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Texas State University – San Marcos

1.
Turner, Jonathan.
*Brownian**Motion* Applied to Human Intersections.

Degree: MS, Mathematics, 2012, Texas State University – San Marcos

URL: https://digital.library.txstate.edu/handle/10877/4235

► In this paper, we will adapt Einstein's work on *Brownian* *Motion* to pedestrian movement and then use that information to prove three hypotheses: 1) In…
(more)

Subjects/Keywords: Brownian; Brownian Motion; Pedestrian Movement; Einstein; Brownian motion processes; Stochastic processes; Pedestrians

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APA (6^{th} Edition):

Turner, J. (2012). Brownian Motion Applied to Human Intersections. (Masters Thesis). Texas State University – San Marcos. Retrieved from https://digital.library.txstate.edu/handle/10877/4235

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

Turner, Jonathan. “Brownian Motion Applied to Human Intersections.” 2012. Masters Thesis, Texas State University – San Marcos. Accessed October 21, 2019. https://digital.library.txstate.edu/handle/10877/4235.

MLA Handbook (7^{th} Edition):

Turner, Jonathan. “Brownian Motion Applied to Human Intersections.” 2012. Web. 21 Oct 2019.

Vancouver:

Turner J. Brownian Motion Applied to Human Intersections. [Internet] [Masters thesis]. Texas State University – San Marcos; 2012. [cited 2019 Oct 21]. Available from: https://digital.library.txstate.edu/handle/10877/4235.

Council of Science Editors:

Turner J. Brownian Motion Applied to Human Intersections. [Masters Thesis]. Texas State University – San Marcos; 2012. Available from: https://digital.library.txstate.edu/handle/10877/4235

Hong Kong University of Science and Technology

2.
Wu, Degang PHYS.
Extended Parrondo's game and *Brownian* ratchets.

Degree: 2013, Hong Kong University of Science and Technology

URL: https://doi.org/10.14711/thesis-b1250350 ; http://repository.ust.hk/ir/bitstream/1783.1-92667/1/th_redirect.html

► Inspired by the flashing *Brownian* ratchet, Parrondo’s game presents an apparently paradoxical situation. Parrondo’s game consists of two individual games, namely game A and game…
(more)

Subjects/Keywords: Game theory; Mathematical models; Brownian motion processes

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APA (6^{th} Edition):

Wu, D. P. (2013). Extended Parrondo's game and Brownian ratchets. (Thesis). Hong Kong University of Science and Technology. Retrieved from https://doi.org/10.14711/thesis-b1250350 ; http://repository.ust.hk/ir/bitstream/1783.1-92667/1/th_redirect.html

Note: this citation may be lacking information needed for this citation format:

Not specified: Masters Thesis or Doctoral Dissertation

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

Wu, Degang PHYS. “Extended Parrondo's game and Brownian ratchets.” 2013. Thesis, Hong Kong University of Science and Technology. Accessed October 21, 2019. https://doi.org/10.14711/thesis-b1250350 ; http://repository.ust.hk/ir/bitstream/1783.1-92667/1/th_redirect.html.

Note: this citation may be lacking information needed for this citation format:

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} Edition):

Wu, Degang PHYS. “Extended Parrondo's game and Brownian ratchets.” 2013. Web. 21 Oct 2019.

Vancouver:

Wu DP. Extended Parrondo's game and Brownian ratchets. [Internet] [Thesis]. Hong Kong University of Science and Technology; 2013. [cited 2019 Oct 21]. Available from: https://doi.org/10.14711/thesis-b1250350 ; http://repository.ust.hk/ir/bitstream/1783.1-92667/1/th_redirect.html.

Note: this citation may be lacking information needed for this citation format:

Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Wu DP. Extended Parrondo's game and Brownian ratchets. [Thesis]. Hong Kong University of Science and Technology; 2013. Available from: https://doi.org/10.14711/thesis-b1250350 ; http://repository.ust.hk/ir/bitstream/1783.1-92667/1/th_redirect.html

Not specified: Masters Thesis or Doctoral Dissertation

Stellenbosch University

3. Walljee, Raabia. The Levy-LIBOR model with default risk.

Degree: MSc, 2015, Stellenbosch University

URL: http://hdl.handle.net/10019.1/96957

►

ENGLISH ABSTRACT : In recent years, the use of Lévy *processes* as a modelling tool has come to be viewed more favourably than the use…
(more)

Subjects/Keywords: Levy processes; Levy Libor model; Credit risk management; UCTD; Finance – Mathematical models; Financial risk management; Brownian motion processes; Brownian motion processes

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APA (6^{th} Edition):

Walljee, R. (2015). The Levy-LIBOR model with default risk. (Masters Thesis). Stellenbosch University. Retrieved from http://hdl.handle.net/10019.1/96957

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

Walljee, Raabia. “The Levy-LIBOR model with default risk.” 2015. Masters Thesis, Stellenbosch University. Accessed October 21, 2019. http://hdl.handle.net/10019.1/96957.

MLA Handbook (7^{th} Edition):

Walljee, Raabia. “The Levy-LIBOR model with default risk.” 2015. Web. 21 Oct 2019.

Vancouver:

Walljee R. The Levy-LIBOR model with default risk. [Internet] [Masters thesis]. Stellenbosch University; 2015. [cited 2019 Oct 21]. Available from: http://hdl.handle.net/10019.1/96957.

Council of Science Editors:

Walljee R. The Levy-LIBOR model with default risk. [Masters Thesis]. Stellenbosch University; 2015. Available from: http://hdl.handle.net/10019.1/96957

Victoria University of Wellington

4.
Ball, Christopher.
Research Topics in Empirical * Processes*.

Degree: 2013, Victoria University of Wellington

URL: http://hdl.handle.net/10063/2859

► The first chapter consists of an overview of the theory of empirical *processes*, covering an introduction to empirical *processes* in R, uniform empirical *processes* and…
(more)

Subjects/Keywords: Empirical processes; Stochastic processes; Brownian motion; Fourier analysis

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APA (6^{th} Edition):

Ball, C. (2013). Research Topics in Empirical Processes. (Masters Thesis). Victoria University of Wellington. Retrieved from http://hdl.handle.net/10063/2859

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

Ball, Christopher. “Research Topics in Empirical Processes.” 2013. Masters Thesis, Victoria University of Wellington. Accessed October 21, 2019. http://hdl.handle.net/10063/2859.

MLA Handbook (7^{th} Edition):

Ball, Christopher. “Research Topics in Empirical Processes.” 2013. Web. 21 Oct 2019.

Vancouver:

Ball C. Research Topics in Empirical Processes. [Internet] [Masters thesis]. Victoria University of Wellington; 2013. [cited 2019 Oct 21]. Available from: http://hdl.handle.net/10063/2859.

