Advanced search options

Advanced Search Options 🞨

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

Find ETDs with:

in
/  
in
/  
in
/  
in

Written in Published in Earliest date Latest date

Sorted by

Results per page:

Sorted by: relevance · author · university · dateNew search

You searched for subject:(Fractional Brownian motion). Showing records 1 – 30 of 49 total matches.

[1] [2]

Search Limiters

Last 2 Years | English Only

Country

▼ Search Limiters


University of Alberta

1. 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

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

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

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 April 04, 2020. https://era.library.ualberta.ca/files/gm80hz041.

MLA Handbook (7th Edition):

Kang, Jiayin. “Financial Model Estimation And Portfolio Rebalancing.” 2015. Web. 04 Apr 2020.

Vancouver:

Kang J. Financial Model Estimation And Portfolio Rebalancing. [Internet] [Masters thesis]. University of Alberta; 2015. [cited 2020 Apr 04]. 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


Linnaeus University

2. Feng, Zijie. Stock-Price Modeling by the Geometric Fractional Brownian Motion: A View towards the Chinese Financial Market.

Degree: Mathematics, 2018, Linnaeus University

  As an extension of the geometric Brownian motion, a geometric fractional Brownian motion (GFBM) is considered as a stock-price model. The modeled GFBM is… (more)

Subjects/Keywords: geometric fractional Brownian motion; fractional Brownian motion; fractional Gaussian noise; Hurst exponent; Mathematics; Matematik

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

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

APA (6th Edition):

Feng, Z. (2018). Stock-Price Modeling by the Geometric Fractional Brownian Motion: A View towards the Chinese Financial Market. (Thesis). Linnaeus University. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:lnu:diva-78375

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):

Feng, Zijie. “Stock-Price Modeling by the Geometric Fractional Brownian Motion: A View towards the Chinese Financial Market.” 2018. Thesis, Linnaeus University. Accessed April 04, 2020. http://urn.kb.se/resolve?urn=urn:nbn:se:lnu:diva-78375.

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

MLA Handbook (7th Edition):

Feng, Zijie. “Stock-Price Modeling by the Geometric Fractional Brownian Motion: A View towards the Chinese Financial Market.” 2018. Web. 04 Apr 2020.

Vancouver:

Feng Z. Stock-Price Modeling by the Geometric Fractional Brownian Motion: A View towards the Chinese Financial Market. [Internet] [Thesis]. Linnaeus University; 2018. [cited 2020 Apr 04]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:lnu:diva-78375.

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

Council of Science Editors:

Feng Z. Stock-Price Modeling by the Geometric Fractional Brownian Motion: A View towards the Chinese Financial Market. [Thesis]. Linnaeus University; 2018. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:lnu:diva-78375

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


Cornell University

3. Miao, Qisiyu. Memory Vs Momentum - Exploring Momentum Strategies With The Hurst Exponent .

Degree: 2016, Cornell University

 Momentum, the strategy of capitalizing on the ongoing trend in the stock price movements, has been one of the most puzzling market anomalies in modern… (more)

Subjects/Keywords: Momentum Trading; Fractional Brownian Motion; Hurst Exponent

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

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

APA (6th Edition):

Miao, Q. (2016). Memory Vs Momentum - Exploring Momentum Strategies With The Hurst Exponent . (Thesis). Cornell University. Retrieved from http://hdl.handle.net/1813/44365

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):

Miao, Qisiyu. “Memory Vs Momentum - Exploring Momentum Strategies With The Hurst Exponent .” 2016. Thesis, Cornell University. Accessed April 04, 2020. http://hdl.handle.net/1813/44365.

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

MLA Handbook (7th Edition):

Miao, Qisiyu. “Memory Vs Momentum - Exploring Momentum Strategies With The Hurst Exponent .” 2016. Web. 04 Apr 2020.

Vancouver:

Miao Q. Memory Vs Momentum - Exploring Momentum Strategies With The Hurst Exponent . [Internet] [Thesis]. Cornell University; 2016. [cited 2020 Apr 04]. Available from: http://hdl.handle.net/1813/44365.

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

Council of Science Editors:

Miao Q. Memory Vs Momentum - Exploring Momentum Strategies With The Hurst Exponent . [Thesis]. Cornell University; 2016. Available from: http://hdl.handle.net/1813/44365

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


Durham University

4. Chen, Hung-Ming. A study of self-similar traffic generation for ATM networks.

Degree: PhD, 1997, Durham University

 This thesis discusses the efficient and accurate generation of self-similar traffic for ATM networks. ATM networks have been developed to carry multiple service categories. Since… (more)

Subjects/Keywords: 621.382; Fractional Brownian motion

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

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

APA (6th Edition):

Chen, H. (1997). A study of self-similar traffic generation for ATM networks. (Doctoral Dissertation). Durham University. Retrieved from http://etheses.dur.ac.uk/4858/ ; http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.388920

Chicago Manual of Style (16th Edition):

Chen, Hung-Ming. “A study of self-similar traffic generation for ATM networks.” 1997. Doctoral Dissertation, Durham University. Accessed April 04, 2020. http://etheses.dur.ac.uk/4858/ ; http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.388920.

MLA Handbook (7th Edition):

Chen, Hung-Ming. “A study of self-similar traffic generation for ATM networks.” 1997. Web. 04 Apr 2020.

Vancouver:

Chen H. A study of self-similar traffic generation for ATM networks. [Internet] [Doctoral dissertation]. Durham University; 1997. [cited 2020 Apr 04]. Available from: http://etheses.dur.ac.uk/4858/ ; http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.388920.

Council of Science Editors:

Chen H. A study of self-similar traffic generation for ATM networks. [Doctoral Dissertation]. Durham University; 1997. Available from: http://etheses.dur.ac.uk/4858/ ; http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.388920


University of Pretoria

5. Ostaszewicz, Anna Julia. The Hurst parameter and option pricing with fractional Brownian motion.

Degree: Mathematics and Applied Mathematics, 2013, University of Pretoria

 In the mathematical modeling of the classical option pricing models it is assumed that the underlying stock price process follows a geometric Brownian motion, but… (more)

Subjects/Keywords: Fractional brownian motion; Option pricing; Hurst parameter; UCTD

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

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

APA (6th Edition):

Ostaszewicz, A. (2013). The Hurst parameter and option pricing with fractional Brownian motion. (Masters Thesis). University of Pretoria. Retrieved from http://hdl.handle.net/2263/26521

Chicago Manual of Style (16th Edition):

Ostaszewicz, Anna. “The Hurst parameter and option pricing with fractional Brownian motion.” 2013. Masters Thesis, University of Pretoria. Accessed April 04, 2020. http://hdl.handle.net/2263/26521.

