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Victoria University of Wellington

1. Wu, Haizhen. Divisible Statistics and Their Partial Sum Processes: Asymptotic Properties and Applications.

Degree: 2010, Victoria University of Wellington

URL: http://hdl.handle.net/10063/4428

► Divisible statistics have been widely used in many areas of statistical analysis. For example, Pearson's Chi-square statistic and the log-likelihood ratio statistic are frequently used…
(more)

Subjects/Keywords: Martingale limit theorem; LNRE

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APA (6^{th} Edition):

Wu, H. (2010). Divisible Statistics and Their Partial Sum Processes: Asymptotic Properties and Applications. (Doctoral Dissertation). Victoria University of Wellington. Retrieved from http://hdl.handle.net/10063/4428

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

Wu, Haizhen. “Divisible Statistics and Their Partial Sum Processes: Asymptotic Properties and Applications.” 2010. Doctoral Dissertation, Victoria University of Wellington. Accessed September 18, 2019. http://hdl.handle.net/10063/4428.

MLA Handbook (7^{th} Edition):

Wu, Haizhen. “Divisible Statistics and Their Partial Sum Processes: Asymptotic Properties and Applications.” 2010. Web. 18 Sep 2019.

Vancouver:

Wu H. Divisible Statistics and Their Partial Sum Processes: Asymptotic Properties and Applications. [Internet] [Doctoral dissertation]. Victoria University of Wellington; 2010. [cited 2019 Sep 18]. Available from: http://hdl.handle.net/10063/4428.

Council of Science Editors:

Wu H. Divisible Statistics and Their Partial Sum Processes: Asymptotic Properties and Applications. [Doctoral Dissertation]. Victoria University of Wellington; 2010. Available from: http://hdl.handle.net/10063/4428

University of Wollongong

2. Yan, Bowen. Option pricing under the generalized mixed fractional brownian motion model.

Degree: M. Phil., 2014, University of Wollongong

URL: ; https://ro.uow.edu.au/theses/4212

► In this thesis, we consider the pricing of option derivatives under the so-called GMFBM (generalized mixed fractional Brownian motion) model, which is a generalization…
(more)

Subjects/Keywords: GMFBM model; semi martingale; Wick ITFO formula

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APA (6^{th} Edition):

Yan, B. (2014). Option pricing under the generalized mixed fractional brownian motion model. (Masters Thesis). University of Wollongong. Retrieved from ; https://ro.uow.edu.au/theses/4212

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

Yan, Bowen. “Option pricing under the generalized mixed fractional brownian motion model.” 2014. Masters Thesis, University of Wollongong. Accessed September 18, 2019. ; https://ro.uow.edu.au/theses/4212.

MLA Handbook (7^{th} Edition):

Yan, Bowen. “Option pricing under the generalized mixed fractional brownian motion model.” 2014. Web. 18 Sep 2019.

Vancouver:

Yan B. Option pricing under the generalized mixed fractional brownian motion model. [Internet] [Masters thesis]. University of Wollongong; 2014. [cited 2019 Sep 18]. Available from: ; https://ro.uow.edu.au/theses/4212.

Council of Science Editors:

Yan B. Option pricing under the generalized mixed fractional brownian motion model. [Masters Thesis]. University of Wollongong; 2014. Available from: ; https://ro.uow.edu.au/theses/4212

Texas A&M University

3. Jeong, Dae Hee. Essays in Financial Econometrics.

Degree: 2010, Texas A&M University

URL: http://hdl.handle.net/1969.1/ETD-TAMU-2009-08-7167

► I consider continuous time asset pricing models with stochastic differential utility incorporating decision makers' concern with ambiguity on true probability measure. In order to identify…
(more)

Subjects/Keywords: Recursive utility; stochastic differential utility; multiple priors; ambiguity aversion; time change; martingale regression; unobservable aggregate wealth; mixed data frequencies; martingale test

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APA (6^{th} Edition):

Jeong, D. H. (2010). Essays in Financial Econometrics. (Thesis). Texas A&M University. Retrieved from http://hdl.handle.net/1969.1/ETD-TAMU-2009-08-7167

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

Not specified: Masters Thesis or Doctoral Dissertation

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

Jeong, Dae Hee. “Essays in Financial Econometrics.” 2010. Thesis, Texas A&M University. Accessed September 18, 2019. http://hdl.handle.net/1969.1/ETD-TAMU-2009-08-7167.

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

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} Edition):

Jeong, Dae Hee. “Essays in Financial Econometrics.” 2010. Web. 18 Sep 2019.

Vancouver:

Jeong DH. Essays in Financial Econometrics. [Internet] [Thesis]. Texas A&M University; 2010. [cited 2019 Sep 18]. Available from: http://hdl.handle.net/1969.1/ETD-TAMU-2009-08-7167.

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

Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Jeong DH. Essays in Financial Econometrics. [Thesis]. Texas A&M University; 2010. Available from: http://hdl.handle.net/1969.1/ETD-TAMU-2009-08-7167

Not specified: Masters Thesis or Doctoral Dissertation

Uppsala University

4. Karlsson, Linnea. An Evaluation of Methods for Assessing the Functional Form of Covariates in the Cox Model.

Degree: Statistics, 2016, Uppsala University

URL: http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-297425

► In this thesis, two methods for assessing the functional form of covariates in the Cox proportional hazards model are evaluated. The methods include one…
(more)

Subjects/Keywords: Cox model; martingale residuals; cumulative sums of martingale residuals; functional form; misspecification; smoothed scatterplots; supremum test

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APA (6^{th} Edition):

Karlsson, L. (2016). An Evaluation of Methods for Assessing the Functional Form of Covariates in the Cox Model. (Thesis). Uppsala University. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-297425

Not specified: Masters Thesis or Doctoral Dissertation

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

Karlsson, Linnea. “An Evaluation of Methods for Assessing the Functional Form of Covariates in the Cox Model.” 2016. Thesis, Uppsala University. Accessed September 18, 2019. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-297425.

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} Edition):

Karlsson, Linnea. “An Evaluation of Methods for Assessing the Functional Form of Covariates in the Cox Model.” 2016. Web. 18 Sep 2019.

