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You searched for subject:(MARKOVPROZESSE WAHRSCHEINLICHKEITSRECHNUNG ). Showing records 1 – 9 of 9 total matches.

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ETH Zürich

1. Büchel, Alfred. Aufbau eines Simulationsmodells der Werkstättenfertigung auf der Basis eines Markov-Prozesses.

Degree: 1968, ETH Zürich

Subjects/Keywords: PRODUKTION (BETRIEBSWIRTSCHAFT); MARKOVPROZESSE (WAHRSCHEINLICHKEITSRECHNUNG); PRODUCTION (BUSINESS ECONOMICS); MARKOV PROCESSES (PROBABILITY THEORY); info:eu-repo/classification/ddc/330; Economics

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APA (6th Edition):

Büchel, A. (1968). Aufbau eines Simulationsmodells der Werkstättenfertigung auf der Basis eines Markov-Prozesses. (Doctoral Dissertation). ETH Zürich. Retrieved from http://hdl.handle.net/20.500.11850/133829

Chicago Manual of Style (16th Edition):

Büchel, Alfred. “Aufbau eines Simulationsmodells der Werkstättenfertigung auf der Basis eines Markov-Prozesses.” 1968. Doctoral Dissertation, ETH Zürich. Accessed January 24, 2020. http://hdl.handle.net/20.500.11850/133829.

MLA Handbook (7th Edition):

Büchel, Alfred. “Aufbau eines Simulationsmodells der Werkstättenfertigung auf der Basis eines Markov-Prozesses.” 1968. Web. 24 Jan 2020.

Vancouver:

Büchel A. Aufbau eines Simulationsmodells der Werkstättenfertigung auf der Basis eines Markov-Prozesses. [Internet] [Doctoral dissertation]. ETH Zürich; 1968. [cited 2020 Jan 24]. Available from: http://hdl.handle.net/20.500.11850/133829.

Council of Science Editors:

Büchel A. Aufbau eines Simulationsmodells der Werkstättenfertigung auf der Basis eines Markov-Prozesses. [Doctoral Dissertation]. ETH Zürich; 1968. Available from: http://hdl.handle.net/20.500.11850/133829


ETH Zürich

2. Cuchiero, Christa. Affine and polynomial processes.

Degree: 2011, ETH Zürich

Subjects/Keywords: VOLATILITÄT (FINANZEN); MARTINGALES + SEMIMARTINGALES (PROBABILITY THEORY); MARKOVPROZESSE (WAHRSCHEINLICHKEITSRECHNUNG); MARTINGALE + SEMIMARTINGALE (WAHRSCHEINLICHKEITSRECHNUNG); VOLATILITY (FINANCE); MARKOV PROCESSES (PROBABILITY THEORY); SPECIAL STOCHASTIC PROCESSES (PROBABILITY THEORY); SPEZIELLE STOCHASTISCHE PROZESSE (WAHRSCHEINLICHKEITSRECHNUNG); info:eu-repo/classification/ddc/510; Mathematics

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APA (6th Edition):

Cuchiero, C. (2011). Affine and polynomial processes. (Doctoral Dissertation). ETH Zürich. Retrieved from http://hdl.handle.net/20.500.11850/46416

Chicago Manual of Style (16th Edition):

Cuchiero, Christa. “Affine and polynomial processes.” 2011. Doctoral Dissertation, ETH Zürich. Accessed January 24, 2020. http://hdl.handle.net/20.500.11850/46416.

MLA Handbook (7th Edition):

Cuchiero, Christa. “Affine and polynomial processes.” 2011. Web. 24 Jan 2020.

Vancouver:

Cuchiero C. Affine and polynomial processes. [Internet] [Doctoral dissertation]. ETH Zürich; 2011. [cited 2020 Jan 24]. Available from: http://hdl.handle.net/20.500.11850/46416.

Council of Science Editors:

Cuchiero C. Affine and polynomial processes. [Doctoral Dissertation]. ETH Zürich; 2011. Available from: http://hdl.handle.net/20.500.11850/46416


ETH Zürich

3. Gonon, Lukas. Calibration, Filtering and Hedging: Non-Linear Information Processing in Mathematical Finance.

Degree: 2018, ETH Zürich

Subjects/Keywords: STOCHASTIC MODELS + STOCHASTIC SIMULATION (PROBABILITY THEORY); HEDGING (FINANCIAL MATHEMATICS); NEURAL NETWORKS (COMPUTER SYSTEMS); MARKOV PROCESSES (PROBABILITY THEORY); STOCHASTISCHE MODELLE + STOCHASTISCHE SIMULATION (WAHRSCHEINLICHKEITSRECHNUNG); NEURONALE NETZWERKE (COMPUTERSYSTEME); MARKOVPROZESSE (WAHRSCHEINLICHKEITSRECHNUNG); KURSSICHERUNG (FINANZMATHEMATIK)

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APA (6th Edition):

Gonon, L. (2018). Calibration, Filtering and Hedging: Non-Linear Information Processing in Mathematical Finance. (Doctoral Dissertation). ETH Zürich. Retrieved from http://hdl.handle.net/20.500.11850/284404

Chicago Manual of Style (16th Edition):

Gonon, Lukas. “Calibration, Filtering and Hedging: Non-Linear Information Processing in Mathematical Finance.” 2018. Doctoral Dissertation, ETH Zürich. Accessed January 24, 2020. http://hdl.handle.net/20.500.11850/284404.

