied Mathematics, 2011, University of Southern California

 In this dissertation, we propose a regime switch term structure model built as forward-backward stochastic differential equations. We first generalize the model and study the… (more)

Subjects/Keywords: discontinuous coefficient; regime switching; stochastic differential equations

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APA (6th Edition):

Chen, J. (2011). Forward-backward stochastic differential equations with discontinuous coefficient and regime switching term structure model. (Doctoral Dissertation). University of Southern California. Retrieved from http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll127/id/444005/rec/2876

Chicago Manual of Style (16th Edition):

Chen, Jianfu. “Forward-backward stochastic differential equations with discontinuous coefficient and regime switching term structure model.” 2011. Doctoral Dissertation, University of Southern California. Accessed March 22, 2019. http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll127/id/444005/rec/2876.

MLA Handbook (7th Edition):

Chen, Jianfu. “Forward-backward stochastic differential equations with discontinuous coefficient and regime switching term structure model.” 2011. Web. 22 Mar 2019.

Vancouver:

Chen J. Forward-backward stochastic differential equations with discontinuous coefficient and regime switching term structure model. [Internet] [Doctoral dissertation]. University of Southern California; 2011. [cited 2019 Mar 22]. Available from: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll127/id/444005/rec/2876.

Council of Science Editors:

Chen J. Forward-backward stochastic differential equations with discontinuous coefficient and regime switching term structure model. [Doctoral Dissertation]. University of Southern California; 2011. Available from: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll127/id/444005/rec/2876


University of Southern California

20. Wang, Xin. Nonlinear expectations for continuous time model with jumps and applications.

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

 In this thesis, we study a special type of nonlinear expectation, the so-called G-expectation. We develop a representation theorem for the G-expectation defined on the… (more)

Subjects/Keywords: nonlinear expectation; G-expectation; model uncertainty; ruin problem

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APA (6th Edition):

Wang, X. (2013). Nonlinear expectations for continuous time model with jumps and applications. (Doctoral Dissertation). University of Southern California. Retrieved from http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/249570/rec/4443

Chicago Manual of Style (16th Edition):

Wang, Xin. “Nonlinear expectations for continuous time model with jumps and applications.” 2013. Doctoral Dissertation, University of Southern California. Accessed March 22, 2019. http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/249570/rec/4443.

MLA Handbook (7th Edition):

Wang, Xin. “Nonlinear expectations for continuous time model with jumps and applications.” 2013. Web. 22 Mar 2019.

Vancouver:

Wang X. Nonlinear expectations for continuous time model with jumps and applications. [Internet] [Doctoral dissertation]. University of Southern California; 2013. [cited 2019 Mar 22]. Available from: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/249570/rec/4443.

Council of Science Editors:

Wang X. Nonlinear expectations for continuous time model with jumps and applications. [Doctoral Dissertation]. University of Southern California; 2013. Available from: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/249570/rec/4443


University of Southern California

21. 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 March 22, 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. 22 Mar 2019.

Vancouver:

Song Q. Optimal and exact control of evolution equations. [Internet] [Doctoral dissertation]. University of Southern California; 2010. [cited 2019 Mar 22]. 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

22. Wu, Teng. A stochastic employment problem.

Degree: PhD, Industrial and Systems Engineering, 2013, University of Southern California

 This dissertation studied a Stochastic Assignment Problem, called “A Stochastic Employment Problem(SEP)”. There are n boxes having quota S =(S₁...Sn), that is box i needs… (more)

Subjects/Keywords: stochastic; assignment problem; sequential decision process; dynamic programming; simulation; optimization; applied probability modeling; stochastic dominance

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APA (6th Edition):

Wu, T. (2013). A stochastic employment problem. (Doctoral Dissertation). University of Southern California. Retrieved from http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/245624/rec/370

Chicago Manual of Style (16th Edition):

Wu, Teng. “A stochastic employment problem.” 2013. Doctoral Dissertation, University of Southern California. Accessed March 22, 2019. http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/245624/rec/370.