Vancouver:

Karlsson L. An Evaluation of Methods for Assessing the Functional Form of Covariates in the Cox Model. [Internet] [Thesis]. Uppsala University; 2016. [cited 2019 Sep 18]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-297425.

Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Karlsson L. An Evaluation of Methods for Assessing the Functional Form of Covariates in the Cox Model. [Thesis]. Uppsala University; 2016. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-297425

Not specified: Masters Thesis or Doctoral Dissertation

5.
De march, Hadrien.
Transport optimal de *martingale* multidimensionnel. : Multidimensional *martingale* optimal transport.

Degree: Docteur es, Mathématiques appliquées, 2018, Paris Saclay

URL: http://www.theses.fr/2018SACLX042

►

Nous étudions dans cette thèse divers aspects du transport optimal *martingale* en dimension plus grande que un, de la dualité à la structure locale, puis…
(more)

Subjects/Keywords: Finance robuste; Transport optimal; Martingale; Dualité; Structure locale; Numérique; Robust finance; Optimal transport; Martingale; Duality; Local structure; Numerics; 519.2

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APA (6^{th} Edition):

De march, H. (2018). Transport optimal de martingale multidimensionnel. : Multidimensional martingale optimal transport. (Doctoral Dissertation). Paris Saclay. Retrieved from http://www.theses.fr/2018SACLX042

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

De march, Hadrien. “Transport optimal de martingale multidimensionnel. : Multidimensional martingale optimal transport.” 2018. Doctoral Dissertation, Paris Saclay. Accessed September 18, 2019. http://www.theses.fr/2018SACLX042.

MLA Handbook (7^{th} Edition):

De march, Hadrien. “Transport optimal de martingale multidimensionnel. : Multidimensional martingale optimal transport.” 2018. Web. 18 Sep 2019.

Vancouver:

De march H. Transport optimal de martingale multidimensionnel. : Multidimensional martingale optimal transport. [Internet] [Doctoral dissertation]. Paris Saclay; 2018. [cited 2019 Sep 18]. Available from: http://www.theses.fr/2018SACLX042.

Council of Science Editors:

De march H. Transport optimal de martingale multidimensionnel. : Multidimensional martingale optimal transport. [Doctoral Dissertation]. Paris Saclay; 2018. Available from: http://www.theses.fr/2018SACLX042

6. Marchina, Antoine. Inégalités de concentration pour des fonctions de variables aléatoires indépendantes : Concentration inequalities for functions of independent random variables.

Degree: Docteur es, Mathématiques appliquées, 2017, Paris Saclay

URL: http://www.theses.fr/2017SACLV068

►

Cette thèse porte sur l'étude de la concentration autour de la moyenne de fonctions de variables aléatoires indépendantes à l'aide de techniques de martingales et… (more)

Subjects/Keywords: Inégalité de concentration; Indépendance; Inégalité de comparaison; Martingale; Processus empirique; Concentration inequality; Independent data; Comparison inequality; Martingale; Empirical process; 519.28

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APA (6^{th} Edition):

Marchina, A. (2017). Inégalités de concentration pour des fonctions de variables aléatoires indépendantes : Concentration inequalities for functions of independent random variables. (Doctoral Dissertation). Paris Saclay. Retrieved from http://www.theses.fr/2017SACLV068

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

Marchina, Antoine. “Inégalités de concentration pour des fonctions de variables aléatoires indépendantes : Concentration inequalities for functions of independent random variables.” 2017. Doctoral Dissertation, Paris Saclay. Accessed September 18, 2019. http://www.theses.fr/2017SACLV068.

MLA Handbook (7^{th} Edition):

Marchina, Antoine. “Inégalités de concentration pour des fonctions de variables aléatoires indépendantes : Concentration inequalities for functions of independent random variables.” 2017. Web. 18 Sep 2019.

Vancouver:

Marchina A. Inégalités de concentration pour des fonctions de variables aléatoires indépendantes : Concentration inequalities for functions of independent random variables. [Internet] [Doctoral dissertation]. Paris Saclay; 2017. [cited 2019 Sep 18]. Available from: http://www.theses.fr/2017SACLV068.

Council of Science Editors:

Marchina A. Inégalités de concentration pour des fonctions de variables aléatoires indépendantes : Concentration inequalities for functions of independent random variables. [Doctoral Dissertation]. Paris Saclay; 2017. Available from: http://www.theses.fr/2017SACLV068

Halmstad University

7. Sushko, Stepan. Pricing of European type options for Levy and conditionally Levy type models.

Degree: Computer and Electrical Engineering (IDE), 2008, Halmstad University

URL: http://urn.kb.se/resolve?urn=urn:nbn:se:hh:diva-2205

► In this thesis we consider two models for the computation of option prices. The first one is a generalization of the Black-Scholes model. In…
(more)

Subjects/Keywords: martingale; Levy measure; Winner process; finite-difference sheme; Black-Scholes

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APA (6^{th} Edition):

Sushko, S. (2008). Pricing of European type options for Levy and conditionally Levy type models. (Thesis). Halmstad University. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:hh:diva-2205

Not specified: Masters Thesis or Doctoral Dissertation

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

Sushko, Stepan. “Pricing of European type options for Levy and conditionally Levy type models.” 2008. Thesis, Halmstad University. Accessed September 18, 2019. http://urn.kb.se/resolve?urn=urn:nbn:se:hh:diva-2205.

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} Edition):

Sushko, Stepan. “Pricing of European type options for Levy and conditionally Levy type models.” 2008. Web. 18 Sep 2019.

Vancouver:

Sushko S. Pricing of European type options for Levy and conditionally Levy type models. [Internet] [Thesis]. Halmstad University; 2008. [cited 2019 Sep 18]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:hh:diva-2205.

Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Sushko S. Pricing of European type options for Levy and conditionally Levy type models. [Thesis]. Halmstad University; 2008. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:hh:diva-2205

Not specified: Masters Thesis or Doctoral Dissertation

Temple University

8. Xiong, Sheng. Stochastic Differential Equations: Some Risk and Insurance Applications.

Degree: PhD, 2011, Temple University

URL: http://digital.library.temple.edu/u?/p245801coll10,133166

►

Mathematics

In this dissertation, we have studied diffusion models and their applications in risk theory and insurance. Let Xt be a d-dimensional diffusion process satisfying… (more)

Subjects/Keywords: Mathematics; Martingale; Ruin theory; Stochastic differential equation; Terrorism risk

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APA (6^{th} Edition):

Xiong, S. (2011). Stochastic Differential Equations: Some Risk and Insurance Applications. (Doctoral Dissertation). Temple University. Retrieved from http://digital.library.temple.edu/u?/p245801coll10,133166

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

Xiong, Sheng. “Stochastic Differential Equations: Some Risk and Insurance Applications.” 2011. Doctoral Dissertation, Temple University. Accessed September 18, 2019. http://digital.library.temple.edu/u?/p245801coll10,133166.

MLA Handbook (7^{th} Edition):

Xiong, Sheng. “Stochastic Differential Equations: Some Risk and Insurance Applications.” 2011. Web. 18 Sep 2019.

Vancouver:

Xiong S. Stochastic Differential Equations: Some Risk and Insurance Applications. [Internet] [Doctoral dissertation]. Temple University; 2011. [cited 2019 Sep 18]. Available from: http://digital.library.temple.edu/u?/p245801coll10,133166.

Council of Science Editors:

Xiong S. Stochastic Differential Equations: Some Risk and Insurance Applications. [Doctoral Dissertation]. Temple University; 2011. Available from: http://digital.library.temple.edu/u?/p245801coll10,133166

NSYSU

9. Huang, Yu-Hsiang. Exchange Rate Investment Strategies Of The Economic Data ReleaseâUSD/CAD Case Study.

Degree: Master, Finance, 2016, NSYSU

URL: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0510116-164407

► The foreign exchange market ï¼forex, FX, or currency marketï¼ is a global decentralized market for the trading of currencies. It 's huge trading volume representing…
(more)

Subjects/Keywords: Overall economic; investment strategy; Martingale; news announcements; exchange rate volatility

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APA (6^{th} Edition):

Huang, Y. (2016). Exchange Rate Investment Strategies Of The Economic Data ReleaseâUSD/CAD Case Study. (Thesis). NSYSU. Retrieved from http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0510116-164407

Not specified: Masters Thesis or Doctoral Dissertation

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

Huang, Yu-Hsiang. “Exchange Rate Investment Strategies Of The Economic Data ReleaseâUSD/CAD Case Study.” 2016. Thesis, NSYSU. Accessed September 18, 2019. http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0510116-164407.

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} Edition):

Huang, Yu-Hsiang. “Exchange Rate Investment Strategies Of The Economic Data ReleaseâUSD/CAD Case Study.” 2016. Web. 18 Sep 2019.

Vancouver:

Huang Y. Exchange Rate Investment Strategies Of The Economic Data ReleaseâUSD/CAD Case Study. [Internet] [Thesis]. NSYSU; 2016. [cited 2019 Sep 18]. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0510116-164407.

Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Huang Y. Exchange Rate Investment Strategies Of The Economic Data ReleaseâUSD/CAD Case Study. [Thesis]. NSYSU; 2016. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0510116-164407

Not specified: Masters Thesis or Doctoral Dissertation

10. Lam, Hoang Chuong. Les Théorèmes limites pour des processus stationnaires : Limit theorems for stationary processes.

Degree: Docteur es, Mathématiques, 2012, Université François-Rabelais de Tours

URL: http://www.theses.fr/2012TOUR4015

►

Nous étudions la mesure spectrale des transformations stationnaires, puis nous l’utilisons pour étudier le théorème ergodique et le théorème limite central. Nous étudions également les… (more)

Subjects/Keywords: Mesure spectrale; Théorême limite central pour martingale; Martingale approximation; Marche aléatoire dans un environnement aléatoire; Relation d'Einstein; Spectral measure; Martingale central limit theorem; Martingale approximation; Random walk in random environment; Einstein's relation

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APA (6^{th} Edition):

Lam, H. C. (2012). Les Théorèmes limites pour des processus stationnaires : Limit theorems for stationary processes. (Doctoral Dissertation). Université François-Rabelais de Tours. Retrieved from http://www.theses.fr/2012TOUR4015

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

Lam, Hoang Chuong. “Les Théorèmes limites pour des processus stationnaires : Limit theorems for stationary processes.” 2012. Doctoral Dissertation, Université François-Rabelais de Tours. Accessed September 18, 2019. http://www.theses.fr/2012TOUR4015.

MLA Handbook (7^{th} Edition):

Lam, Hoang Chuong. “Les Théorèmes limites pour des processus stationnaires : Limit theorems for stationary processes.” 2012. Web. 18 Sep 2019.

Vancouver:

Lam HC. Les Théorèmes limites pour des processus stationnaires : Limit theorems for stationary processes. [Internet] [Doctoral dissertation]. Université François-Rabelais de Tours; 2012. [cited 2019 Sep 18]. Available from: http://www.theses.fr/2012TOUR4015.

Council of Science Editors:

Lam HC. Les Théorèmes limites pour des processus stationnaires : Limit theorems for stationary processes. [Doctoral Dissertation]. Université François-Rabelais de Tours; 2012. Available from: http://www.theses.fr/2012TOUR4015

Uppsala University

11. Ansin, Elin. An evaluation of the Cox-Snell residuals.

Degree: Statistics, 2015, Uppsala University

URL: http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-256665

► It is common practice to use Cox-Snell residuals to check for overall goodness of tin survival models. We evaluate the presumed relation of unit…
(more)

Subjects/Keywords: Cox-Snell residuals; Martingale residuals; Proportional Hazards Model; Survival models

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APA (6^{th} Edition):

Ansin, E. (2015). An evaluation of the Cox-Snell residuals. (Thesis). Uppsala University. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-256665

Not specified: Masters Thesis or Doctoral Dissertation

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

Ansin, Elin. “An evaluation of the Cox-Snell residuals.” 2015. Thesis, Uppsala University. Accessed September 18, 2019. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-256665.