MLA Handbook (7th Edition):

Gonon, Lukas. “Calibration, Filtering and Hedging: Non-Linear Information Processing in Mathematical Finance.” 2018. Web. 24 Jan 2020.

Vancouver:

Gonon L. Calibration, Filtering and Hedging: Non-Linear Information Processing in Mathematical Finance. [Internet] [Doctoral dissertation]. ETH Zürich; 2018. [cited 2020 Jan 24]. Available from: http://hdl.handle.net/20.500.11850/284404.

Council of Science Editors:

Gonon L. Calibration, Filtering and Hedging: Non-Linear Information Processing in Mathematical Finance. [Doctoral Dissertation]. ETH Zürich; 2018. Available from: http://hdl.handle.net/20.500.11850/284404


ETH Zürich

4. Gabrielli, Nicoletta. Affine processes from the perspective of path space valued Lévy processes.

Degree: 2014, ETH Zürich

Subjects/Keywords: MARKOVPROZESSE (WAHRSCHEINLICHKEITSRECHNUNG); LÉVYPROZESSE (STOCHASTISCHE PROZESSE); STOCHASTISCHE MODELLE + STOCHASTISCHE SIMULATION (WAHRSCHEINLICHKEITSRECHNUNG); MARKOV PROCESSES (PROBABILITY THEORY); LÉVY PROCESSES (STOCHASTIC PROCESSES); STOCHASTIC MODELS + STOCHASTIC SIMULATION (PROBABILITY THEORY); info:eu-repo/classification/ddc/510; Mathematics

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APA (6th Edition):

Gabrielli, N. (2014). Affine processes from the perspective of path space valued Lévy processes. (Doctoral Dissertation). ETH Zürich. Retrieved from http://hdl.handle.net/20.500.11850/154559

Chicago Manual of Style (16th Edition):

Gabrielli, Nicoletta. “Affine processes from the perspective of path space valued Lévy processes.” 2014. Doctoral Dissertation, ETH Zürich. Accessed January 24, 2020. http://hdl.handle.net/20.500.11850/154559.

MLA Handbook (7th Edition):

Gabrielli, Nicoletta. “Affine processes from the perspective of path space valued Lévy processes.” 2014. Web. 24 Jan 2020.

Vancouver:

Gabrielli N. Affine processes from the perspective of path space valued Lévy processes. [Internet] [Doctoral dissertation]. ETH Zürich; 2014. [cited 2020 Jan 24]. Available from: http://hdl.handle.net/20.500.11850/154559.

Council of Science Editors:

Gabrielli N. Affine processes from the perspective of path space valued Lévy processes. [Doctoral Dissertation]. ETH Zürich; 2014. Available from: http://hdl.handle.net/20.500.11850/154559


ETH Zürich

5. Bao, Xiaobo. Backward stochastic differential equations with super-quadratic growth.

Degree: 2009, ETH Zürich

Subjects/Keywords: STOCHASTISCHE DIFFERENTIALGLEICHUNGEN (WAHRSCHEINLICHKEITSRECHNUNG); NÜTZLICHKEITSTHEORIE (OPERATIONS RESEARCH); RISIKOTHEORIE (WAHRSCHEINLICHKEITSRECHNUNG); MARKOVPROZESSE (WAHRSCHEINLICHKEITSRECHNUNG); STOCHASTIC DIFFERENTIAL EQUATIONS (PROBABILITY THEORY); UTILITY THEORY (OPERATIONS RESEARCH); RISK THEORY (PROBABILITY THEORY); MARKOV PROCESSES (PROBABILITY THEORY); info:eu-repo/classification/ddc/510; info:eu-repo/classification/ddc/510; Mathematics; Mathematics

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APA (6th Edition):

Bao, X. (2009). Backward stochastic differential equations with super-quadratic growth. (Doctoral Dissertation). ETH Zürich. Retrieved from http://hdl.handle.net/20.500.11850/151589

Chicago Manual of Style (16th Edition):

Bao, Xiaobo. “Backward stochastic differential equations with super-quadratic growth.” 2009. Doctoral Dissertation, ETH Zürich. Accessed January 24, 2020. http://hdl.handle.net/20.500.11850/151589.