MLA Handbook (7th Edition):

Wu, Teng. “A stochastic employment problem.” 2013. Web. 22 Mar 2019.

Vancouver:

Wu T. A stochastic employment problem. [Internet] [Doctoral dissertation]. University of Southern California; 2013. [cited 2019 Mar 22]. Available from: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/245624/rec/370.

Council of Science Editors:

Wu T. A stochastic employment problem. [Doctoral Dissertation]. University of Southern California; 2013. Available from: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/245624/rec/370


University of Southern California

23. Pham, Triet M. Zero-sum stochastic differential games in weak formulation and related norms for semi-martingales.

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

 In this dissertation, we study three topics under a common theme: nonlinear expectation related to zero-sum stochastic differential games. To develop this nonlinear expectation, we… (more)

Subjects/Keywords: nonlinear expectations; G expectation; zero-sum games; stochastic differential games; path dependent partial differential equations; Bellman-Isaacs equations

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APA (6th Edition):

Pham, T. M. (2013). Zero-sum stochastic differential games in weak formulation and related norms for semi-martingales. (Doctoral Dissertation). University of Southern California. Retrieved from http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/230895/rec/7985

Chicago Manual of Style (16th Edition):

Pham, Triet M. “Zero-sum stochastic differential games in weak formulation and related norms for semi-martingales.” 2013. Doctoral Dissertation, University of Southern California. Accessed March 22, 2019. http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/230895/rec/7985.

MLA Handbook (7th Edition):

Pham, Triet M. “Zero-sum stochastic differential games in weak formulation and related norms for semi-martingales.” 2013. Web. 22 Mar 2019.

Vancouver:

Pham TM. Zero-sum stochastic differential games in weak formulation and related norms for semi-martingales. [Internet] [Doctoral dissertation]. University of Southern California; 2013. [cited 2019 Mar 22]. Available from: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/230895/rec/7985.

Council of Science Editors:

Pham TM. Zero-sum stochastic differential games in weak formulation and related norms for semi-martingales. [Doctoral Dissertation]. University of Southern California; 2013. Available from: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/230895/rec/7985


University of Southern California

24. Ding, Letian. Entanglement in quantum critical and topological phases.

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

 In this dissertation, we studied quantum entanglement in the context of many-body physics. Based on quasi-free bipartite fermionic models, we were able to study the… (more)

Subjects/Keywords: entanglement entropy; entanglement spectrum; quantum criticality; quantum entanglement; topological phases

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APA (6th Edition):

Ding, L. (2010). Entanglement in quantum critical and topological phases. (Doctoral Dissertation). University of Southern California. Retrieved from http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll127/id/348937/rec/2386

Chicago Manual of Style (16th Edition):

Ding, Letian. “Entanglement in quantum critical and topological phases.” 2010. Doctoral Dissertation, University of Southern California. Accessed March 22, 2019. http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll127/id/348937/rec/2386.

MLA Handbook (7th Edition):

Ding, Letian. “Entanglement in quantum critical and topological phases.” 2010. Web. 22 Mar 2019.

Vancouver:

Ding L. Entanglement in quantum critical and topological phases. [Internet] [Doctoral dissertation]. University of Southern California; 2010. [cited 2019 Mar 22]. Available from: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll127/id/348937/rec/2386.

Council of Science Editors:

Ding L. Entanglement in quantum critical and topological phases. [Doctoral Dissertation]. University of Southern California; 2010. Available from: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll127/id/348937/rec/2386


University of Southern California

25. 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 March 22, 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. 22 Mar 2019.