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} Edition):

Ansin, Elin. “An evaluation of the Cox-Snell residuals.” 2015. Web. 18 Sep 2019.

Vancouver:

Ansin E. An evaluation of the Cox-Snell residuals. [Internet] [Thesis]. Uppsala University; 2015. [cited 2019 Sep 18]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-256665.

Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Ansin E. An evaluation of the Cox-Snell residuals. [Thesis]. Uppsala University; 2015. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-256665

Not specified: Masters Thesis or Doctoral Dissertation

University of Waterloo

12. MacDonald, Peter William. Controlling the false discovery rate with dynamic adaptive procedures and of grouped hypotheses.

Degree: 2018, University of Waterloo

URL: http://hdl.handle.net/10012/13549

► In the multiple testing problem with independent tests, the classical Benjamini-Hochberg (BH) procedure controls the false discovery rate (FDR) below the target FDR level. Adaptive…
(more)

Subjects/Keywords: simultaneous inference; false discovery rate; multiple hypothesis testing; martingale; stopping time

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APA (6^{th} Edition):

MacDonald, P. W. (2018). Controlling the false discovery rate with dynamic adaptive procedures and of grouped hypotheses. (Thesis). University of Waterloo. Retrieved from http://hdl.handle.net/10012/13549

Not specified: Masters Thesis or Doctoral Dissertation

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

MacDonald, Peter William. “Controlling the false discovery rate with dynamic adaptive procedures and of grouped hypotheses.” 2018. Thesis, University of Waterloo. Accessed September 18, 2019. http://hdl.handle.net/10012/13549.

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} Edition):

MacDonald, Peter William. “Controlling the false discovery rate with dynamic adaptive procedures and of grouped hypotheses.” 2018. Web. 18 Sep 2019.

Vancouver:

MacDonald PW. Controlling the false discovery rate with dynamic adaptive procedures and of grouped hypotheses. [Internet] [Thesis]. University of Waterloo; 2018. [cited 2019 Sep 18]. Available from: http://hdl.handle.net/10012/13549.

Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

MacDonald PW. Controlling the false discovery rate with dynamic adaptive procedures and of grouped hypotheses. [Thesis]. University of Waterloo; 2018. Available from: http://hdl.handle.net/10012/13549

Not specified: Masters Thesis or Doctoral Dissertation

University of Illinois – Urbana-Champaign

13. Lingala, Nishanth. Random perturbations of delay differential equations at the verge of instability and periodically driven nonlinear oscillators.

Degree: PhD, Aerospace Engineering, 2018, University of Illinois – Urbana-Champaign

URL: http://hdl.handle.net/2142/100966

► First part of this thesis (chapters 1-5) studies the effect of small noise perturbations on delay differential equations (DDE) whose fixed point is on the…
(more)

Subjects/Keywords: Delay differential equations; averaging; martingale problem; large deviations; nonlinear oscillator

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APA (6^{th} Edition):

Lingala, N. (2018). Random perturbations of delay differential equations at the verge of instability and periodically driven nonlinear oscillators. (Doctoral Dissertation). University of Illinois – Urbana-Champaign. Retrieved from http://hdl.handle.net/2142/100966

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

Lingala, Nishanth. “Random perturbations of delay differential equations at the verge of instability and periodically driven nonlinear oscillators.” 2018. Doctoral Dissertation, University of Illinois – Urbana-Champaign. Accessed September 18, 2019. http://hdl.handle.net/2142/100966.

MLA Handbook (7^{th} Edition):

Lingala, Nishanth. “Random perturbations of delay differential equations at the verge of instability and periodically driven nonlinear oscillators.” 2018. Web. 18 Sep 2019.

Vancouver:

Lingala N. Random perturbations of delay differential equations at the verge of instability and periodically driven nonlinear oscillators. [Internet] [Doctoral dissertation]. University of Illinois – Urbana-Champaign; 2018. [cited 2019 Sep 18]. Available from: http://hdl.handle.net/2142/100966.

Council of Science Editors:

Lingala N. Random perturbations of delay differential equations at the verge of instability and periodically driven nonlinear oscillators. [Doctoral Dissertation]. University of Illinois – Urbana-Champaign; 2018. Available from: http://hdl.handle.net/2142/100966

14. Lobos, Cristian Marcelo Villegas. Modelos log-Birnbaum-Saunders mistos.

Degree: PhD, Estatística, 2010, University of São Paulo

URL: http://www.teses.usp.br/teses/disponiveis/45/45133/tde-05112010-114755/ ;

►

O objetivo principal deste trabalho é introduzir os modelos log-Birnbaum-Saunders mistos (log-BS mistos) e estender os resultados para os modelos log-Birnbaum-Saunders t-Student mistos (log-BS-t mistos).… (more)

Subjects/Keywords: Correlated data; Dados correlacionados; Gauss-Hermite quadrature; Influência local; Local Influence; Martingale type residual; Proc NLMIXED; Proc NLMIXED; Quadratura de Gauss-Hermite; Resíduos tipo martingale; Teste do componente de variância

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APA (6^{th} Edition):

Lobos, C. M. V. (2010). Modelos log-Birnbaum-Saunders mistos. (Doctoral Dissertation). University of São Paulo. Retrieved from http://www.teses.usp.br/teses/disponiveis/45/45133/tde-05112010-114755/ ;

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

Lobos, Cristian Marcelo Villegas. “Modelos log-Birnbaum-Saunders mistos.” 2010. Doctoral Dissertation, University of São Paulo. Accessed September 18, 2019. http://www.teses.usp.br/teses/disponiveis/45/45133/tde-05112010-114755/ ;.

MLA Handbook (7^{th} Edition):

Lobos, Cristian Marcelo Villegas. “Modelos log-Birnbaum-Saunders mistos.” 2010. Web. 18 Sep 2019.

Vancouver:

Lobos CMV. Modelos log-Birnbaum-Saunders mistos. [Internet] [Doctoral dissertation]. University of São Paulo; 2010. [cited 2019 Sep 18]. Available from: http://www.teses.usp.br/teses/disponiveis/45/45133/tde-05112010-114755/ ;.