MLA Handbook (7th Edition):

Ostaszewicz, Anna. “The Hurst parameter and option pricing with fractional Brownian motion.” 2013. Web. 04 Apr 2020.

Vancouver:

Ostaszewicz A. The Hurst parameter and option pricing with fractional Brownian motion. [Internet] [Masters thesis]. University of Pretoria; 2013. [cited 2020 Apr 04]. Available from: http://hdl.handle.net/2263/26521.

Council of Science Editors:

Ostaszewicz A. The Hurst parameter and option pricing with fractional Brownian motion. [Masters Thesis]. University of Pretoria; 2013. Available from: http://hdl.handle.net/2263/26521


University of Pretoria

6. [No author]. The Hurst parameter and option pricing with fractional Brownian motion .

Degree: 2013, University of Pretoria

 In the mathematical modeling of the classical option pricing models it is assumed that the underlying stock price process follows a geometric Brownian motion, but… (more)

Subjects/Keywords: Fractional brownian motion; Option pricing; Hurst parameter; UCTD

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

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

APA (6th Edition):

author], [. (2013). The Hurst parameter and option pricing with fractional Brownian motion . (Masters Thesis). University of Pretoria. Retrieved from http://upetd.up.ac.za/thesis/available/etd-02012013-134807/

Chicago Manual of Style (16th Edition):

author], [No. “The Hurst parameter and option pricing with fractional Brownian motion .” 2013. Masters Thesis, University of Pretoria. Accessed April 04, 2020. http://upetd.up.ac.za/thesis/available/etd-02012013-134807/.

MLA Handbook (7th Edition):

author], [No. “The Hurst parameter and option pricing with fractional Brownian motion .” 2013. Web. 04 Apr 2020.

Vancouver:

author] [. The Hurst parameter and option pricing with fractional Brownian motion . [Internet] [Masters thesis]. University of Pretoria; 2013. [cited 2020 Apr 04]. Available from: http://upetd.up.ac.za/thesis/available/etd-02012013-134807/.

Council of Science Editors:

author] [. The Hurst parameter and option pricing with fractional Brownian motion . [Masters Thesis]. University of Pretoria; 2013. Available from: http://upetd.up.ac.za/thesis/available/etd-02012013-134807/


Michigan State University

7. 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

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

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

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 April 04, 2020. 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. 04 Apr 2020.

Vancouver:

Sabzikar F. Tempered fractional Brownian motion. [Internet] [Thesis]. Michigan State University; 2014. [cited 2020 Apr 04]. 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


University of Technology, Sydney

8. Ling, TG. Study of some functionals of standard and fractional Brownian motions with applications in quantitative finance and statistics.

Degree: 2014, University of Technology, Sydney

 This thesis contains results on two important problems arising in quantitative finance and statistics. The first problem is about option pricing with a volume weighted… (more)

Subjects/Keywords: Fractional Brownian motion.; Vwap.; Volume weighted average price.; Options.; Finance.; Pricing.

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

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

APA (6th Edition):

Ling, T. (2014). Study of some functionals of standard and fractional Brownian motions with applications in quantitative finance and statistics. (Thesis). University of Technology, Sydney. Retrieved from http://hdl.handle.net/10453/24206

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):

Ling, TG. “Study of some functionals of standard and fractional Brownian motions with applications in quantitative finance and statistics.” 2014. Thesis, University of Technology, Sydney. Accessed April 04, 2020. http://hdl.handle.net/10453/24206.

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

MLA Handbook (7th Edition):

Ling, TG. “Study of some functionals of standard and fractional Brownian motions with applications in quantitative finance and statistics.” 2014. Web. 04 Apr 2020.

Vancouver:

Ling T. Study of some functionals of standard and fractional Brownian motions with applications in quantitative finance and statistics. [Internet] [Thesis]. University of Technology, Sydney; 2014. [cited 2020 Apr 04]. Available from: http://hdl.handle.net/10453/24206.

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

Council of Science Editors:

Ling T. Study of some functionals of standard and fractional Brownian motions with applications in quantitative finance and statistics. [Thesis]. University of Technology, Sydney; 2014. Available from: http://hdl.handle.net/10453/24206

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


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

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

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

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/6053

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 April 04, 2020. http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/63399/rec/6053.

MLA Handbook (7th Edition):

Moers, Michael. “Statistical inference of stochastic differential equations driven by Gaussian noise.” 2012. Web. 04 Apr 2020.

Vancouver:

Moers M. Statistical inference of stochastic differential equations driven by Gaussian noise. [Internet] [Doctoral dissertation]. University of Southern California; 2012. [cited 2020 Apr 04]. Available from: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/63399/rec/6053.

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/6053

10. Cai, Chunhao. Analyse statistique de quelques modèles de processus de type fractionnaire : Statistical analysis of some models of fractional type process.

Degree: Docteur es, Mathématiques, 2014, Le Mans

Cette thèse porte sur l’analyse statistique de quelques modèles de processus stochastiques gouvernés par des bruits de type fractionnaire, en temps discret ou continu.Dans le… (more)

Subjects/Keywords: Processus fractionnaire; Mouvement brownien fractionnaire; Mouvement brownien fractionnaire mélangé; Estimateur de maximum vraisemblance; Fractional Brownian motion; Mixed fractional Brownian motion; Maximum likelihood estimator; 519.23

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

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

APA (6th Edition):

Cai, C. (2014). Analyse statistique de quelques modèles de processus de type fractionnaire : Statistical analysis of some models of fractional type process. (Doctoral Dissertation). Le Mans. Retrieved from http://www.theses.fr/2014LEMA1030

Chicago Manual of Style (16th Edition):

Cai, Chunhao. “Analyse statistique de quelques modèles de processus de type fractionnaire : Statistical analysis of some models of fractional type process.” 2014. Doctoral Dissertation, Le Mans. Accessed April 04, 2020. http://www.theses.fr/2014LEMA1030.