Vancouver:

Song M. Generalized Taylor effect for main financial markets. [Internet] [Masters thesis]. University of Southern California; 2014. [cited 2019 Mar 22]. 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

26. Zhang, Changyong. Numerical weak approximation of stochastic differential equations driven by Levy processes.

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

 Levy processes are the simplest generic class of processes having a.s. continuous paths interspersed with jumps of arbitrary sizes occurring at random times, which makes… (more)

Subjects/Keywords: weak Euler approximation; rate of convergence; stochastic differential equations; Levy processes; Nondegenerate; Holder continuity

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APA (6th Edition):

Zhang, C. (2010). Numerical weak approximation of stochastic differential equations driven by Levy processes. (Doctoral Dissertation). University of Southern California. Retrieved from http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll127/id/412382/rec/4484

Chicago Manual of Style (16th Edition):

Zhang, Changyong. “Numerical weak approximation of stochastic differential equations driven by Levy processes.” 2010. Doctoral Dissertation, University of Southern California. Accessed March 22, 2019. http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll127/id/412382/rec/4484.

MLA Handbook (7th Edition):

Zhang, Changyong. “Numerical weak approximation of stochastic differential equations driven by Levy processes.” 2010. Web. 22 Mar 2019.

Vancouver:

Zhang C. Numerical weak approximation of stochastic differential equations driven by Levy processes. [Internet] [Doctoral dissertation]. University of Southern California; 2010. [cited 2019 Mar 22]. Available from: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll127/id/412382/rec/4484.

Council of Science Editors:

Zhang C. Numerical weak approximation of stochastic differential equations driven by Levy processes. [Doctoral Dissertation]. University of Southern California; 2010. Available from: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll127/id/412382/rec/4484


University of Southern California

27. Zhang, Liye. A compact numerical approximate solution for Friedel-Anderson and Kondo problem.

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

 A Friedel Artificially Inserted Resonance (FAIR) state is introduced to approximate the ground state of the Friedel-Anderson and Kondo problem. The ground state of the… (more)

Subjects/Keywords: Friedel-Anderson; Kondo problem; multi-channel Kondo impurity; Kondo energy; FAIR method; Friedel artificially inserted resonance method; mean field method; magnetic state; singlet state; triplet state; magnetic anisotropy

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APA (6th Edition):

Zhang, L. (2010). A compact numerical approximate solution for Friedel-Anderson and Kondo problem. (Doctoral Dissertation). University of Southern California. Retrieved from http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll127/id/350062/rec/107

Chicago Manual of Style (16th Edition):

Zhang, Liye. “A compact numerical approximate solution for Friedel-Anderson and Kondo problem.” 2010. Doctoral Dissertation, University of Southern California. Accessed March 22, 2019. http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll127/id/350062/rec/107.

MLA Handbook (7th Edition):

Zhang, Liye. “A compact numerical approximate solution for Friedel-Anderson and Kondo problem.” 2010. Web. 22 Mar 2019.

Vancouver:

Zhang L. A compact numerical approximate solution for Friedel-Anderson and Kondo problem. [Internet] [Doctoral dissertation]. University of Southern California; 2010. [cited 2019 Mar 22]. Available from: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll127/id/350062/rec/107.

Council of Science Editors:

Zhang L. A compact numerical approximate solution for Friedel-Anderson and Kondo problem. [Doctoral Dissertation]. University of Southern California; 2010. Available from: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll127/id/350062/rec/107


University of Southern California

28. Zhang, Wen. Properties of magnetic nanostructures.

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

 The study of magnetic nanoparticles has been evolving into a rich and rapidly growing research area during the last two decades, featuring many novel phenomena… (more)

Subjects/Keywords: anisotropy; fast multipole method; hysteresis; magnetization reversal; nanomagnet; phase diagram; switching

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APA (6th Edition):

Zhang, W. (2010). Properties of magnetic nanostructures. (Doctoral Dissertation). University of Southern California. Retrieved from http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll127/id/351604/rec/5281

Chicago Manual of Style (16th Edition):

Zhang, Wen. “Properties of magnetic nanostructures.” 2010. Doctoral Dissertation, University of Southern California. Accessed March 22, 2019. http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll127/id/351604/rec/5281.