Council of Science Editors:

Ball C. Research Topics in Empirical Processes. [Masters Thesis]. Victoria University of Wellington; 2013. Available from: http://hdl.handle.net/10063/2859

5.
Lyons, Simon.
Inference and parameter estimation for diffusion * processes*.

Degree: PhD, 2015, University of Edinburgh

URL: http://hdl.handle.net/1842/10518

► Diffusion *processes* provide a natural way of modelling a variety of physical and economic phenomena. It is often the case that one is unable to…
(more)

Subjects/Keywords: 515; diffusion processes; filtering problem; differential equation; Brownian motion

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APA (6^{th} Edition):

Lyons, S. (2015). Inference and parameter estimation for diffusion processes. (Doctoral Dissertation). University of Edinburgh. Retrieved from http://hdl.handle.net/1842/10518

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

Lyons, Simon. “Inference and parameter estimation for diffusion processes.” 2015. Doctoral Dissertation, University of Edinburgh. Accessed October 21, 2019. http://hdl.handle.net/1842/10518.

MLA Handbook (7^{th} Edition):

Lyons, Simon. “Inference and parameter estimation for diffusion processes.” 2015. Web. 21 Oct 2019.

Vancouver:

Lyons S. Inference and parameter estimation for diffusion processes. [Internet] [Doctoral dissertation]. University of Edinburgh; 2015. [cited 2019 Oct 21]. Available from: http://hdl.handle.net/1842/10518.

Council of Science Editors:

Lyons S. Inference and parameter estimation for diffusion processes. [Doctoral Dissertation]. University of Edinburgh; 2015. Available from: http://hdl.handle.net/1842/10518

Ryerson University

6. Kashkooli, Farshad Moradi; Soltani, M. (Author). Fluid Flow and Heat Transfer Analysis of a Nanofluid Containing Motile Gyrotactic Micro-Organisms Passing a Nonlinear Stretching Vertical Sheet in the Presence of a Non-Uniform Magnetic Field; Numerical Approach.

Degree: 2016, Ryerson University

URL: uri: http://dx.doi.org/10.1371/journal.pone.0157598 ; https://digital.library.ryerson.ca/islandora/object/RULA%3A4669

► The behavior of a water-based nanofluid containing motile gyrotactic micro-organisms passing an isothermal nonlinear stretching sheet in the presence of a non-uniform magnetic field is…
(more)

Subjects/Keywords: Magnetic fields; Momentum; Nanoparticles; Brownian motion processes; Buoyant convection

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APA (6^{th} Edition):

Kashkooli, Farshad Moradi; Soltani, M. (. (2016). Fluid Flow and Heat Transfer Analysis of a Nanofluid Containing Motile Gyrotactic Micro-Organisms Passing a Nonlinear Stretching Vertical Sheet in the Presence of a Non-Uniform Magnetic Field; Numerical Approach. (Thesis). Ryerson University. Retrieved from uri: http://dx.doi.org/10.1371/journal.pone.0157598 ; https://digital.library.ryerson.ca/islandora/object/RULA%3A4669

Not specified: Masters Thesis or Doctoral Dissertation

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

Kashkooli, Farshad Moradi; Soltani, M (Author). “Fluid Flow and Heat Transfer Analysis of a Nanofluid Containing Motile Gyrotactic Micro-Organisms Passing a Nonlinear Stretching Vertical Sheet in the Presence of a Non-Uniform Magnetic Field; Numerical Approach.” 2016. Thesis, Ryerson University. Accessed October 21, 2019. uri: http://dx.doi.org/10.1371/journal.pone.0157598 ; https://digital.library.ryerson.ca/islandora/object/RULA%3A4669.

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} Edition):

Kashkooli, Farshad Moradi; Soltani, M (Author). “Fluid Flow and Heat Transfer Analysis of a Nanofluid Containing Motile Gyrotactic Micro-Organisms Passing a Nonlinear Stretching Vertical Sheet in the Presence of a Non-Uniform Magnetic Field; Numerical Approach.” 2016. Web. 21 Oct 2019.

Vancouver:

Kashkooli, Farshad Moradi; Soltani M(. Fluid Flow and Heat Transfer Analysis of a Nanofluid Containing Motile Gyrotactic Micro-Organisms Passing a Nonlinear Stretching Vertical Sheet in the Presence of a Non-Uniform Magnetic Field; Numerical Approach. [Internet] [Thesis]. Ryerson University; 2016. [cited 2019 Oct 21]. Available from: uri: http://dx.doi.org/10.1371/journal.pone.0157598 ; https://digital.library.ryerson.ca/islandora/object/RULA%3A4669.

Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Kashkooli, Farshad Moradi; Soltani M(. Fluid Flow and Heat Transfer Analysis of a Nanofluid Containing Motile Gyrotactic Micro-Organisms Passing a Nonlinear Stretching Vertical Sheet in the Presence of a Non-Uniform Magnetic Field; Numerical Approach. [Thesis]. Ryerson University; 2016. Available from: uri: http://dx.doi.org/10.1371/journal.pone.0157598 ; https://digital.library.ryerson.ca/islandora/object/RULA%3A4669

Not specified: Masters Thesis or Doctoral Dissertation

Hong Kong University of Science and Technology

7.
Xu, Zhen IELM.
Instantaneous *Brownian* control and online resource allocation with general chaining condition.

Degree: 2017, Hong Kong University of Science and Technology

URL: https://doi.org/10.14711/thesis-991012555464103412 ; http://repository.ust.hk/ir/bitstream/1783.1-95202/1/th_redirect.html

► This thesis investigate two issues in operations research. The first one is the instantaneous *Brownian* control problem with a positive lead time, and the second…
(more)

Subjects/Keywords: Operations research; Mathematical models; Resource allocation; Queuing theory; Brownian motion processes

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APA (6^{th} Edition):

Xu, Z. I. (2017). Instantaneous Brownian control and online resource allocation with general chaining condition. (Thesis). Hong Kong University of Science and Technology. Retrieved from https://doi.org/10.14711/thesis-991012555464103412 ; http://repository.ust.hk/ir/bitstream/1783.1-95202/1/th_redirect.html

Not specified: Masters Thesis or Doctoral Dissertation

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

Xu, Zhen IELM. “Instantaneous Brownian control and online resource allocation with general chaining condition.” 2017. Thesis, Hong Kong University of Science and Technology. Accessed October 21, 2019. https://doi.org/10.14711/thesis-991012555464103412 ; http://repository.ust.hk/ir/bitstream/1783.1-95202/1/th_redirect.html.

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} Edition):

Xu, Zhen IELM. “Instantaneous Brownian control and online resource allocation with general chaining condition.” 2017. Web. 21 Oct 2019.

Vancouver:

Xu ZI. Instantaneous Brownian control and online resource allocation with general chaining condition. [Internet] [Thesis]. Hong Kong University of Science and Technology; 2017. [cited 2019 Oct 21]. Available from: https://doi.org/10.14711/thesis-991012555464103412 ; http://repository.ust.hk/ir/bitstream/1783.1-95202/1/th_redirect.html.

Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Xu ZI. Instantaneous Brownian control and online resource allocation with general chaining condition. [Thesis]. Hong Kong University of Science and Technology; 2017. Available from: https://doi.org/10.14711/thesis-991012555464103412 ; http://repository.ust.hk/ir/bitstream/1783.1-95202/1/th_redirect.html

Not specified: Masters Thesis or Doctoral Dissertation

8.
Wichitsongkram, Noppadon.
Representations of fractional *Brownian* * motion*.

Degree: PhD, Mathematics, 2013, Oregon State University

URL: http://hdl.handle.net/1957/38186

► Integral representations provide a useful framework of study and simulation of fractional Browian *motion*, which has been used in modeling of many natural situations. In…
(more)

Subjects/Keywords: Brownian motion processes

…Gaussian random variables, multivariate
Gaussian and Gaussian *processes*. *Brownian* *motion* and… …fractional *Brownian* *motion* in Rd where
d ≥ 2… …59
5.4. A series representation of fractional *Brownian* *motion* in Rd… …75
REPRESENTATIONS OF FRACTIONAL *BROWNIAN* *MOTION*
1.
1.1.
INTRODUCTION
Preliminary… …The fractional *Brownian* *motion* was ﬁrst studied by Kolmogorov in 1940. He called
it the…

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APA (6^{th} Edition):

Wichitsongkram, N. (2013). Representations of fractional Brownian motion. (Doctoral Dissertation). Oregon State University. Retrieved from http://hdl.handle.net/1957/38186

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

Wichitsongkram, Noppadon. “Representations of fractional Brownian motion.” 2013. Doctoral Dissertation, Oregon State University. Accessed October 21, 2019. http://hdl.handle.net/1957/38186.

MLA Handbook (7^{th} Edition):

Wichitsongkram, Noppadon. “Representations of fractional Brownian motion.” 2013. Web. 21 Oct 2019.

Vancouver:

Wichitsongkram N. Representations of fractional Brownian motion. [Internet] [Doctoral dissertation]. Oregon State University; 2013. [cited 2019 Oct 21]. Available from: http://hdl.handle.net/1957/38186.

Council of Science Editors:

Wichitsongkram N. Representations of fractional Brownian motion. [Doctoral Dissertation]. Oregon State University; 2013. Available from: http://hdl.handle.net/1957/38186

University of Southern California

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

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

URL: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/63399/rec/6044

► 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 (6^{th} 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 (16^{th} Edition):

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

MLA Handbook (7^{th} Edition):

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

Vancouver:

Moers M. Statistical inference of stochastic differential equations driven by Gaussian noise. [Internet] [Doctoral dissertation]. University of Southern California; 2012. [cited 2019 Oct 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 Waikato

10. Munro, William John. Macroscopic quantum phenomena .

Degree: 1994, University of Waikato

URL: http://hdl.handle.net/10289/12768

► This thesis consists of two parts. Although both are concerned with macroscopic quantum phenomena, I choose to present the two parts quite separately. Macroscopic Quantum…
(more)

Subjects/Keywords: Quantum theory; Brownian motion processes

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APA (6^{th} Edition):

Munro, W. J. (1994). Macroscopic quantum phenomena . (Doctoral Dissertation). University of Waikato. Retrieved from http://hdl.handle.net/10289/12768

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

Munro, William John. “Macroscopic quantum phenomena .” 1994. Doctoral Dissertation, University of Waikato. Accessed October 21, 2019. http://hdl.handle.net/10289/12768.

MLA Handbook (7^{th} Edition):

Munro, William John. “Macroscopic quantum phenomena .” 1994. Web. 21 Oct 2019.

Vancouver:

Munro WJ. Macroscopic quantum phenomena . [Internet] [Doctoral dissertation]. University of Waikato; 1994. [cited 2019 Oct 21]. Available from: http://hdl.handle.net/10289/12768.

Council of Science Editors:

Munro WJ. Macroscopic quantum phenomena . [Doctoral Dissertation]. University of Waikato; 1994. Available from: http://hdl.handle.net/10289/12768

Michigan State University

11.
Sabzikar, Farzad.
Tempered fractional *Brownian* * motion*.

Degree: 2014, Michigan State University

URL: http://etd.lib.msu.edu/islandora/object/etd:3164

►

Thesis Ph. D. Michigan State University. Statistics 2014.

Tempered fractional *Brownian* *motion* (TFBM) modifies the power law kernel in the moving average representation of a…
(more)

Subjects/Keywords: Brownian motion processes; Random noise theory; Fractional calculus; Statistics

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APA (6^{th} Edition):

Sabzikar, F. (2014). Tempered fractional Brownian motion. (Thesis). Michigan State University. Retrieved from http://etd.lib.msu.edu/islandora/object/etd:3164

Not specified: Masters Thesis or Doctoral Dissertation

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

Sabzikar, Farzad. “Tempered fractional Brownian motion.” 2014. Thesis, Michigan State University. Accessed October 21, 2019. http://etd.lib.msu.edu/islandora/object/etd:3164.

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} Edition):

Sabzikar, Farzad. “Tempered fractional Brownian motion.” 2014. Web. 21 Oct 2019.

Vancouver:

Sabzikar F. Tempered fractional Brownian motion. [Internet] [Thesis]. Michigan State University; 2014. [cited 2019 Oct 21]. Available from: http://etd.lib.msu.edu/islandora/object/etd:3164.

Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Sabzikar F. Tempered fractional Brownian motion. [Thesis]. Michigan State University; 2014. Available from: http://etd.lib.msu.edu/islandora/object/etd:3164

Not specified: Masters Thesis or Doctoral Dissertation

Michigan State University

12.
Wittig, Timothy Allan.
A dynamical theory of generalized Ornstein-Uhlenbeck * processes*.

Degree: PhD, Department of Statistics and Probability, 1981, Michigan State University

URL: http://etd.lib.msu.edu/islandora/object/etd:41085

Subjects/Keywords: Brownian motion processes; Brownian movements; Markov processes

Record Details Similar Records

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

APA (6^{th} Edition):

Wittig, T. A. (1981). A dynamical theory of generalized Ornstein-Uhlenbeck processes. (Doctoral Dissertation). Michigan State University. Retrieved from http://etd.lib.msu.edu/islandora/object/etd:41085

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

Wittig, Timothy Allan. “A dynamical theory of generalized Ornstein-Uhlenbeck processes.” 1981. Doctoral Dissertation, Michigan State University. Accessed October 21, 2019. http://etd.lib.msu.edu/islandora/object/etd:41085.

MLA Handbook (7^{th} Edition):

Wittig, Timothy Allan. “A dynamical theory of generalized Ornstein-Uhlenbeck processes.” 1981. Web. 21 Oct 2019.