MLA Handbook (7th Edition):

Cai, Chunhao. “Analyse statistique de quelques modèles de processus de type fractionnaire : Statistical analysis of some models of fractional type process.” 2014. Web. 04 Apr 2020.

Vancouver:

Cai C. Analyse statistique de quelques modèles de processus de type fractionnaire : Statistical analysis of some models of fractional type process. [Internet] [Doctoral dissertation]. Le Mans; 2014. [cited 2020 Apr 04]. Available from: http://www.theses.fr/2014LEMA1030.

Council of Science Editors:

Cai C. Analyse statistique de quelques modèles de processus de type fractionnaire : Statistical analysis of some models of fractional type process. [Doctoral Dissertation]. Le Mans; 2014. Available from: http://www.theses.fr/2014LEMA1030


Cornell University

11. Wongsasutthikul, Paitoon. Hurst Trading With An Excursion Into Fractal Space Of Returns .

Degree: 2012, Cornell University

 This dissertation tackles the problem of non-normality in the distribution of returns and attempts to formulate a proprietary trading strategy to arbitrage the markets using… (more)

Subjects/Keywords: Hurst Trading; Itxc3xb4s excursion theory; fractional Brownian motion; unit root; autoregressive process; momentum trading

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

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

APA (6th Edition):

Wongsasutthikul, P. (2012). Hurst Trading With An Excursion Into Fractal Space Of Returns . (Thesis). Cornell University. Retrieved from http://hdl.handle.net/1813/29455

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):

Wongsasutthikul, Paitoon. “Hurst Trading With An Excursion Into Fractal Space Of Returns .” 2012. Thesis, Cornell University. Accessed April 04, 2020. http://hdl.handle.net/1813/29455.

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

MLA Handbook (7th Edition):

Wongsasutthikul, Paitoon. “Hurst Trading With An Excursion Into Fractal Space Of Returns .” 2012. Web. 04 Apr 2020.

Vancouver:

Wongsasutthikul P. Hurst Trading With An Excursion Into Fractal Space Of Returns . [Internet] [Thesis]. Cornell University; 2012. [cited 2020 Apr 04]. Available from: http://hdl.handle.net/1813/29455.

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

Council of Science Editors:

Wongsasutthikul P. Hurst Trading With An Excursion Into Fractal Space Of Returns . [Thesis]. Cornell University; 2012. Available from: http://hdl.handle.net/1813/29455

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

12. LI DAN. PARAMETER ESTIMATION ON FRACTIONAL BROWNIAN MOTION.

Degree: 2015, National University of Singapore

Subjects/Keywords: fractional Brownian motion; Hurst exponent estimation

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

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

APA (6th Edition):

DAN, L. (2015). PARAMETER ESTIMATION ON FRACTIONAL BROWNIAN MOTION. (Thesis). National University of Singapore. Retrieved from http://scholarbank.nus.edu.sg/handle/10635/121097

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):

DAN, LI. “PARAMETER ESTIMATION ON FRACTIONAL BROWNIAN MOTION.” 2015. Thesis, National University of Singapore. Accessed April 04, 2020. http://scholarbank.nus.edu.sg/handle/10635/121097.

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

MLA Handbook (7th Edition):

DAN, LI. “PARAMETER ESTIMATION ON FRACTIONAL BROWNIAN MOTION.” 2015. Web. 04 Apr 2020.

Vancouver:

DAN L. PARAMETER ESTIMATION ON FRACTIONAL BROWNIAN MOTION. [Internet] [Thesis]. National University of Singapore; 2015. [cited 2020 Apr 04]. Available from: http://scholarbank.nus.edu.sg/handle/10635/121097.

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

Council of Science Editors:

DAN L. PARAMETER ESTIMATION ON FRACTIONAL BROWNIAN MOTION. [Thesis]. National University of Singapore; 2015. Available from: http://scholarbank.nus.edu.sg/handle/10635/121097

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


University of Kansas

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

Degree: PhD, Mathematics, 2018, University of Kansas

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

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

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

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

APA (6th Edition):

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

Chicago Manual of Style (16th Edition):

ZHOU, HONGJUAN. “Parameter estimation for stochastic differential equations driven by fractional Brownian motion.” 2018. Doctoral Dissertation, University of Kansas. Accessed April 04, 2020. http://hdl.handle.net/1808/27944.

MLA Handbook (7th Edition):

ZHOU, HONGJUAN. “Parameter estimation for stochastic differential equations driven by fractional Brownian motion.” 2018. Web. 04 Apr 2020.

Vancouver:

ZHOU H. Parameter estimation for stochastic differential equations driven by fractional Brownian motion. [Internet] [Doctoral dissertation]. University of Kansas; 2018. [cited 2020 Apr 04]. Available from: http://hdl.handle.net/1808/27944.

Council of Science Editors:

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


Lehigh University

14. Garmirian, Patricia Mehron. The Central Limit Theorem and the Estimation of the Concentration of Measure for Fractional Brownian Motion.

Degree: PhD, Mathematics, 2013, Lehigh University

 The principal result of Chapter 1 is a new, direct and elementary proof of the general Central Limit Theorem (CLT). Two important stepping-stones are, first,… (more)

Subjects/Keywords: Concentration of Measure; Fractional Brownian Motion; Haar; Largest Eigenvalue; Multinomial; The Central Limit Theorem; Mathematics; Physical Sciences and Mathematics

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

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

APA (6th Edition):

Garmirian, P. M. (2013). The Central Limit Theorem and the Estimation of the Concentration of Measure for Fractional Brownian Motion. (Doctoral Dissertation). Lehigh University. Retrieved from https://preserve.lehigh.edu/etd/1491

Chicago Manual of Style (16th Edition):

Garmirian, Patricia Mehron. “The Central Limit Theorem and the Estimation of the Concentration of Measure for Fractional Brownian Motion.” 2013. Doctoral Dissertation, Lehigh University. Accessed April 04, 2020. https://preserve.lehigh.edu/etd/1491.