Council of Science Editors:

Lobos CMV. Modelos log-Birnbaum-Saunders mistos. [Doctoral Dissertation]. University of São Paulo; 2010. Available from: http://www.teses.usp.br/teses/disponiveis/45/45133/tde-05112010-114755/ ;

Universidade de Brasília

15. Alexandre Mendonça Gonçalves. Eficiência fraca no mercado de ações: testes múltiplos aplicados para o caso brasileiro.

Degree: 2009, Universidade de Brasília

URL: http://bdtd.bce.unb.br/tedesimplificado/tde_busca/arquivo.php?codArquivo=5338

►

This study examines the hypothesis that the returns of the Brazilian stock market follow a *martingale* sequence, an implication of the definition of efficient market…
(more)

Subjects/Keywords: Governança Corporativa; martingale sequence; sequência martingale; testes múltiplos de razão de variância; CIENCIAS SOCIAIS APLICADAS; multiple variance ratio test; Corporate Governance; stock market efficiency; eficiência no mercado de ações

Record Details Similar Records

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

APA (6^{th} Edition):

Gonçalves, A. M. (2009). Eficiência fraca no mercado de ações: testes múltiplos aplicados para o caso brasileiro. (Thesis). Universidade de Brasília. Retrieved from http://bdtd.bce.unb.br/tedesimplificado/tde_busca/arquivo.php?codArquivo=5338

Not specified: Masters Thesis or Doctoral Dissertation

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

Gonçalves, Alexandre Mendonça. “Eficiência fraca no mercado de ações: testes múltiplos aplicados para o caso brasileiro.” 2009. Thesis, Universidade de Brasília. Accessed September 18, 2019. http://bdtd.bce.unb.br/tedesimplificado/tde_busca/arquivo.php?codArquivo=5338.

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} Edition):

Gonçalves, Alexandre Mendonça. “Eficiência fraca no mercado de ações: testes múltiplos aplicados para o caso brasileiro.” 2009. Web. 18 Sep 2019.

Vancouver:

Gonçalves AM. Eficiência fraca no mercado de ações: testes múltiplos aplicados para o caso brasileiro. [Internet] [Thesis]. Universidade de Brasília; 2009. [cited 2019 Sep 18]. Available from: http://bdtd.bce.unb.br/tedesimplificado/tde_busca/arquivo.php?codArquivo=5338.

Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Gonçalves AM. Eficiência fraca no mercado de ações: testes múltiplos aplicados para o caso brasileiro. [Thesis]. Universidade de Brasília; 2009. Available from: http://bdtd.bce.unb.br/tedesimplificado/tde_busca/arquivo.php?codArquivo=5338

Not specified: Masters Thesis or Doctoral Dissertation

Louisiana State University

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

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

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

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

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

Record Details Similar Records

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

APA (6^{th} Edition):

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

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

Peng, Yun. “Ito formula and Girsanov theorem on a new Ito integral.” 2014. Doctoral Dissertation, Louisiana State University. Accessed September 18, 2019. etd-04082014-202541 ; https://digitalcommons.lsu.edu/gradschool_dissertations/4035.

MLA Handbook (7^{th} Edition):

Peng, Yun. “Ito formula and Girsanov theorem on a new Ito integral.” 2014. Web. 18 Sep 2019.

Vancouver:

Peng Y. Ito formula and Girsanov theorem on a new Ito integral. [Internet] [Doctoral dissertation]. Louisiana State University; 2014. [cited 2019 Sep 18]. 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

Louisiana State University

17. Lee, See Keong. On moment conditions for the Girsanov Theorem.

Degree: PhD, Applied Mathematics, 2006, Louisiana State University

URL: etd-11162006-111635 ; https://digitalcommons.lsu.edu/gradschool_dissertations/998

► In this dissertation, the well-known Girsanov Theorem will be proved under a set of moment conditions on exponential processes. Our conditions are motivated by the…
(more)

Subjects/Keywords: martingale; exponential process; local martingale; Girsanov theorem; Black-Scholes model; ito integral

Record Details Similar Records

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

APA (6^{th} Edition):

Lee, S. K. (2006). On moment conditions for the Girsanov Theorem. (Doctoral Dissertation). Louisiana State University. Retrieved from etd-11162006-111635 ; https://digitalcommons.lsu.edu/gradschool_dissertations/998

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

Lee, See Keong. “On moment conditions for the Girsanov Theorem.” 2006. Doctoral Dissertation, Louisiana State University. Accessed September 18, 2019. etd-11162006-111635 ; https://digitalcommons.lsu.edu/gradschool_dissertations/998.

MLA Handbook (7^{th} Edition):

Lee, See Keong. “On moment conditions for the Girsanov Theorem.” 2006. Web. 18 Sep 2019.

Vancouver:

Lee SK. On moment conditions for the Girsanov Theorem. [Internet] [Doctoral dissertation]. Louisiana State University; 2006. [cited 2019 Sep 18]. Available from: etd-11162006-111635 ; https://digitalcommons.lsu.edu/gradschool_dissertations/998.

Council of Science Editors:

Lee SK. On moment conditions for the Girsanov Theorem. [Doctoral Dissertation]. Louisiana State University; 2006. Available from: etd-11162006-111635 ; https://digitalcommons.lsu.edu/gradschool_dissertations/998

18. Duvernet, Laurent. Analyse statistique des processus de marche aléatoire multifractale : Statistical analysis of multifractal random walk processes.

Degree: Docteur es, Mathématiques appliquées et applications des mathématiques, 2010, Université Paris-Est

URL: http://www.theses.fr/2010PEST1021

►

On étudie certaines propriétés d'une classe de processus aléatoires réels à temps continu, les marches aléatoires multifractales. Une particularité remarquable de ces processus tient en… (more)

Subjects/Keywords: Marche aléatoire multifractale; Invariance d'échelle; Semi-martingale; Effet levier; Coefficient d'intermittence; Multifractal random walk; Scale invariance; Semi-martingale; Leverage effect; Intermittency coefficient

Record Details Similar Records

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

APA (6^{th} Edition):

Duvernet, L. (2010). Analyse statistique des processus de marche aléatoire multifractale : Statistical analysis of multifractal random walk processes. (Doctoral Dissertation). Université Paris-Est. Retrieved from http://www.theses.fr/2010PEST1021

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

Duvernet, Laurent. “Analyse statistique des processus de marche aléatoire multifractale : Statistical analysis of multifractal random walk processes.” 2010. Doctoral Dissertation, Université Paris-Est. Accessed September 18, 2019. http://www.theses.fr/2010PEST1021.