MLA Handbook (7th Edition):

Bao, Xiaobo. “Backward stochastic differential equations with super-quadratic growth.” 2009. Web. 24 Jan 2020.

Vancouver:

Bao X. Backward stochastic differential equations with super-quadratic growth. [Internet] [Doctoral dissertation]. ETH Zürich; 2009. [cited 2020 Jan 24]. Available from: http://hdl.handle.net/20.500.11850/151589.

Council of Science Editors:

Bao X. Backward stochastic differential equations with super-quadratic growth. [Doctoral Dissertation]. ETH Zürich; 2009. Available from: http://hdl.handle.net/20.500.11850/151589


ETH Zürich

6. Riser, Roman Patrick. Universality in Gaussian random normal matrices.

Degree: 2012, ETH Zürich

Subjects/Keywords: ADDITIVE FUNKTIONALE + PROBABILISTISCHE POTENTIALTHEORIE (MARKOVPROZESSE); ZUFALLSMATRIZEN (WAHRSCHEINLICHKEITSRECHNUNG); KERNFUNKTIONEN (ANALYSIS); ADDITIVE FUNCTIONALS + PROBABILISTIC POTENTIAL THEORY (MARKOV PROCESSES); RANDOM MATRICES (PROBABILITY THEORY); KERNEL FUNCTIONS (MATHEMATICAL ANALYSIS); info:eu-repo/classification/ddc/510; Mathematics

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APA (6th Edition):

Riser, R. P. (2012). Universality in Gaussian random normal matrices. (Doctoral Dissertation). ETH Zürich. Retrieved from http://hdl.handle.net/20.500.11850/153762

Chicago Manual of Style (16th Edition):

Riser, Roman Patrick. “Universality in Gaussian random normal matrices.” 2012. Doctoral Dissertation, ETH Zürich. Accessed January 24, 2020. http://hdl.handle.net/20.500.11850/153762.

MLA Handbook (7th Edition):

Riser, Roman Patrick. “Universality in Gaussian random normal matrices.” 2012. Web. 24 Jan 2020.

Vancouver:

Riser RP. Universality in Gaussian random normal matrices. [Internet] [Doctoral dissertation]. ETH Zürich; 2012. [cited 2020 Jan 24]. Available from: http://hdl.handle.net/20.500.11850/153762.

Council of Science Editors:

Riser RP. Universality in Gaussian random normal matrices. [Doctoral Dissertation]. ETH Zürich; 2012. Available from: http://hdl.handle.net/20.500.11850/153762


ETH Zürich

7. Migge, Bastian H. Strategic decision making under uncertainty tailored to parallax correction and energy production.

Degree: 2013, ETH Zürich

Subjects/Keywords: ENERGY DISTRIBUTION (ELECTRICAL ENERGY); ENERGIEVERTEILUNG (ELEKTRISCHE ENERGIE); AUTOMATISCHE REGELUNG (REGELUNGSTECHNIK); HUMAN-COMPUTER INTERACTION, HCI; TRANSIENT STABILITY (ELECTRIC DISTRIBUTION NETWORKS); STOCHASTIC MODELS + STOCHASTIC SIMULATION (PROBABILITY THEORY); DYNAMISCHE STABILITÄT (ELEKTRISCHE VERTEILNETZE); MARKOVPROZESSE (WAHRSCHEINLICHKEITSRECHNUNG); STOCHASTISCHE MODELLE + STOCHASTISCHE SIMULATION (WAHRSCHEINLICHKEITSRECHNUNG); AUTOMATIC CONTROL TECHNOLGY (CONTROL ENGINEERING); MARKOV PROCESSES (PROBABILITY THEORY); info:eu-repo/classification/ddc/621.3; Electric engineering

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APA (6th Edition):

Migge, B. H. (2013). Strategic decision making under uncertainty tailored to parallax correction and energy production. (Doctoral Dissertation). ETH Zürich. Retrieved from http://hdl.handle.net/20.500.11850/72668

Chicago Manual of Style (16th Edition):

Migge, Bastian H. “Strategic decision making under uncertainty tailored to parallax correction and energy production.” 2013. Doctoral Dissertation, ETH Zürich. Accessed January 24, 2020. http://hdl.handle.net/20.500.11850/72668.

MLA Handbook (7th Edition):

Migge, Bastian H. “Strategic decision making under uncertainty tailored to parallax correction and energy production.” 2013. Web. 24 Jan 2020.

Vancouver:

Migge BH. Strategic decision making under uncertainty tailored to parallax correction and energy production. [Internet] [Doctoral dissertation]. ETH Zürich; 2013. [cited 2020 Jan 24]. Available from: http://hdl.handle.net/20.500.11850/72668.