MLA Handbook (7th Edition):

Garmirian, Patricia Mehron. “The Central Limit Theorem and the Estimation of the Concentration of Measure for Fractional Brownian Motion.” 2013. Web. 04 Apr 2020.

Vancouver:

Garmirian PM. The Central Limit Theorem and the Estimation of the Concentration of Measure for Fractional Brownian Motion. [Internet] [Doctoral dissertation]. Lehigh University; 2013. [cited 2020 Apr 04]. Available from: https://preserve.lehigh.edu/etd/1491.

Council of Science Editors:

Garmirian PM. The Central Limit Theorem and the Estimation of the Concentration of Measure for Fractional Brownian Motion. [Doctoral Dissertation]. Lehigh University; 2013. Available from: https://preserve.lehigh.edu/etd/1491


Humboldt University of Berlin

15. Schreier, David. Scaling properties of financial time series.

Degree: 2007, Humboldt University of Berlin

 This thesis will first criticize standard financial theory. The focus will be on return distributions, efficient market hypothesis and the independence of returns. Part two… (more)

Subjects/Keywords: Statistik; Wirtschaft; fractional Brownian motion; efficient market hypothesis; fractal; self-similarity; scaling; power law; Hurst; ddc:330

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

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

APA (6th Edition):

Schreier, D. (2007). Scaling properties of financial time series. (Masters Thesis). Humboldt University of Berlin. Retrieved from http://edoc.hu-berlin.de/docviews/abstract.php?id=28418 ; http://edoc.hu-berlin.de/master/schreier-david-2007-12-06/PDF/schreier.pdf ; http://www.nbn-resolving.de/urn:nbn:de:kobv:11-10082891

Chicago Manual of Style (16th Edition):

Schreier, David. “Scaling properties of financial time series.” 2007. Masters Thesis, Humboldt University of Berlin. Accessed April 04, 2020. http://edoc.hu-berlin.de/docviews/abstract.php?id=28418 ; http://edoc.hu-berlin.de/master/schreier-david-2007-12-06/PDF/schreier.pdf ; http://www.nbn-resolving.de/urn:nbn:de:kobv:11-10082891.

MLA Handbook (7th Edition):

Schreier, David. “Scaling properties of financial time series.” 2007. Web. 04 Apr 2020.

Vancouver:

Schreier D. Scaling properties of financial time series. [Internet] [Masters thesis]. Humboldt University of Berlin; 2007. [cited 2020 Apr 04]. Available from: http://edoc.hu-berlin.de/docviews/abstract.php?id=28418 ; http://edoc.hu-berlin.de/master/schreier-david-2007-12-06/PDF/schreier.pdf ; http://www.nbn-resolving.de/urn:nbn:de:kobv:11-10082891.

Council of Science Editors:

Schreier D. Scaling properties of financial time series. [Masters Thesis]. Humboldt University of Berlin; 2007. Available from: http://edoc.hu-berlin.de/docviews/abstract.php?id=28418 ; http://edoc.hu-berlin.de/master/schreier-david-2007-12-06/PDF/schreier.pdf ; http://www.nbn-resolving.de/urn:nbn:de:kobv:11-10082891


Technical University of Lisbon

16. Neves, Susana de Matos. Fractional Brownian Motion in Finance.

Degree: 2012, Technical University of Lisbon

Mestrado em Matemática Financeira

Algumas das propriedades estatísticas dos dados financeiros são comuns a uma ampla variedade de mercados: a propriedade de memória longa, as… (more)

Subjects/Keywords: Matemática Financeira; Movimento Browniano Fraccionário; Arbitragem; Custos de transacção; Memória Longa; Mathematical Finance; Fractional Brownian Motion; Arbitrage; Transaction Costs; Long Memory

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

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

APA (6th Edition):

Neves, S. d. M. (2012). Fractional Brownian Motion in Finance. (Thesis). Technical University of Lisbon. Retrieved from http://www.rcaap.pt/detail.jsp?id=oai:www.repository.utl.pt:10400.5/10326

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):

Neves, Susana de Matos. “Fractional Brownian Motion in Finance.” 2012. Thesis, Technical University of Lisbon. Accessed April 04, 2020. http://www.rcaap.pt/detail.jsp?id=oai:www.repository.utl.pt:10400.5/10326.

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

MLA Handbook (7th Edition):

Neves, Susana de Matos. “Fractional Brownian Motion in Finance.” 2012. Web. 04 Apr 2020.

Vancouver:

Neves SdM. Fractional Brownian Motion in Finance. [Internet] [Thesis]. Technical University of Lisbon; 2012. [cited 2020 Apr 04]. Available from: http://www.rcaap.pt/detail.jsp?id=oai:www.repository.utl.pt:10400.5/10326.

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

Council of Science Editors:

Neves SdM. Fractional Brownian Motion in Finance. [Thesis]. Technical University of Lisbon; 2012. Available from: http://www.rcaap.pt/detail.jsp?id=oai:www.repository.utl.pt:10400.5/10326

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


Vilnius Gediminas Technical University

17. Melichov, Dmitrij. Apie stochastinių diferencialinių lygčių sprendinių Hursto indekso vertinimą.

Degree: PhD, Mathematics, 2011, Vilnius Gediminas Technical University

Pagrindinė šios disertacijos tema - stochastinių diferencialinių lygčių (SDL), valdomų trupmeninio Brauno judesio (tBj), sprendinių Hursto indekso H vertinimas. Pirmiausia disertacijoje išnagrinėta SDL, valdomų tBj,… (more)

Subjects/Keywords: Hursto indeksas; Trupmeninis Brauno judesys; Stochastinė diferencialinė lygtis; Įvertinių modeliavimas; Hurst index; Fractional Brownian motion; Stochastic differential equation; Modelling of estimators

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

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

APA (6th Edition):

Melichov, D. (2011). Apie stochastinių diferencialinių lygčių sprendinių Hursto indekso vertinimą. (Doctoral Dissertation). Vilnius Gediminas Technical University. Retrieved from http://vddb.laba.lt/obj/LT-eLABa-0001:E.02~2011~D_20111228_165033-76068 ;

Chicago Manual of Style (16th Edition):

Melichov, Dmitrij. “Apie stochastinių diferencialinių lygčių sprendinių Hursto indekso vertinimą.” 2011. Doctoral Dissertation, Vilnius Gediminas Technical University. Accessed April 04, 2020. http://vddb.laba.lt/obj/LT-eLABa-0001:E.02~2011~D_20111228_165033-76068 ;.