MLA Handbook (7^{th} Edition):

Duvernet, Laurent. “Analyse statistique des processus de marche aléatoire multifractale : Statistical analysis of multifractal random walk processes.” 2010. Web. 18 Sep 2019.

Vancouver:

Duvernet L. Analyse statistique des processus de marche aléatoire multifractale : Statistical analysis of multifractal random walk processes. [Internet] [Doctoral dissertation]. Université Paris-Est; 2010. [cited 2019 Sep 18]. Available from: http://www.theses.fr/2010PEST1021.

Council of Science Editors:

Duvernet L. Analyse statistique des processus de marche aléatoire multifractale : Statistical analysis of multifractal random walk processes. [Doctoral Dissertation]. Université Paris-Est; 2010. Available from: http://www.theses.fr/2010PEST1021

19.
Guo, Gaoyue.
Continuous-time *Martingale* Optimal Transport and Optimal Skorokhod Embedding : Transport Optimal *Martingale* en Temps Continu et Plongement de Skorokhod Optimal.

Degree: Docteur es, Mathématiques appliquées - Polytechnique, 2016, Paris Saclay

URL: http://www.theses.fr/2016SACLX038

►

Cette thèse présente trois principaux sujets de recherche, les deux premiers étant indépendants et le dernier indiquant la relation des deux premières problématiques dans un… (more)

Subjects/Keywords: Transport optimal martingale; Plongement de Skorokhod optimal; Dualité; Principe de monotonie; Stabilité; Solution de Vallois; Martingale optimal transportation; Optimal Skorokhod embedding; Duality; Monotonicity principle; Stability; Vallois' solution

Record Details Similar Records

❌

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

APA (6^{th} Edition):

Guo, G. (2016). Continuous-time Martingale Optimal Transport and Optimal Skorokhod Embedding : Transport Optimal Martingale en Temps Continu et Plongement de Skorokhod Optimal. (Doctoral Dissertation). Paris Saclay. Retrieved from http://www.theses.fr/2016SACLX038

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

Guo, Gaoyue. “Continuous-time Martingale Optimal Transport and Optimal Skorokhod Embedding : Transport Optimal Martingale en Temps Continu et Plongement de Skorokhod Optimal.” 2016. Doctoral Dissertation, Paris Saclay. Accessed September 18, 2019. http://www.theses.fr/2016SACLX038.

MLA Handbook (7^{th} Edition):

Guo, Gaoyue. “Continuous-time Martingale Optimal Transport and Optimal Skorokhod Embedding : Transport Optimal Martingale en Temps Continu et Plongement de Skorokhod Optimal.” 2016. Web. 18 Sep 2019.

Vancouver:

Guo G. Continuous-time Martingale Optimal Transport and Optimal Skorokhod Embedding : Transport Optimal Martingale en Temps Continu et Plongement de Skorokhod Optimal. [Internet] [Doctoral dissertation]. Paris Saclay; 2016. [cited 2019 Sep 18]. Available from: http://www.theses.fr/2016SACLX038.

Council of Science Editors:

Guo G. Continuous-time Martingale Optimal Transport and Optimal Skorokhod Embedding : Transport Optimal Martingale en Temps Continu et Plongement de Skorokhod Optimal. [Doctoral Dissertation]. Paris Saclay; 2016. Available from: http://www.theses.fr/2016SACLX038

20. Copros, Guillaume. Stationnarité forte sur des graphes discrets ou quantiques : Strong stationnarity on discrete or quantum graphs.

Degree: Docteur es, Mathématiques appliquées, 2018, Université Toulouse III – Paul Sabatier

URL: http://www.theses.fr/2018TOU30088

►

Dans cette thèse, on s'intéresse à la notion de temps fort de stationnarité et à celle, étroitement liée, de dual de stationnarité forte. Ces outils… (more)

Subjects/Keywords: Processus de Markov; Convergence; Problème de martingale; Calcul stochastique; Temps forts de stationnarité; Markov processes; Convergence; Martingale problem; Stochastic calculus; Strong stationary times

Record Details Similar Records

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

APA (6^{th} Edition):

Copros, G. (2018). Stationnarité forte sur des graphes discrets ou quantiques : Strong stationnarity on discrete or quantum graphs. (Doctoral Dissertation). Université Toulouse III – Paul Sabatier. Retrieved from http://www.theses.fr/2018TOU30088

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

Copros, Guillaume. “Stationnarité forte sur des graphes discrets ou quantiques : Strong stationnarity on discrete or quantum graphs.” 2018. Doctoral Dissertation, Université Toulouse III – Paul Sabatier. Accessed September 18, 2019. http://www.theses.fr/2018TOU30088.

MLA Handbook (7^{th} Edition):

Copros, Guillaume. “Stationnarité forte sur des graphes discrets ou quantiques : Strong stationnarity on discrete or quantum graphs.” 2018. Web. 18 Sep 2019.

Vancouver:

Copros G. Stationnarité forte sur des graphes discrets ou quantiques : Strong stationnarity on discrete or quantum graphs. [Internet] [Doctoral dissertation]. Université Toulouse III – Paul Sabatier; 2018. [cited 2019 Sep 18]. Available from: http://www.theses.fr/2018TOU30088.