Vancouver:

Wittig TA. A dynamical theory of generalized Ornstein-Uhlenbeck processes. [Internet] [Doctoral dissertation]. Michigan State University; 1981. [cited 2019 Oct 21]. Available from: http://etd.lib.msu.edu/islandora/object/etd:41085.

Council of Science Editors:

Wittig TA. A dynamical theory of generalized Ornstein-Uhlenbeck processes. [Doctoral Dissertation]. Michigan State University; 1981. Available from: http://etd.lib.msu.edu/islandora/object/etd:41085

The Ohio State University

13.
DeLaurentis, John Morse.
Limiting behavior of certain combinatorial stochastic
* processes*.

Degree: PhD, Graduate School, 1981, The Ohio State University

URL: http://rave.ohiolink.edu/etdc/view?acc_num=osu1487159643969909

Subjects/Keywords: Mathematics; Stochastic processes; Brownian motion processes

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APA (6^{th} Edition):

DeLaurentis, J. M. (1981). Limiting behavior of certain combinatorial stochastic processes. (Doctoral Dissertation). The Ohio State University. Retrieved from http://rave.ohiolink.edu/etdc/view?acc_num=osu1487159643969909

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

DeLaurentis, John Morse. “Limiting behavior of certain combinatorial stochastic processes.” 1981. Doctoral Dissertation, The Ohio State University. Accessed October 21, 2019. http://rave.ohiolink.edu/etdc/view?acc_num=osu1487159643969909.

MLA Handbook (7^{th} Edition):

DeLaurentis, John Morse. “Limiting behavior of certain combinatorial stochastic processes.” 1981. Web. 21 Oct 2019.

Vancouver:

DeLaurentis JM. Limiting behavior of certain combinatorial stochastic processes. [Internet] [Doctoral dissertation]. The Ohio State University; 1981. [cited 2019 Oct 21]. Available from: http://rave.ohiolink.edu/etdc/view?acc_num=osu1487159643969909.

Council of Science Editors:

DeLaurentis JM. Limiting behavior of certain combinatorial stochastic processes. [Doctoral Dissertation]. The Ohio State University; 1981. Available from: http://rave.ohiolink.edu/etdc/view?acc_num=osu1487159643969909

University of Hong Kong

14.
莊競誠; Chong, King-sing.
Explorations in Markov * processes*.

Degree: PhD, 1997, University of Hong Kong

URL: Chong, K. [莊競誠]. (1997). Explorations in Markov processes. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b3123568 ; http://dx.doi.org/10.5353/th_b3123568 ; http://hdl.handle.net/10722/34547

published_or_final_version

Statistics

Doctoral

Doctor of Philosophy

Subjects/Keywords: Probabilities.; Brownian motion processes.; Markov processes.

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APA (6^{th} Edition):

莊競誠; Chong, K. (1997). Explorations in Markov processes. (Doctoral Dissertation). University of Hong Kong. Retrieved from Chong, K. [莊競誠]. (1997). Explorations in Markov processes. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b3123568 ; http://dx.doi.org/10.5353/th_b3123568 ; http://hdl.handle.net/10722/34547

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

莊競誠; Chong, King-sing. “Explorations in Markov processes.” 1997. Doctoral Dissertation, University of Hong Kong. Accessed October 21, 2019. Chong, K. [莊競誠]. (1997). Explorations in Markov processes. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b3123568 ; http://dx.doi.org/10.5353/th_b3123568 ; http://hdl.handle.net/10722/34547.

MLA Handbook (7^{th} Edition):

莊競誠; Chong, King-sing. “Explorations in Markov processes.” 1997. Web. 21 Oct 2019.

Vancouver:

莊競誠; Chong K. Explorations in Markov processes. [Internet] [Doctoral dissertation]. University of Hong Kong; 1997. [cited 2019 Oct 21]. Available from: Chong, K. [莊競誠]. (1997). Explorations in Markov processes. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b3123568 ; http://dx.doi.org/10.5353/th_b3123568 ; http://hdl.handle.net/10722/34547.

Council of Science Editors:

莊競誠; Chong K. Explorations in Markov processes. [Doctoral Dissertation]. University of Hong Kong; 1997. Available from: Chong, K. [莊競誠]. (1997). Explorations in Markov processes. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b3123568 ; http://dx.doi.org/10.5353/th_b3123568 ; http://hdl.handle.net/10722/34547

University of Washington

15.
Barnes, Clayton.
* Brownian* particles interacting with a Newtonian Barrier: Skorohod maps and their use in solving a PDE with free boundary, strong approximation, and hydrodynamic limits.

Degree: PhD, 2018, University of Washington

URL: http://hdl.handle.net/1773/43094

► In this thesis, we pioneer the use of Skorohod maps in establishing the hydrodynamic behavior of an interacting particle system. This technique has the benefit…
(more)

Subjects/Keywords: Brownian motion; Free Boundary Problem; Hydrodynamic Limit; Reflected Diffusions; Skorohod Maps; Stochastic Processes; Mathematics; Mathematics

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APA (6^{th} Edition):

Barnes, C. (2018). Brownian particles interacting with a Newtonian Barrier: Skorohod maps and their use in solving a PDE with free boundary, strong approximation, and hydrodynamic limits. (Doctoral Dissertation). University of Washington. Retrieved from http://hdl.handle.net/1773/43094

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

Barnes, Clayton. “Brownian particles interacting with a Newtonian Barrier: Skorohod maps and their use in solving a PDE with free boundary, strong approximation, and hydrodynamic limits.” 2018. Doctoral Dissertation, University of Washington. Accessed October 21, 2019. http://hdl.handle.net/1773/43094.

MLA Handbook (7^{th} Edition):

Barnes, Clayton. “Brownian particles interacting with a Newtonian Barrier: Skorohod maps and their use in solving a PDE with free boundary, strong approximation, and hydrodynamic limits.” 2018. Web. 21 Oct 2019.

Vancouver:

Barnes C. Brownian particles interacting with a Newtonian Barrier: Skorohod maps and their use in solving a PDE with free boundary, strong approximation, and hydrodynamic limits. [Internet] [Doctoral dissertation]. University of Washington; 2018. [cited 2019 Oct 21]. Available from: http://hdl.handle.net/1773/43094.