MLA Handbook (7th Edition):

Melichov, Dmitrij. “Apie stochastinių diferencialinių lygčių sprendinių Hursto indekso vertinimą.” 2011. Web. 04 Apr 2020.

Vancouver:

Melichov D. Apie stochastinių diferencialinių lygčių sprendinių Hursto indekso vertinimą. [Internet] [Doctoral dissertation]. Vilnius Gediminas Technical University; 2011. [cited 2020 Apr 04]. Available from: http://vddb.laba.lt/obj/LT-eLABa-0001:E.02~2011~D_20111228_165033-76068 ;.

Council of Science Editors:

Melichov D. Apie stochastinių diferencialinių lygčių sprendinių Hursto indekso vertinimą. [Doctoral Dissertation]. Vilnius Gediminas Technical University; 2011. Available from: http://vddb.laba.lt/obj/LT-eLABa-0001:E.02~2011~D_20111228_165033-76068 ;


Vilnius Gediminas Technical University

18. Melichov, Dmitrij. On estimation of the Hurst index of solutions of stochastic differential equations.

Degree: Dissertation, Mathematics, 2011, Vilnius Gediminas Technical University

The main topic of this dissertation is the estimation of the Hurst index H of the solutions of stochastic differential equations (SDEs) driven by the… (more)

Subjects/Keywords: Hurst index; Fractional Brownian motion; Stochastic differential equation; Modelling of estimators; Hursto indeksas; Trupmeninis Brauno judesys; Stochastinė diferencialinė lygtis; Įvertinių modeliavimas

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

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

APA (6th Edition):

Melichov, D. (2011). On estimation of the Hurst index of solutions of stochastic differential equations. (Doctoral Dissertation). Vilnius Gediminas Technical University. Retrieved from http://vddb.laba.lt/obj/LT-eLABa-0001:E.02~2011~D_20111228_165042-00002 ;

Chicago Manual of Style (16th Edition):

Melichov, Dmitrij. “On estimation of the Hurst index of solutions of stochastic differential equations.” 2011. Doctoral Dissertation, Vilnius Gediminas Technical University. Accessed April 04, 2020. http://vddb.laba.lt/obj/LT-eLABa-0001:E.02~2011~D_20111228_165042-00002 ;.

MLA Handbook (7th Edition):

Melichov, Dmitrij. “On estimation of the Hurst index of solutions of stochastic differential equations.” 2011. Web. 04 Apr 2020.

Vancouver:

Melichov D. On estimation of the Hurst index of solutions of stochastic differential equations. [Internet] [Doctoral dissertation]. Vilnius Gediminas Technical University; 2011. [cited 2020 Apr 04]. Available from: http://vddb.laba.lt/obj/LT-eLABa-0001:E.02~2011~D_20111228_165042-00002 ;.

Council of Science Editors:

Melichov D. On estimation of the Hurst index of solutions of stochastic differential equations. [Doctoral Dissertation]. Vilnius Gediminas Technical University; 2011. Available from: http://vddb.laba.lt/obj/LT-eLABa-0001:E.02~2011~D_20111228_165042-00002 ;


Curtin University of Technology

19. Misiran, Masnita. Modeling and pricing financial assets under long memory processes .

Degree: 2010, Curtin University of Technology

 An important research area in financial mathematics is the study of long memory phenomenon in financial data. Long memory had been known long before suitable… (more)

Subjects/Keywords: stochastic differential equations (SDEs); numerical performance; financial mathematics; long memory phenomenon; Fractional Brownian motion (FBM); financial data; approximation; estimation method

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

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

APA (6th Edition):

Misiran, M. (2010). Modeling and pricing financial assets under long memory processes . (Thesis). Curtin University of Technology. Retrieved from http://hdl.handle.net/20.500.11937/2549

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):

Misiran, Masnita. “Modeling and pricing financial assets under long memory processes .” 2010. Thesis, Curtin University of Technology. Accessed April 04, 2020. http://hdl.handle.net/20.500.11937/2549.

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

MLA Handbook (7th Edition):

Misiran, Masnita. “Modeling and pricing financial assets under long memory processes .” 2010. Web. 04 Apr 2020.

Vancouver:

Misiran M. Modeling and pricing financial assets under long memory processes . [Internet] [Thesis]. Curtin University of Technology; 2010. [cited 2020 Apr 04]. Available from: http://hdl.handle.net/20.500.11937/2549.

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

Council of Science Editors:

Misiran M. Modeling and pricing financial assets under long memory processes . [Thesis]. Curtin University of Technology; 2010. Available from: http://hdl.handle.net/20.500.11937/2549

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


University of South Florida

20. Lovelady, Douglas Carroll. A Study of Complex Systems: from Magnetic to Biological.

Degree: 2011, University of South Florida

 This work is a study of complex many-body systems with non-trivial interactions. Many such systems can be described with models that are much simpler than… (more)

Subjects/Keywords: cancer; fractional Brownian motion; magnetic anisotropy; magnetic multilayers; random walk; American Studies; Arts and Humanities; Biophysics; Other Physics; Physics

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

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

APA (6th Edition):

Lovelady, D. C. (2011). A Study of Complex Systems: from Magnetic to Biological. (Thesis). University of South Florida. Retrieved from https://scholarcommons.usf.edu/etd/3216

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):

Lovelady, Douglas Carroll. “A Study of Complex Systems: from Magnetic to Biological.” 2011. Thesis, University of South Florida. Accessed April 04, 2020. https://scholarcommons.usf.edu/etd/3216.

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

MLA Handbook (7th Edition):

Lovelady, Douglas Carroll. “A Study of Complex Systems: from Magnetic to Biological.” 2011. Web. 04 Apr 2020.

Vancouver:

Lovelady DC. A Study of Complex Systems: from Magnetic to Biological. [Internet] [Thesis]. University of South Florida; 2011. [cited 2020 Apr 04]. Available from: https://scholarcommons.usf.edu/etd/3216.