Council of Science Editors:

Copros G. Stationnarité forte sur des graphes discrets ou quantiques : Strong stationnarity on discrete or quantum graphs. [Doctoral Dissertation]. Université Toulouse III – Paul Sabatier; 2018. Available from: http://www.theses.fr/2018TOU30088

University of Alberta

21. Deng, Jun. Essays on Arbitrage Theory for a Class of Informational Markets.

Degree: PhD, Department of Mathematical and Statistical Sciences, 2014, University of Alberta

URL: https://era.library.ualberta.ca/files/js956f97k

► This thesis develops three major essays on Arbitrage Theory, Market’s Viabil- ity and Informational Markets. The first essay (Chapter 3) elaborates the exact connections among…
(more)

Subjects/Keywords: Arbitrage; Semi-martingale; Structure Conditions; Informational Markets; Viability; NUPBR; Utility Maximization; Enlargement of Filtration

Record Details Similar Records

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

APA (6^{th} Edition):

Deng, J. (2014). Essays on Arbitrage Theory for a Class of Informational Markets. (Doctoral Dissertation). University of Alberta. Retrieved from https://era.library.ualberta.ca/files/js956f97k

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

Deng, Jun. “Essays on Arbitrage Theory for a Class of Informational Markets.” 2014. Doctoral Dissertation, University of Alberta. Accessed September 18, 2019. https://era.library.ualberta.ca/files/js956f97k.

MLA Handbook (7^{th} Edition):

Deng, Jun. “Essays on Arbitrage Theory for a Class of Informational Markets.” 2014. Web. 18 Sep 2019.

Vancouver:

Deng J. Essays on Arbitrage Theory for a Class of Informational Markets. [Internet] [Doctoral dissertation]. University of Alberta; 2014. [cited 2019 Sep 18]. Available from: https://era.library.ualberta.ca/files/js956f97k.

Council of Science Editors:

Deng J. Essays on Arbitrage Theory for a Class of Informational Markets. [Doctoral Dissertation]. University of Alberta; 2014. Available from: https://era.library.ualberta.ca/files/js956f97k

Texas A&M University

22. Song, Bong Ju. Essays on Interest Rate Analysis with GovPX Data.

Degree: 2010, Texas A&M University

URL: http://hdl.handle.net/1969.1/ETD-TAMU-2009-08-7208

► U.S. Treasury Securities are crucially important in many areas of finance. However, zero-coupon yields are not observable in the market. Even though published zero- coupon…
(more)

Subjects/Keywords: interest rate analysis; GovPX Data; Expectation Hypothesis; yield curve; martingale method; density based filtering

Record Details Similar Records

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

APA (6^{th} Edition):

Song, B. J. (2010). Essays on Interest Rate Analysis with GovPX Data. (Thesis). Texas A&M University. Retrieved from http://hdl.handle.net/1969.1/ETD-TAMU-2009-08-7208

Not specified: Masters Thesis or Doctoral Dissertation

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

Song, Bong Ju. “Essays on Interest Rate Analysis with GovPX Data.” 2010. Thesis, Texas A&M University. Accessed September 18, 2019. http://hdl.handle.net/1969.1/ETD-TAMU-2009-08-7208.

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} Edition):

Song, Bong Ju. “Essays on Interest Rate Analysis with GovPX Data.” 2010. Web. 18 Sep 2019.

Vancouver:

Song BJ. Essays on Interest Rate Analysis with GovPX Data. [Internet] [Thesis]. Texas A&M University; 2010. [cited 2019 Sep 18]. Available from: http://hdl.handle.net/1969.1/ETD-TAMU-2009-08-7208.

Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Song BJ. Essays on Interest Rate Analysis with GovPX Data. [Thesis]. Texas A&M University; 2010. Available from: http://hdl.handle.net/1969.1/ETD-TAMU-2009-08-7208

Not specified: Masters Thesis or Doctoral Dissertation

University of Edinburgh

23. Rodriguez Villarreal, José Gregorio. Optimal investment under behavioural criteria in incomplete markets.

Degree: PhD, 2015, University of Edinburgh

URL: http://hdl.handle.net/1842/14172

► In this thesis a mathematical description and analysis of the Cumulative Prospect Theory is presented. Conditions that ensure well-posedness of the problem are provided, as…
(more)

Subjects/Keywords: 332.6; optimal portfolio; behavioural finance; probability distortion; well-posedness; optimal investment; Martingale problem

Record Details Similar Records

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

APA (6^{th} Edition):

Rodriguez Villarreal, J. G. (2015). Optimal investment under behavioural criteria in incomplete markets. (Doctoral Dissertation). University of Edinburgh. Retrieved from http://hdl.handle.net/1842/14172

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

Rodriguez Villarreal, José Gregorio. “Optimal investment under behavioural criteria in incomplete markets.” 2015. Doctoral Dissertation, University of Edinburgh. Accessed September 18, 2019. http://hdl.handle.net/1842/14172.

MLA Handbook (7^{th} Edition):

Rodriguez Villarreal, José Gregorio. “Optimal investment under behavioural criteria in incomplete markets.” 2015. Web. 18 Sep 2019.

Vancouver:

Rodriguez Villarreal JG. Optimal investment under behavioural criteria in incomplete markets. [Internet] [Doctoral dissertation]. University of Edinburgh; 2015. [cited 2019 Sep 18]. Available from: http://hdl.handle.net/1842/14172.

Council of Science Editors:

Rodriguez Villarreal JG. Optimal investment under behavioural criteria in incomplete markets. [Doctoral Dissertation]. University of Edinburgh; 2015. Available from: http://hdl.handle.net/1842/14172

University of Oxford

24.
Zhang, Zichen.
Local gradient estimate for porous medium and fast diffusion equations by *Martingale* method.

Degree: PhD, 2014, University of Oxford

URL: http://ora.ox.ac.uk/objects/uuid:551f79f8-b309-4a1f-8afa-c7dc433dad82 ; http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.655039

► This thesis focuses on a certain type of nonlinear parabolic partial differential equations, i.e. PME and FDE. Chapter 1 consists of a survey on results…
(more)

Subjects/Keywords: 515; Porous medium equation; Fast diffusion equation; Martingale; Curvature-dimension condition; Aronson-Benilan estimate

Record Details Similar Records

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

APA (6^{th} Edition):

Zhang, Z. (2014). Local gradient estimate for porous medium and fast diffusion equations by Martingale method. (Doctoral Dissertation). University of Oxford. Retrieved from http://ora.ox.ac.uk/objects/uuid:551f79f8-b309-4a1f-8afa-c7dc433dad82 ; http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.655039

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

Zhang, Zichen. “Local gradient estimate for porous medium and fast diffusion equations by Martingale method.” 2014. Doctoral Dissertation, University of Oxford. Accessed September 18, 2019. http://ora.ox.ac.uk/objects/uuid:551f79f8-b309-4a1f-8afa-c7dc433dad82 ; http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.655039.