Council of Science Editors:

Barnes C. Brownian particles interacting with a Newtonian Barrier: Skorohod maps and their use in solving a PDE with free boundary, strong approximation, and hydrodynamic limits. [Doctoral Dissertation]. University of Washington; 2018. Available from: http://hdl.handle.net/1773/43094

University of New South Wales

16.
Maher, David Graham.
*Brownian**motion* and heat kernels on compact lie groups and symmetric spaces.

Degree: Mathematics, 2006, University of New South Wales

URL: http://handle.unsw.edu.au/1959.4/28295 ; https://unsworks.unsw.edu.au/fapi/datastream/unsworks:1318/SOURCE02?view=true

► An important object of study in harmonic analysis is the heat equation. On a Euclidean space, the fundamental solution of the associated semigroup is known…
(more)

Subjects/Keywords: Mathematics; Brownian motion processes; Lie groups

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APA (6^{th} Edition):

Maher, D. G. (2006). Brownian motion and heat kernels on compact lie groups and symmetric spaces. (Doctoral Dissertation). University of New South Wales. Retrieved from http://handle.unsw.edu.au/1959.4/28295 ; https://unsworks.unsw.edu.au/fapi/datastream/unsworks:1318/SOURCE02?view=true

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

Maher, David Graham. “Brownian motion and heat kernels on compact lie groups and symmetric spaces.” 2006. Doctoral Dissertation, University of New South Wales. Accessed October 21, 2019. http://handle.unsw.edu.au/1959.4/28295 ; https://unsworks.unsw.edu.au/fapi/datastream/unsworks:1318/SOURCE02?view=true.

MLA Handbook (7^{th} Edition):

Maher, David Graham. “Brownian motion and heat kernels on compact lie groups and symmetric spaces.” 2006. Web. 21 Oct 2019.

Vancouver:

Maher DG. Brownian motion and heat kernels on compact lie groups and symmetric spaces. [Internet] [Doctoral dissertation]. University of New South Wales; 2006. [cited 2019 Oct 21]. Available from: http://handle.unsw.edu.au/1959.4/28295 ; https://unsworks.unsw.edu.au/fapi/datastream/unsworks:1318/SOURCE02?view=true.

Council of Science Editors:

Maher DG. Brownian motion and heat kernels on compact lie groups and symmetric spaces. [Doctoral Dissertation]. University of New South Wales; 2006. Available from: http://handle.unsw.edu.au/1959.4/28295 ; https://unsworks.unsw.edu.au/fapi/datastream/unsworks:1318/SOURCE02?view=true

17. Burger, Alewyn Petrus. Toetse vir die dwaalkoëffisiënt van 'n Wienerproses.

Degree: 2015, University of Johannesburg

URL: http://hdl.handle.net/10210/15038

M.Sc. (Mathematical Statistics)

Please refer to full text to view abstract

Subjects/Keywords: Sequential analysis; Brownian motion processes

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APA (6^{th} Edition):

Burger, A. P. (2015). Toetse vir die dwaalkoëffisiënt van 'n Wienerproses. (Thesis). University of Johannesburg. Retrieved from http://hdl.handle.net/10210/15038

Not specified: Masters Thesis or Doctoral Dissertation

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

Burger, Alewyn Petrus. “Toetse vir die dwaalkoëffisiënt van 'n Wienerproses.” 2015. Thesis, University of Johannesburg. Accessed October 21, 2019. http://hdl.handle.net/10210/15038.

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} Edition):

Burger, Alewyn Petrus. “Toetse vir die dwaalkoëffisiënt van 'n Wienerproses.” 2015. Web. 21 Oct 2019.

Vancouver:

Burger AP. Toetse vir die dwaalkoëffisiënt van 'n Wienerproses. [Internet] [Thesis]. University of Johannesburg; 2015. [cited 2019 Oct 21]. Available from: http://hdl.handle.net/10210/15038.

Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Burger AP. Toetse vir die dwaalkoëffisiënt van 'n Wienerproses. [Thesis]. University of Johannesburg; 2015. Available from: http://hdl.handle.net/10210/15038

Not specified: Masters Thesis or Doctoral Dissertation

18. Luu, Phong Thanh. Optimal pairs trading rules and numerical methods.

Degree: PhD, Mathematics, 2016, University of Georgia

URL: http://purl.galileo.usg.edu/uga_etd/luu_phong_t_201608_phd

► Pairs trading involves two correlated securities. When divergence is underway, i.e., one stock moves up while the other moves down, a pairs trade is entered…
(more)

Subjects/Keywords: Geometric Brownian motion

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APA (6^{th} Edition):

Luu, P. T. (2016). Optimal pairs trading rules and numerical methods. (Doctoral Dissertation). University of Georgia. Retrieved from http://purl.galileo.usg.edu/uga_etd/luu_phong_t_201608_phd

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

Luu, Phong Thanh. “Optimal pairs trading rules and numerical methods.” 2016. Doctoral Dissertation, University of Georgia. Accessed October 21, 2019. http://purl.galileo.usg.edu/uga_etd/luu_phong_t_201608_phd.

MLA Handbook (7^{th} Edition):

Luu, Phong Thanh. “Optimal pairs trading rules and numerical methods.” 2016. Web. 21 Oct 2019.

Vancouver:

Luu PT. Optimal pairs trading rules and numerical methods. [Internet] [Doctoral dissertation]. University of Georgia; 2016. [cited 2019 Oct 21]. Available from: http://purl.galileo.usg.edu/uga_etd/luu_phong_t_201608_phd.

Council of Science Editors:

Luu PT. Optimal pairs trading rules and numerical methods. [Doctoral Dissertation]. University of Georgia; 2016. Available from: http://purl.galileo.usg.edu/uga_etd/luu_phong_t_201608_phd

Louisiana State University

19. Peng, Yun. Ito formula and Girsanov theorem on a new Ito integral.

Degree: PhD, Applied Mathematics, 2014, Louisiana State University

URL: etd-04082014-202541 ; https://digitalcommons.lsu.edu/gradschool_dissertations/4035

► The celebrated Ito theory of stochastic integration deals with stochastic integrals of adapted stochastic *processes*. The Ito formula and Girsanov theorem in this theory are…
(more)

Subjects/Keywords: backward Brownian motion; Black Scholes formula; near martingale; adapted stochastic process; anticipating integral; Levy's characterization theorem; martingale; anticipating stochastic process; Brownian motion; Ito integral; instantly independent stochastic processes; backward adapted

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APA (6^{th} Edition):

Peng, Y. (2014). Ito formula and Girsanov theorem on a new Ito integral. (Doctoral Dissertation). Louisiana State University. Retrieved from etd-04082014-202541 ; https://digitalcommons.lsu.edu/gradschool_dissertations/4035

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

Peng, Yun. “Ito formula and Girsanov theorem on a new Ito integral.” 2014. Doctoral Dissertation, Louisiana State University. Accessed October 21, 2019. etd-04082014-202541 ; https://digitalcommons.lsu.edu/gradschool_dissertations/4035.

MLA Handbook (7^{th} Edition):

Peng, Yun. “Ito formula and Girsanov theorem on a new Ito integral.” 2014. Web. 21 Oct 2019.

Vancouver:

Peng Y. Ito formula and Girsanov theorem on a new Ito integral. [Internet] [Doctoral dissertation]. Louisiana State University; 2014. [cited 2019 Oct 21]. Available from: etd-04082014-202541 ; https://digitalcommons.lsu.edu/gradschool_dissertations/4035.