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

Council of Science Editors:

Lovelady DC. A Study of Complex Systems: from Magnetic to Biological. [Thesis]. University of South Florida; 2011. Available from: https://scholarcommons.usf.edu/etd/3216

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


Université du Luxembourg

21. Elrahouli, Sami Abdul Latif. Financial modeling with Volterra Lévy processes and applications to option pricing, interest rates and credit risk modeling.

Degree: 2014, Université du Luxembourg

 Abstract. This work investigates financial models for option pricing, interest rates and credit risk with stochastic processes that have memory and discontinuities. These models are… (more)

Subjects/Keywords: Fractional Brownian motion; Fractional Black Scholes; credit risk; Lévy processes; Arbitrage; intrest rate; Physical, chemical, mathematical & earth Sciences :: Mathematics [G03]; Physique, chimie, mathématiques & sciences de la terre :: Mathématiques [G03]

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

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

APA (6th Edition):

Elrahouli, S. A. L. (2014). Financial modeling with Volterra Lévy processes and applications to option pricing, interest rates and credit risk modeling. (Doctoral Dissertation). Université du Luxembourg. Retrieved from http://orbilu.uni.lu/handle/10993/16617

Chicago Manual of Style (16th Edition):

Elrahouli, Sami Abdul Latif. “Financial modeling with Volterra Lévy processes and applications to option pricing, interest rates and credit risk modeling.” 2014. Doctoral Dissertation, Université du Luxembourg. Accessed April 04, 2020. http://orbilu.uni.lu/handle/10993/16617.

MLA Handbook (7th Edition):

Elrahouli, Sami Abdul Latif. “Financial modeling with Volterra Lévy processes and applications to option pricing, interest rates and credit risk modeling.” 2014. Web. 04 Apr 2020.

Vancouver:

Elrahouli SAL. Financial modeling with Volterra Lévy processes and applications to option pricing, interest rates and credit risk modeling. [Internet] [Doctoral dissertation]. Université du Luxembourg; 2014. [cited 2020 Apr 04]. Available from: http://orbilu.uni.lu/handle/10993/16617.

Council of Science Editors:

Elrahouli SAL. Financial modeling with Volterra Lévy processes and applications to option pricing, interest rates and credit risk modeling. [Doctoral Dissertation]. Université du Luxembourg; 2014. Available from: http://orbilu.uni.lu/handle/10993/16617

22. Al-Talibi, Haidar. On the Relevance of Fractional Gaussian Processes for Analysing Financial Markets.

Degree: Mathematics and Systems Engineering, 2007, Växjö University

  In recent years, the field of Fractional Brownian motion, Fractional Gaussian noise and long-range dependent processes has gained growing interest. Fractional Brownian motion is… (more)

Subjects/Keywords: Fractional Brownian motion; Fractional Gaussian noise; semmimartingale; volatility.; MATHEMATICS; MATEMATIK

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

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

APA (6th Edition):

Al-Talibi, H. (2007). On the Relevance of Fractional Gaussian Processes for Analysing Financial Markets. (Thesis). Växjö University. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:vxu:diva-1762

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):

Al-Talibi, Haidar. “On the Relevance of Fractional Gaussian Processes for Analysing Financial Markets.” 2007. Thesis, Växjö University. Accessed April 04, 2020. http://urn.kb.se/resolve?urn=urn:nbn:se:vxu:diva-1762.

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

MLA Handbook (7th Edition):

Al-Talibi, Haidar. “On the Relevance of Fractional Gaussian Processes for Analysing Financial Markets.” 2007. Web. 04 Apr 2020.

Vancouver:

Al-Talibi H. On the Relevance of Fractional Gaussian Processes for Analysing Financial Markets. [Internet] [Thesis]. Växjö University; 2007. [cited 2020 Apr 04]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:vxu:diva-1762.

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

Council of Science Editors:

Al-Talibi H. On the Relevance of Fractional Gaussian Processes for Analysing Financial Markets. [Thesis]. Växjö University; 2007. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:vxu:diva-1762

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


Technical University of Lisbon

23. Serrano, Francisco de Castilho Monteiro Gil. Fractional processes: an application to finance.

Degree: 2016, Technical University of Lisbon

Mestrado em Matemática Financeira

Neste trabalho é apresentada uma extensa descrição matemática, orientada para a modelação financeira, de três principais processos fracionários: o processo Browniano… (more)

Subjects/Keywords: processos fracionários; processo Browniano fraccionário; processo de Lévy fracionário; simulação; modelos financeiros fracionários; modelos mistos; preço de opções; Monte Carlo; fractional processes; fractional Brownian motion; fractional Lévy process; simulation; fractional financial models; mixed models; option pricing

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

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

APA (6th Edition):

Serrano, F. d. C. M. G. (2016). Fractional processes: an application to finance. (Thesis). Technical University of Lisbon. Retrieved from http://www.rcaap.pt/detail.jsp?id=oai:www.repository.utl.pt:10400.5/13002

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):

Serrano, Francisco de Castilho Monteiro Gil. “Fractional processes: an application to finance.” 2016. Thesis, Technical University of Lisbon. Accessed April 04, 2020. http://www.rcaap.pt/detail.jsp?id=oai:www.repository.utl.pt:10400.5/13002.

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

MLA Handbook (7th Edition):

Serrano, Francisco de Castilho Monteiro Gil. “Fractional processes: an application to finance.” 2016. Web. 04 Apr 2020.

Vancouver:

Serrano FdCMG. Fractional processes: an application to finance. [Internet] [Thesis]. Technical University of Lisbon; 2016. [cited 2020 Apr 04]. Available from: http://www.rcaap.pt/detail.jsp?id=oai:www.repository.utl.pt:10400.5/13002.

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

Council of Science Editors:

Serrano FdCMG. Fractional processes: an application to finance. [Thesis]. Technical University of Lisbon; 2016. Available from: http://www.rcaap.pt/detail.jsp?id=oai:www.repository.utl.pt:10400.5/13002

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


University of North Texas

24. 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.

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

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

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 April 04, 2020. 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. 04 Apr 2020.