MLA Handbook (7th Edition):

Zhang, Wen. “Properties of magnetic nanostructures.” 2010. Web. 22 Mar 2019.

Vancouver:

Zhang W. Properties of magnetic nanostructures. [Internet] [Doctoral dissertation]. University of Southern California; 2010. [cited 2019 Mar 22]. Available from: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll127/id/351604/rec/5281.

Council of Science Editors:

Zhang W. Properties of magnetic nanostructures. [Doctoral Dissertation]. University of Southern California; 2010. Available from: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll127/id/351604/rec/5281


University of Southern California

29. Tao, Yaqi. Finite size effect and Friedel oscillations for a Friedel-Anderson impurity by FAIR method.

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

 A compact solution consisting of 4-8 Slater states (FAIR solution) is introduced to treat the Friedel Anderson and Kondo impurity problem. The ground state energy… (more)

Subjects/Keywords: Friedel oscillations; Friedel-Anderson impurity; FAIR; finite size; Kondo; Kondo cloud

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APA (6th Edition):

Tao, Y. (2012). Finite size effect and Friedel oscillations for a Friedel-Anderson impurity by FAIR method. (Doctoral Dissertation). University of Southern California. Retrieved from http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/112869/rec/2820

Chicago Manual of Style (16th Edition):

Tao, Yaqi. “Finite size effect and Friedel oscillations for a Friedel-Anderson impurity by FAIR method.” 2012. Doctoral Dissertation, University of Southern California. Accessed March 22, 2019. http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/112869/rec/2820.

MLA Handbook (7th Edition):

Tao, Yaqi. “Finite size effect and Friedel oscillations for a Friedel-Anderson impurity by FAIR method.” 2012. Web. 22 Mar 2019.

Vancouver:

Tao Y. Finite size effect and Friedel oscillations for a Friedel-Anderson impurity by FAIR method. [Internet] [Doctoral dissertation]. University of Southern California; 2012. [cited 2019 Mar 22]. Available from: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/112869/rec/2820.

Council of Science Editors:

Tao Y. Finite size effect and Friedel oscillations for a Friedel-Anderson impurity by FAIR method. [Doctoral Dissertation]. University of Southern California; 2012. Available from: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/112869/rec/2820


University of Southern California

30. Zhou, Yuegang. Credit risk of a leveraged firm in a controlled optimal stopping framework.

Degree: PhD, Applied Mathematics, 2008, University of Southern California

 This is an investigation of how a firm allocates capital into multiple investment opportunities. This framework analyzes the firm-owners' behavior as one of the factors… (more)

Subjects/Keywords: credit risk; optimal strategy; optimal stopping time; endogenous bankruptcy

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APA (6th Edition):

Zhou, Y. (2008). Credit risk of a leveraged firm in a controlled optimal stopping framework. (Doctoral Dissertation). University of Southern California. Retrieved from http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll127/id/69390/rec/1697

Chicago Manual of Style (16th Edition):

Zhou, Yuegang. “Credit risk of a leveraged firm in a controlled optimal stopping framework.” 2008. Doctoral Dissertation, University of Southern California. Accessed March 22, 2019. http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll127/id/69390/rec/1697.

MLA Handbook (7th Edition):

Zhou, Yuegang. “Credit risk of a leveraged firm in a controlled optimal stopping framework.” 2008. Web. 22 Mar 2019.

Vancouver:

Zhou Y. Credit risk of a leveraged firm in a controlled optimal stopping framework. [Internet] [Doctoral dissertation]. University of Southern California; 2008. [cited 2019 Mar 22]. Available from: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll127/id/69390/rec/1697.

Council of Science Editors:

Zhou Y. Credit risk of a leveraged firm in a controlled optimal stopping framework. [Doctoral Dissertation]. University of Southern California; 2008. Available from: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll127/id/69390/rec/1697

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