Council of Science Editors:

Peng Y. Ito formula and Girsanov theorem on a new Ito integral. [Doctoral Dissertation]. Louisiana State University; 2014. Available from: etd-04082014-202541 ; https://digitalcommons.lsu.edu/gradschool_dissertations/4035

20. Benjamin, Ronald. Stochastic energetics of the Büttiker-Landauer motor and refrigerator.

Degree: PhD, 2008, University of Alabama – Birmingham

URL: http://contentdm.mhsl.uab.edu/u?/etd,319

►

We investigated the energetics of a *Brownian* motor driven by position dependent temperature, commonly known as the B¨uttiker-Landauer motor. Overdamped models (M = 0) predict…
(more)

Subjects/Keywords: Nanoelectromechanical systems <; br>; Brownian motion processes <; br>; Molecular dynamics <; br>; Mechanics, Analytic

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APA (6^{th} Edition):

Benjamin, R. (2008). Stochastic energetics of the Büttiker-Landauer motor and refrigerator. (Doctoral Dissertation). University of Alabama – Birmingham. Retrieved from http://contentdm.mhsl.uab.edu/u?/etd,319

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

Benjamin, Ronald. “Stochastic energetics of the Büttiker-Landauer motor and refrigerator.” 2008. Doctoral Dissertation, University of Alabama – Birmingham. Accessed October 21, 2019. http://contentdm.mhsl.uab.edu/u?/etd,319.

MLA Handbook (7^{th} Edition):

Benjamin, Ronald. “Stochastic energetics of the Büttiker-Landauer motor and refrigerator.” 2008. Web. 21 Oct 2019.

Vancouver:

Benjamin R. Stochastic energetics of the Büttiker-Landauer motor and refrigerator. [Internet] [Doctoral dissertation]. University of Alabama – Birmingham; 2008. [cited 2019 Oct 21]. Available from: http://contentdm.mhsl.uab.edu/u?/etd,319.

Council of Science Editors:

Benjamin R. Stochastic energetics of the Büttiker-Landauer motor and refrigerator. [Doctoral Dissertation]. University of Alabama – Birmingham; 2008. Available from: http://contentdm.mhsl.uab.edu/u?/etd,319

University of Hong Kong

21. Zhou, Wei. Topics in optimal stopping with applications in mathematical finance.

Degree: PhD, 2011, University of Hong Kong

URL: Zhou, W. [周硙]. (2011). Topics in optimal stopping with applications in mathematical finance. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b4658204 ; http://dx.doi.org/10.5353/th_b4658204 ; http://hdl.handle.net/10722/166972

published_or_final_version

Mathematics

Doctoral

Doctor of Philosophy

Subjects/Keywords: Mathematical optimization.; Brownian motion processes.; Stochastic analysis.

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APA (6^{th} Edition):

Zhou, W. (2011). Topics in optimal stopping with applications in mathematical finance. (Doctoral Dissertation). University of Hong Kong. Retrieved from Zhou, W. [周硙]. (2011). Topics in optimal stopping with applications in mathematical finance. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b4658204 ; http://dx.doi.org/10.5353/th_b4658204 ; http://hdl.handle.net/10722/166972

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

Zhou, Wei. “Topics in optimal stopping with applications in mathematical finance.” 2011. Doctoral Dissertation, University of Hong Kong. Accessed October 21, 2019. Zhou, W. [周硙]. (2011). Topics in optimal stopping with applications in mathematical finance. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b4658204 ; http://dx.doi.org/10.5353/th_b4658204 ; http://hdl.handle.net/10722/166972.

MLA Handbook (7^{th} Edition):

Zhou, Wei. “Topics in optimal stopping with applications in mathematical finance.” 2011. Web. 21 Oct 2019.

Vancouver:

Zhou W. Topics in optimal stopping with applications in mathematical finance. [Internet] [Doctoral dissertation]. University of Hong Kong; 2011. [cited 2019 Oct 21]. Available from: Zhou, W. [周硙]. (2011). Topics in optimal stopping with applications in mathematical finance. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b4658204 ; http://dx.doi.org/10.5353/th_b4658204 ; http://hdl.handle.net/10722/166972.

Council of Science Editors:

Zhou W. Topics in optimal stopping with applications in mathematical finance. [Doctoral Dissertation]. University of Hong Kong; 2011. Available from: Zhou, W. [周硙]. (2011). Topics in optimal stopping with applications in mathematical finance. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b4658204 ; http://dx.doi.org/10.5353/th_b4658204 ; http://hdl.handle.net/10722/166972

Louisiana State University

22. Szozda, Benedykt. The new stochastic integral and anticipating stochastic differential equations.

Degree: PhD, Applied Mathematics, 2012, Louisiana State University

URL: etd-06052012-150153 ; https://digitalcommons.lsu.edu/gradschool_dissertations/1067

► In this work, we develop further the theory of stochastic integration of adapted and instantly independent stochastic *processes* started by Wided Ayed and Hui-Hsiung Kuo…
(more)

Subjects/Keywords: stochastic integration; stochastic differential equations; Ito formula; Ito integral; anticipating stochastic integral; instantaneous independence; Brownian motion; instantly independent processes

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APA (6^{th} Edition):

Szozda, B. (2012). The new stochastic integral and anticipating stochastic differential equations. (Doctoral Dissertation). Louisiana State University. Retrieved from etd-06052012-150153 ; https://digitalcommons.lsu.edu/gradschool_dissertations/1067

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

Szozda, Benedykt. “The new stochastic integral and anticipating stochastic differential equations.” 2012. Doctoral Dissertation, Louisiana State University. Accessed October 21, 2019. etd-06052012-150153 ; https://digitalcommons.lsu.edu/gradschool_dissertations/1067.

MLA Handbook (7^{th} Edition):

Szozda, Benedykt. “The new stochastic integral and anticipating stochastic differential equations.” 2012. Web. 21 Oct 2019.

Vancouver:

Szozda B. The new stochastic integral and anticipating stochastic differential equations. [Internet] [Doctoral dissertation]. Louisiana State University; 2012. [cited 2019 Oct 21]. Available from: etd-06052012-150153 ; https://digitalcommons.lsu.edu/gradschool_dissertations/1067.

Council of Science Editors:

Szozda B. The new stochastic integral and anticipating stochastic differential equations. [Doctoral Dissertation]. Louisiana State University; 2012. Available from: etd-06052012-150153 ; https://digitalcommons.lsu.edu/gradschool_dissertations/1067

University of Manitoba

23.
Wu, Tung-Lung Jr.
Linear and non-linear boundary crossing probabilities for *Brownian* *motion* and related * processes*.