Vancouver:

Cakir R. Fractional Brownian motion and dynamic approach to complexity. [Internet] [Thesis]. University of North Texas; 2007. [cited 2020 Apr 04]. 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

25. Delorme, Mathieu. Processus stochastiques et systèmes désordonnés : autour du mouvement Brownien : Stochastic processes and disordered systems : around Brownian motion.

Degree: Docteur es, Physique, 2016, Paris Sciences et Lettres

Dans cette thèse, on étudie des processus stochastiques issus de la physique statistique. Le mouvement Brownien fractionnaire, objet central des premiers chapitres, généralise le mouvement… (more)

Subjects/Keywords: Mouvement Brownien; Mouvement Brownien fractionnaire; Processus Non-Markovien; Invariance d’échelle; Intégrales de chemin; Desordre gelé; Interfaces; Avalanches; Brownian motion; Fractional Brownian motion; Non-Markovian processes; Scale invariance; Path integrals; Quenched disorder; Interfaces; Avalanches; 530

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

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

APA (6th Edition):

Delorme, M. (2016). Processus stochastiques et systèmes désordonnés : autour du mouvement Brownien : Stochastic processes and disordered systems : around Brownian motion. (Doctoral Dissertation). Paris Sciences et Lettres. Retrieved from http://www.theses.fr/2016PSLEE058

Chicago Manual of Style (16th Edition):

Delorme, Mathieu. “Processus stochastiques et systèmes désordonnés : autour du mouvement Brownien : Stochastic processes and disordered systems : around Brownian motion.” 2016. Doctoral Dissertation, Paris Sciences et Lettres. Accessed April 04, 2020. http://www.theses.fr/2016PSLEE058.

MLA Handbook (7th Edition):

Delorme, Mathieu. “Processus stochastiques et systèmes désordonnés : autour du mouvement Brownien : Stochastic processes and disordered systems : around Brownian motion.” 2016. Web. 04 Apr 2020.

Vancouver:

Delorme M. Processus stochastiques et systèmes désordonnés : autour du mouvement Brownien : Stochastic processes and disordered systems : around Brownian motion. [Internet] [Doctoral dissertation]. Paris Sciences et Lettres; 2016. [cited 2020 Apr 04]. Available from: http://www.theses.fr/2016PSLEE058.

Council of Science Editors:

Delorme M. Processus stochastiques et systèmes désordonnés : autour du mouvement Brownien : Stochastic processes and disordered systems : around Brownian motion. [Doctoral Dissertation]. Paris Sciences et Lettres; 2016. Available from: http://www.theses.fr/2016PSLEE058

26. Gonschorowski, Juliano dos Santos. Processamento de sinais e reconhecimento de padrões de resposta de sensores de gases através da geometria fractal.

Degree: Mestrado, Microeletrônica, 2007, University of São Paulo

O objetivo do presente trabalho foi propor métodos de processamento de sinais e reconhecimento de padrões dos sinais de respostas de sensores de gás, utilizando… (more)

Subjects/Keywords: Fractal geometry; Fractional Brownian motion; Geometria fractal; Movimento Browniano fracionário; Partial iterated function system; Pattern recognition; Reconhecimento de padrões; Sensores; Sensors; Sistemas de funções iteradas parciais

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

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

APA (6th Edition):

Gonschorowski, J. d. S. (2007). Processamento de sinais e reconhecimento de padrões de resposta de sensores de gases através da geometria fractal. (Masters Thesis). University of São Paulo. Retrieved from http://www.teses.usp.br/teses/disponiveis/3/3140/tde-01082007-173551/ ;

Chicago Manual of Style (16th Edition):

Gonschorowski, Juliano dos Santos. “Processamento de sinais e reconhecimento de padrões de resposta de sensores de gases através da geometria fractal.” 2007. Masters Thesis, University of São Paulo. Accessed April 04, 2020. http://www.teses.usp.br/teses/disponiveis/3/3140/tde-01082007-173551/ ;.

MLA Handbook (7th Edition):

Gonschorowski, Juliano dos Santos. “Processamento de sinais e reconhecimento de padrões de resposta de sensores de gases através da geometria fractal.” 2007. Web. 04 Apr 2020.

Vancouver:

Gonschorowski JdS. Processamento de sinais e reconhecimento de padrões de resposta de sensores de gases através da geometria fractal. [Internet] [Masters thesis]. University of São Paulo; 2007. [cited 2020 Apr 04]. Available from: http://www.teses.usp.br/teses/disponiveis/3/3140/tde-01082007-173551/ ;.

Council of Science Editors:

Gonschorowski JdS. Processamento de sinais e reconhecimento de padrões de resposta de sensores de gases através da geometria fractal. [Masters Thesis]. University of São Paulo; 2007. Available from: http://www.teses.usp.br/teses/disponiveis/3/3140/tde-01082007-173551/ ;


University of Kansas

27. Jin, Yasong. Maximum Queue Length of a Fluid Model with a Gaussian Input.

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

 A fractional Brownian queueing model, that is, a fluid model with an input of a fractional Brownian motion, was proposed in the 1990s to capture… (more)

Subjects/Keywords: Mathematics; Queue; Fractional brownian motion; Maximum queue length; Network modeling

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

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

APA (6th Edition):

Jin, Y. (2007). Maximum Queue Length of a Fluid Model with a Gaussian Input. (Doctoral Dissertation). University of Kansas. Retrieved from http://hdl.handle.net/1808/3993

Chicago Manual of Style (16th Edition):

Jin, Yasong. “Maximum Queue Length of a Fluid Model with a Gaussian Input.” 2007. Doctoral Dissertation, University of Kansas. Accessed April 04, 2020. http://hdl.handle.net/1808/3993.

MLA Handbook (7th Edition):

Jin, Yasong. “Maximum Queue Length of a Fluid Model with a Gaussian Input.” 2007. Web. 04 Apr 2020.

Vancouver:

Jin Y. Maximum Queue Length of a Fluid Model with a Gaussian Input. [Internet] [Doctoral dissertation]. University of Kansas; 2007. [cited 2020 Apr 04]. Available from: http://hdl.handle.net/1808/3993.