Council of Science Editors:

Migge BH. Strategic decision making under uncertainty tailored to parallax correction and energy production. [Doctoral Dissertation]. ETH Zürich; 2013. Available from: http://hdl.handle.net/20.500.11850/72668


ETH Zürich

8. Höing, Andrea. Topics in risk management for insurance and finance: ruin and dependence.

Degree: 2005, ETH Zürich

Subjects/Keywords: RISIKOANALYSE (OPERATIONS RESEARCH); RUINWAHRSCHEINLICHKEIT (WAHRSCHEINLICHKEITSRECHNUNG); MARKOVPROZESSE (WAHRSCHEINLICHKEITSRECHNUNG); VALUE-AT-RISK-MODELLE (FINANZMATHEMATIK); RISK ANALYSIS (OPERATIONS RESEARCH); RUIN PROBABILITY (PROBABILITY THEORY); MARKOV PROCESSES (PROBABILITY THEORY); VALUE-AT-RISK MODELS (FINANCIAL MATHEMATICS); info:eu-repo/classification/ddc/510; info:eu-repo/classification/ddc/510; Mathematics; Mathematics

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APA (6th Edition):

Höing, A. (2005). Topics in risk management for insurance and finance: ruin and dependence. (Doctoral Dissertation). ETH Zürich. Retrieved from http://hdl.handle.net/20.500.11850/148887

Chicago Manual of Style (16th Edition):

Höing, Andrea. “Topics in risk management for insurance and finance: ruin and dependence.” 2005. Doctoral Dissertation, ETH Zürich. Accessed January 24, 2020. http://hdl.handle.net/20.500.11850/148887.

MLA Handbook (7th Edition):

Höing, Andrea. “Topics in risk management for insurance and finance: ruin and dependence.” 2005. Web. 24 Jan 2020.

Vancouver:

Höing A. Topics in risk management for insurance and finance: ruin and dependence. [Internet] [Doctoral dissertation]. ETH Zürich; 2005. [cited 2020 Jan 24]. Available from: http://hdl.handle.net/20.500.11850/148887.

Council of Science Editors:

Höing A. Topics in risk management for insurance and finance: ruin and dependence. [Doctoral Dissertation]. ETH Zürich; 2005. Available from: http://hdl.handle.net/20.500.11850/148887


ETH Zürich

9. Bayati, Basil. Numerical Methods for Stochastic Processes with Applications in Chemical Kinetics and Biology.

Degree: 2011, ETH Zürich

Subjects/Keywords: BIOLOGISCHE INFORMATIK UND COMPUTERANWENDUNG IN DER BIOLOGIE; CYTOPLASM (CYTOLOGY); CHEMICAL KINETICS; BIOCHEMICAL AND MOLECULAR BIOLOGICAL MODELS; BIOCHEMISCHE UND MOLEKULARBIOLOGISCHE MODELLE; MARKOV PROCESSES (PROBABILITY THEORY); ADENOVIRIDAE (VIROLOGIE); HIRNTUMOREN (NEUROPATHOLOGIE); BRAIN TUMOURS (NEUROPATHOLOGY); CYTOPLASMA (CYTOLOGIE); STOCHASTIC PROCESSES (PROBABILITY THEORY); MARKOVPROZESSE (WAHRSCHEINLICHKEITSRECHNUNG); STOCHASTISCHE PROZESSE (WAHRSCHEINLICHKEITSRECHNUNG); ADENOVIRIDAE (VIROLOGY); CHEMISCHE KINETIK; BIOLOGICAL INFORMATICS AND COMPUTER APPLICATIONS IN BIOLOGY; info:eu-repo/classification/ddc/570; Life sciences

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APA (6th Edition):

Bayati, B. (2011). Numerical Methods for Stochastic Processes with Applications in Chemical Kinetics and Biology. (Doctoral Dissertation). ETH Zürich. Retrieved from http://hdl.handle.net/20.500.11850/72918

Chicago Manual of Style (16th Edition):

Bayati, Basil. “Numerical Methods for Stochastic Processes with Applications in Chemical Kinetics and Biology.” 2011. Doctoral Dissertation, ETH Zürich. Accessed January 24, 2020. http://hdl.handle.net/20.500.11850/72918.

MLA Handbook (7th Edition):

Bayati, Basil. “Numerical Methods for Stochastic Processes with Applications in Chemical Kinetics and Biology.” 2011. Web. 24 Jan 2020.

Vancouver:

Bayati B. Numerical Methods for Stochastic Processes with Applications in Chemical Kinetics and Biology. [Internet] [Doctoral dissertation]. ETH Zürich; 2011. [cited 2020 Jan 24]. Available from: http://hdl.handle.net/20.500.11850/72918.

Council of Science Editors:

Bayati B. Numerical Methods for Stochastic Processes with Applications in Chemical Kinetics and Biology. [Doctoral Dissertation]. ETH Zürich; 2011. Available from: http://hdl.handle.net/20.500.11850/72918

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