Degree: Statistics, 2010, University of Manitoba

URL: http://hdl.handle.net/1993/8123

► We propose a simple and general method to obtain the boundary crossing probability for *Brownian* *motion*. This method can be easily extended to higher dimensional…
(more)

Subjects/Keywords: boundary crossing probabilities; Brownian motion; first passage time; finite Markov chain imbedding; diffusion processes; absorption probability; transition probability matrices; random walks

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APA (6^{th} Edition):

Wu, T. J. (2010). Linear and non-linear boundary crossing probabilities for Brownian motion and related processes. (Thesis). University of Manitoba. Retrieved from http://hdl.handle.net/1993/8123

Not specified: Masters Thesis or Doctoral Dissertation

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

Wu, Tung-Lung Jr. “Linear and non-linear boundary crossing probabilities for Brownian motion and related processes.” 2010. Thesis, University of Manitoba. Accessed October 21, 2019. http://hdl.handle.net/1993/8123.

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} Edition):

Wu, Tung-Lung Jr. “Linear and non-linear boundary crossing probabilities for Brownian motion and related processes.” 2010. Web. 21 Oct 2019.

Vancouver:

Wu TJ. Linear and non-linear boundary crossing probabilities for Brownian motion and related processes. [Internet] [Thesis]. University of Manitoba; 2010. [cited 2019 Oct 21]. Available from: http://hdl.handle.net/1993/8123.

Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Wu TJ. Linear and non-linear boundary crossing probabilities for Brownian motion and related processes. [Thesis]. University of Manitoba; 2010. Available from: http://hdl.handle.net/1993/8123

Not specified: Masters Thesis or Doctoral Dissertation

Columbia University

24. Wang, Zheng. Optimal Stopping and Switching Problems with Financial Applications.

Degree: 2016, Columbia University

URL: https://doi.org/10.7916/D8VQ330D

► This dissertation studies a collection of problems on trading assets and derivatives over finite and infinite horizons. In the first part, we analyze an optimal…
(more)

Subjects/Keywords: Assets (Accounting); Mathematical optimization; Ornstein-Uhlenbeck process; Brownian motion processes; Finance – Mathematical models; Operations research; Finance

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APA (6^{th} Edition):

Wang, Z. (2016). Optimal Stopping and Switching Problems with Financial Applications. (Doctoral Dissertation). Columbia University. Retrieved from https://doi.org/10.7916/D8VQ330D

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

Wang, Zheng. “Optimal Stopping and Switching Problems with Financial Applications.” 2016. Doctoral Dissertation, Columbia University. Accessed October 21, 2019. https://doi.org/10.7916/D8VQ330D.

MLA Handbook (7^{th} Edition):

Wang, Zheng. “Optimal Stopping and Switching Problems with Financial Applications.” 2016. Web. 21 Oct 2019.

Vancouver:

Wang Z. Optimal Stopping and Switching Problems with Financial Applications. [Internet] [Doctoral dissertation]. Columbia University; 2016. [cited 2019 Oct 21]. Available from: https://doi.org/10.7916/D8VQ330D.

Council of Science Editors:

Wang Z. Optimal Stopping and Switching Problems with Financial Applications. [Doctoral Dissertation]. Columbia University; 2016. Available from: https://doi.org/10.7916/D8VQ330D

University of New Mexico

25. Astwood, Alden. Transport theoretical studies of some microscopic and macroscopic systems.

Degree: Physics & Astronomy, 2013, University of New Mexico

URL: http://hdl.handle.net/1928/22028

► This dissertation is a report on theoretical transport studies of two systems of vastly different sizes. The first topic is electronic *motion* in quantum wires.…
(more)

Subjects/Keywords: Transport theory; Nanowires; Electron transport; Herding behavior in animals; Dynamics of a particle; Brownian motion processes.

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APA (6^{th} Edition):

Astwood, A. (2013). Transport theoretical studies of some microscopic and macroscopic systems. (Doctoral Dissertation). University of New Mexico. Retrieved from http://hdl.handle.net/1928/22028

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

Astwood, Alden. “Transport theoretical studies of some microscopic and macroscopic systems.” 2013. Doctoral Dissertation, University of New Mexico. Accessed October 21, 2019. http://hdl.handle.net/1928/22028.

MLA Handbook (7^{th} Edition):

Astwood, Alden. “Transport theoretical studies of some microscopic and macroscopic systems.” 2013. Web. 21 Oct 2019.

Vancouver:

Astwood A. Transport theoretical studies of some microscopic and macroscopic systems. [Internet] [Doctoral dissertation]. University of New Mexico; 2013. [cited 2019 Oct 21]. Available from: http://hdl.handle.net/1928/22028.

Council of Science Editors:

Astwood A. Transport theoretical studies of some microscopic and macroscopic systems. [Doctoral Dissertation]. University of New Mexico; 2013. Available from: http://hdl.handle.net/1928/22028

Kansas State University

26.
Chowdhury, Dalia P.
Application
of photon correlation spectroscopy to flowing *Brownian* *motion*
systems.

Degree: MS, 1985, Kansas State University

URL: http://hdl.handle.net/2097/27414

Subjects/Keywords: Light beating spectroscopy.; Brownian motion processes.; Masters theses

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APA (6^{th} Edition):

Chowdhury, D. P. (1985). Application of photon correlation spectroscopy to flowing Brownian motion systems. (Masters Thesis). Kansas State University. Retrieved from http://hdl.handle.net/2097/27414

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

Chowdhury, Dalia P. “Application of photon correlation spectroscopy to flowing Brownian motion systems.” 1985. Masters Thesis, Kansas State University. Accessed October 21, 2019. http://hdl.handle.net/2097/27414.

MLA Handbook (7^{th} Edition):

Chowdhury, Dalia P. “Application of photon correlation spectroscopy to flowing Brownian motion systems.” 1985. Web. 21 Oct 2019.

Vancouver:

Chowdhury DP. Application of photon correlation spectroscopy to flowing Brownian motion systems. [Internet] [Masters thesis]. Kansas State University; 1985. [cited 2019 Oct 21]. Available from: http://hdl.handle.net/2097/27414.

Council of Science Editors:

Chowdhury DP. Application of photon correlation spectroscopy to flowing Brownian motion systems. [Masters Thesis]. Kansas State University; 1985. Available from: http://hdl.handle.net/2097/27414

University of Alberta

27. Kang, Jiayin. Financial Model Estimation And Portfolio Rebalancing.

Degree: MS, Department of Mathematical and Statistical Sciences, 2015, University of Alberta

URL: https://era.library.ualberta.ca/files/gm80hz041

► In this thesis we organize the contents in three parts. The first part is about portfolio rebalancing with changing benchmarks and the second part is…
(more)

Subjects/Keywords: Portfolio Rebalancing, Fractional Brownian Motion

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APA (6^{th} Edition):

Kang, J. (2015). Financial Model Estimation And Portfolio Rebalancing. (Masters Thesis). University of Alberta. Retrieved from https://era.library.ualberta.ca/files/gm80hz041

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

Kang, Jiayin. “Financial Model Estimation And Portfolio Rebalancing.” 2015. Masters Thesis, University of Alberta. Accessed October 21, 2019. https://era.library.ualberta.ca/files/gm80hz041.