Council of Science Editors:

Jin Y. Maximum Queue Length of a Fluid Model with a Gaussian Input. [Doctoral Dissertation]. University of Kansas; 2007. Available from: http://hdl.handle.net/1808/3993

28. Venet, Nil. Sur l'existence de champs browniens fractionnaires indexés par des variétés : On the existence of fractional brownian fields indexed by manifolds.

Degree: Docteur es, Mathématiques appliquées, 2016, Université Toulouse III – Paul Sabatier

Cette thèse porte sur l'existence de champs browniens fractionnaires indexés par des variétés riemanniennes. Ces objets héritent des propriétés qui font le succès du mouvement… (more)

Subjects/Keywords: Champ aléatoire; Mouvement brownien; Fractionnaire; Exposant de Hurst; Auto-similarité; Variété riemannienne; Random field; Brownian motion; Fractional; Hurst exponent; Autosimilarity; Riemannian manifold

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

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

APA (6th Edition):

Venet, N. (2016). Sur l'existence de champs browniens fractionnaires indexés par des variétés : On the existence of fractional brownian fields indexed by manifolds. (Doctoral Dissertation). Université Toulouse III – Paul Sabatier. Retrieved from http://www.theses.fr/2016TOU30377

Chicago Manual of Style (16th Edition):

Venet, Nil. “Sur l'existence de champs browniens fractionnaires indexés par des variétés : On the existence of fractional brownian fields indexed by manifolds.” 2016. Doctoral Dissertation, Université Toulouse III – Paul Sabatier. Accessed April 04, 2020. http://www.theses.fr/2016TOU30377.

MLA Handbook (7th Edition):

Venet, Nil. “Sur l'existence de champs browniens fractionnaires indexés par des variétés : On the existence of fractional brownian fields indexed by manifolds.” 2016. Web. 04 Apr 2020.

Vancouver:

Venet N. Sur l'existence de champs browniens fractionnaires indexés par des variétés : On the existence of fractional brownian fields indexed by manifolds. [Internet] [Doctoral dissertation]. Université Toulouse III – Paul Sabatier; 2016. [cited 2020 Apr 04]. Available from: http://www.theses.fr/2016TOU30377.

Council of Science Editors:

Venet N. Sur l'existence de champs browniens fractionnaires indexés par des variétés : On the existence of fractional brownian fields indexed by manifolds. [Doctoral Dissertation]. Université Toulouse III – Paul Sabatier; 2016. Available from: http://www.theses.fr/2016TOU30377

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

Degree: PhD, Mathematics, 2013, University of Kansas

 The problem of stochastic integration with respect to fractional Brownian motion (fBm) with H 1/4, but not in general if H 1/2. This result approximates… (more)

Subjects/Keywords: Mathematics; Fractional brownian motion; Malliavin calculus; Stochastic integrals

…B, BH will denote fractional Brownian motion, which may include standard Brownian motion… …fractional Brownian motion with Hurst parameter H. Then if H > 1/4, we have nt 2 ) ∑ g (… …where W is a scaled Brownian motion, independent of BH . This weak convergence results in the… …BH is replaced with a Gaussian process essentially similar to bifractional Brownian motion… …Brownian motion with H = K = 1/2, in fact it is extended to the bifractional family with H ≤ 1/2… 

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

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

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

APA (6th Edition):

Harnett, D. M. (2013). Central Limit Theorems for Some Symmetric Stochastic Integrals. (Doctoral Dissertation). University of Kansas. Retrieved from http://hdl.handle.net/1808/12238

Chicago Manual of Style (16th Edition):

Harnett, Daniel M. “Central Limit Theorems for Some Symmetric Stochastic Integrals.” 2013. Doctoral Dissertation, University of Kansas. Accessed April 04, 2020. http://hdl.handle.net/1808/12238.

MLA Handbook (7th Edition):

Harnett, Daniel M. “Central Limit Theorems for Some Symmetric Stochastic Integrals.” 2013. Web. 04 Apr 2020.

Vancouver:

Harnett DM. Central Limit Theorems for Some Symmetric Stochastic Integrals. [Internet] [Doctoral dissertation]. University of Kansas; 2013. [cited 2020 Apr 04]. Available from: http://hdl.handle.net/1808/12238.

Council of Science Editors:

Harnett DM. Central Limit Theorems for Some Symmetric Stochastic Integrals. [Doctoral Dissertation]. University of Kansas; 2013. Available from: http://hdl.handle.net/1808/12238

30. LIM NENG-LI. A STRATONOVICH - SKOROHOD INTEGRAL FORMULA FOR GAUSSIAN ROUGH PATHS.

Degree: 2017, National University of Singapore

Subjects/Keywords: Rough paths; Gaussian processes; fractional Brownian motion; Stratonovich integration; Skorohod integration

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

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

APA (6th Edition):

NENG-LI, L. (2017). A STRATONOVICH - SKOROHOD INTEGRAL FORMULA FOR GAUSSIAN ROUGH PATHS. (Thesis). National University of Singapore. Retrieved from http://scholarbank.nus.edu.sg/handle/10635/134935

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):

NENG-LI, LIM. “A STRATONOVICH - SKOROHOD INTEGRAL FORMULA FOR GAUSSIAN ROUGH PATHS.” 2017. Thesis, National University of Singapore. Accessed April 04, 2020. http://scholarbank.nus.edu.sg/handle/10635/134935.

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

MLA Handbook (7th Edition):

NENG-LI, LIM. “A STRATONOVICH - SKOROHOD INTEGRAL FORMULA FOR GAUSSIAN ROUGH PATHS.” 2017. Web. 04 Apr 2020.

Vancouver:

NENG-LI L. A STRATONOVICH - SKOROHOD INTEGRAL FORMULA FOR GAUSSIAN ROUGH PATHS. [Internet] [Thesis]. National University of Singapore; 2017. [cited 2020 Apr 04]. Available from: http://scholarbank.nus.edu.sg/handle/10635/134935.

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

Council of Science Editors:

NENG-LI L. A STRATONOVICH - SKOROHOD INTEGRAL FORMULA FOR GAUSSIAN ROUGH PATHS. [Thesis]. National University of Singapore; 2017. Available from: http://scholarbank.nus.edu.sg/handle/10635/134935

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

[1] [2]

.