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You searched for subject:(Brownian motion processes ). Showing records 1 – 30 of 15538 total matches.

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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

 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 (6th 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 (16th 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 (7th 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

 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 (6th 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 (16th 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 (7th 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

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Stellenbosch University

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

Degree: MSc, 2015, Stellenbosch University

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 (6th 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 (16th 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 (7th 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

 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 (6th 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 (16th 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 (7th 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

 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 (6th 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 (16th 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 (7th 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

 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 (6th 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

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th 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.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th 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.

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

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

 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 (6th 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

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th 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.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th 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.

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

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

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

Degree: PhD, Mathematics, 2013, Oregon State University

 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… 

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

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APA (6th 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 (16th 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 (7th 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

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

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

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APA (6th Edition):

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

Chicago Manual of Style (16th Edition):

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

MLA Handbook (7th Edition):

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

 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 (6th 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 (16th 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 (7th 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

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 (6th Edition):

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

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th 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.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th 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.

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

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

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

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APA (6th 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 (16th 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 (7th 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

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

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APA (6th 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 (16th 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 (7th 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

published_or_final_version

Statistics

Doctoral

Doctor of Philosophy

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

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APA (6th 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 (16th 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 (7th 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

 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 (6th 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 (16th 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 (7th 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

 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 (6th 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 (16th 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 (7th 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

M.Sc. (Mathematical Statistics)

Please refer to full text to view abstract

Subjects/Keywords: Sequential analysis; Brownian motion processes

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APA (6th Edition):

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

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th 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.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th 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.

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

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

 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 (6th 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 (16th 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 (7th 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

 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 (6th 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 (16th 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 (7th 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

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 (6th 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 (16th 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 (7th 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

published_or_final_version

Mathematics

Doctoral

Doctor of Philosophy

Advisors/Committee Members: Yung, SP.

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

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APA (6th 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 (16th 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 (7th 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

 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 (6th 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 (16th 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 (7th 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

 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 (6th 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

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th 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.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th 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.

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

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Columbia University

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

Degree: 2016, Columbia University

 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 (6th 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 (16th 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 (7th 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

 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 (6th 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 (16th 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 (7th 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

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

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APA (6th 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 (16th 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 (7th 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

 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 (6th 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 (16th 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 (7th 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

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 (6th 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 (16th 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 (7th 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

 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

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APA (6th 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 (16th 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 (7th 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

 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.

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APA (6th 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/

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th 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/.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th 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/.

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

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

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