MLA Handbook (7^{th} Edition):

Kang, Jiayin. “Financial Model Estimation And Portfolio Rebalancing.” 2015. Web. 21 Oct 2019.

Vancouver:

Kang J. Financial Model Estimation And Portfolio Rebalancing. [Internet] [Masters thesis]. University of Alberta; 2015. [cited 2019 Oct 21]. Available from: https://era.library.ualberta.ca/files/gm80hz041.

Council of Science Editors:

Kang J. Financial Model Estimation And Portfolio Rebalancing. [Masters Thesis]. University of Alberta; 2015. Available from: https://era.library.ualberta.ca/files/gm80hz041

The Ohio State University

28.
Endres, Derek.
Development and Demonstration of a General-Purpose Model for
*Brownian* * Motion*.

Degree: MS, Mechanical Engineering, 2011, The Ohio State University

URL: http://rave.ohiolink.edu/etdc/view?acc_num=osu1307459444

► *Brownian* *motion* is an important phenomena demonstrated by sub-micron sized particles in fluids. The objective of the current work is to develop a general-purpose…
(more)

Subjects/Keywords: Fluid Dynamics; Brownian Motion

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APA (6^{th} Edition):

Endres, D. (2011). Development and Demonstration of a General-Purpose Model for Brownian Motion. (Masters Thesis). The Ohio State University. Retrieved from http://rave.ohiolink.edu/etdc/view?acc_num=osu1307459444

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

Endres, Derek. “Development and Demonstration of a General-Purpose Model for Brownian Motion.” 2011. Masters Thesis, The Ohio State University. Accessed October 21, 2019. http://rave.ohiolink.edu/etdc/view?acc_num=osu1307459444.

MLA Handbook (7^{th} Edition):

Endres, Derek. “Development and Demonstration of a General-Purpose Model for Brownian Motion.” 2011. Web. 21 Oct 2019.

Vancouver:

Endres D. Development and Demonstration of a General-Purpose Model for Brownian Motion. [Internet] [Masters thesis]. The Ohio State University; 2011. [cited 2019 Oct 21]. Available from: http://rave.ohiolink.edu/etdc/view?acc_num=osu1307459444.

Council of Science Editors:

Endres D. Development and Demonstration of a General-Purpose Model for Brownian Motion. [Masters Thesis]. The Ohio State University; 2011. Available from: http://rave.ohiolink.edu/etdc/view?acc_num=osu1307459444

Delft University of Technology

29.
Agbo, I. O.
Design and Simulation of Single Electron Tunneling Circuits for *Brownian* *Motion* Based Logic and Arithmetic Computation:.

Degree: 2010, Delft University of Technology

URL: http://resolver.tudelft.nl/uuid:610cbb5e-dc40-4068-8064-6c2c5e0d1364

► In this thesis, the implementations of Single Electron Tunneling (SET) circuits for *Brownian* *Motion* Based Logic and Arithmetic Computation were investigated. Random fluctuations and noise…
(more)

Subjects/Keywords: Single Electron Tunneling; Brownian Motion

Record Details Similar Records

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

APA (6^{th} Edition):

Agbo, I. O. (2010). Design and Simulation of Single Electron Tunneling Circuits for Brownian Motion Based Logic and Arithmetic Computation:. (Masters Thesis). Delft University of Technology. Retrieved from http://resolver.tudelft.nl/uuid:610cbb5e-dc40-4068-8064-6c2c5e0d1364

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

Agbo, I O. “Design and Simulation of Single Electron Tunneling Circuits for Brownian Motion Based Logic and Arithmetic Computation:.” 2010. Masters Thesis, Delft University of Technology. Accessed October 21, 2019. http://resolver.tudelft.nl/uuid:610cbb5e-dc40-4068-8064-6c2c5e0d1364.

MLA Handbook (7^{th} Edition):

Agbo, I O. “Design and Simulation of Single Electron Tunneling Circuits for Brownian Motion Based Logic and Arithmetic Computation:.” 2010. Web. 21 Oct 2019.

Vancouver:

Agbo IO. Design and Simulation of Single Electron Tunneling Circuits for Brownian Motion Based Logic and Arithmetic Computation:. [Internet] [Masters thesis]. Delft University of Technology; 2010. [cited 2019 Oct 21]. Available from: http://resolver.tudelft.nl/uuid:610cbb5e-dc40-4068-8064-6c2c5e0d1364.

Council of Science Editors:

Agbo IO. Design and Simulation of Single Electron Tunneling Circuits for Brownian Motion Based Logic and Arithmetic Computation:. [Masters Thesis]. Delft University of Technology; 2010. Available from: http://resolver.tudelft.nl/uuid:610cbb5e-dc40-4068-8064-6c2c5e0d1364

University of North Texas

30.
Cakir, Rasit.
Fractional *Brownian* *motion* and dynamic approach to complexity.

Degree: 2007, University of North Texas

URL: https://digital.library.unt.edu/ark:/67531/metadc3992/

► The dynamic approach to fractional *Brownian* *motion* (FBM) establishes a link between non-Poisson renewal process with abrupt jumps resetting to zero the system's memory and…
(more)

Subjects/Keywords: Fractional Brownian motion; FBM; diffusion trajectory; ballistic deposition; trajectory memory; Brownian motion processes.; Computational complexity.; Dynamics.

Record Details Similar Records

❌

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

APA (6^{th} Edition):

Cakir, R. (2007). Fractional Brownian motion and dynamic approach to complexity. (Thesis). University of North Texas. Retrieved from https://digital.library.unt.edu/ark:/67531/metadc3992/

Not specified: Masters Thesis or Doctoral Dissertation

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

Cakir, Rasit. “Fractional Brownian motion and dynamic approach to complexity.” 2007. Thesis, University of North Texas. Accessed October 21, 2019. https://digital.library.unt.edu/ark:/67531/metadc3992/.

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} Edition):

Cakir, Rasit. “Fractional Brownian motion and dynamic approach to complexity.” 2007. Web. 21 Oct 2019.

Vancouver:

Cakir R. Fractional Brownian motion and dynamic approach to complexity. [Internet] [Thesis]. University of North Texas; 2007. [cited 2019 Oct 21]. Available from: https://digital.library.unt.edu/ark:/67531/metadc3992/.

Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Cakir R. Fractional Brownian motion and dynamic approach to complexity. [Thesis]. University of North Texas; 2007. Available from: https://digital.library.unt.edu/ark:/67531/metadc3992/

Not specified: Masters Thesis or Doctoral Dissertation