MLA Handbook (7^{th} Edition):

Zhang, Zichen. “Local gradient estimate for porous medium and fast diffusion equations by Martingale method.” 2014. Web. 18 Sep 2019.

Vancouver:

Zhang Z. Local gradient estimate for porous medium and fast diffusion equations by Martingale method. [Internet] [Doctoral dissertation]. University of Oxford; 2014. [cited 2019 Sep 18]. Available from: http://ora.ox.ac.uk/objects/uuid:551f79f8-b309-4a1f-8afa-c7dc433dad82 ; http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.655039.

Council of Science Editors:

Zhang Z. Local gradient estimate for porous medium and fast diffusion equations by Martingale method. [Doctoral Dissertation]. University of Oxford; 2014. Available from: http://ora.ox.ac.uk/objects/uuid:551f79f8-b309-4a1f-8afa-c7dc433dad82 ; http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.655039

25. Beal, Joshua M. Matching Problems for Stochastic Processes.

Degree: PhD, Mathematics (Arts and Sciences), 2013, Ohio University

URL: http://rave.ohiolink.edu/etdc/view?acc_num=ohiou1367500889

► This dissertation investigates the nature of the 2-D mimicking or matching problem, where the objective is to show the existence of a stochastic process Y…
(more)

Subjects/Keywords: Mathematics; martingale; Markov; stochastic process

…8
List of Tables
3.1
2−D
P = Q, X is a P-*martingale*, X is not a Q-*martingale*… …for the option provided the discounted asset price is a *martingale*. This
gives rise to a… …need not be a *martingale*. The solution to this problem is to make a
change so that it is a… …*martingale*. In fact, the existence of a probability measure such that a
given asset price process… …is a *martingale* is equivalent to a notion of fairness known as
absence of arbitrage. If a…

Record Details Similar Records

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

APA (6^{th} Edition):

Beal, J. M. (2013). Matching Problems for Stochastic Processes. (Doctoral Dissertation). Ohio University. Retrieved from http://rave.ohiolink.edu/etdc/view?acc_num=ohiou1367500889

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

Beal, Joshua M. “Matching Problems for Stochastic Processes.” 2013. Doctoral Dissertation, Ohio University. Accessed September 18, 2019. http://rave.ohiolink.edu/etdc/view?acc_num=ohiou1367500889.

MLA Handbook (7^{th} Edition):

Beal, Joshua M. “Matching Problems for Stochastic Processes.” 2013. Web. 18 Sep 2019.

Vancouver:

Beal JM. Matching Problems for Stochastic Processes. [Internet] [Doctoral dissertation]. Ohio University; 2013. [cited 2019 Sep 18]. Available from: http://rave.ohiolink.edu/etdc/view?acc_num=ohiou1367500889.

Council of Science Editors:

Beal JM. Matching Problems for Stochastic Processes. [Doctoral Dissertation]. Ohio University; 2013. Available from: http://rave.ohiolink.edu/etdc/view?acc_num=ohiou1367500889

Louisiana State University

26. Fang, Liqun. Stochastic Navier-Stokes equations with fractional Brownian motions.

Degree: PhD, Applied Mathematics, 2009, Louisiana State University

URL: etd-11112009-200229 ; https://digitalcommons.lsu.edu/gradschool_dissertations/1680

► The aim of this dissertation is to study stochastic Navier-Stokes equations with a fractional Brownian motion noise. The second chapter will introduce the background results…
(more)

Subjects/Keywords: stochastic integration; bounded; boundary condition; mild solution; stochastic process; Hodge-Leray projection; martingale; weak convergence

Record Details Similar Records

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

APA (6^{th} Edition):

Fang, L. (2009). Stochastic Navier-Stokes equations with fractional Brownian motions. (Doctoral Dissertation). Louisiana State University. Retrieved from etd-11112009-200229 ; https://digitalcommons.lsu.edu/gradschool_dissertations/1680

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

Fang, Liqun. “Stochastic Navier-Stokes equations with fractional Brownian motions.” 2009. Doctoral Dissertation, Louisiana State University. Accessed September 18, 2019. etd-11112009-200229 ; https://digitalcommons.lsu.edu/gradschool_dissertations/1680.

MLA Handbook (7^{th} Edition):

Fang, Liqun. “Stochastic Navier-Stokes equations with fractional Brownian motions.” 2009. Web. 18 Sep 2019.

Vancouver:

Fang L. Stochastic Navier-Stokes equations with fractional Brownian motions. [Internet] [Doctoral dissertation]. Louisiana State University; 2009. [cited 2019 Sep 18]. Available from: etd-11112009-200229 ; https://digitalcommons.lsu.edu/gradschool_dissertations/1680.

Council of Science Editors:

Fang L. Stochastic Navier-Stokes equations with fractional Brownian motions. [Doctoral Dissertation]. Louisiana State University; 2009. Available from: etd-11112009-200229 ; https://digitalcommons.lsu.edu/gradschool_dissertations/1680

UCLA

27. Mahboubi, Pejman. Intermittency of the Malliavin Derivatives and Regularity of the Densities for a Stochastic Heat Equation.

Degree: Mathematics, 2012, UCLA

URL: http://www.escholarship.org/uc/item/9zc7t81k

► In recent decades, as a result of mathematicians' endeavor to come up with more realistic models for complex phenomena, the acceptance of a stochastic model…
(more)

Subjects/Keywords: Mathematics; Intermittency; KPZ; Lyapunov Exponents; Malliavin Calculus; Martingale Measures; Stochastic Partial Differential Equations

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

APA (6^{th} Edition):

Mahboubi, P. (2012). Intermittency of the Malliavin Derivatives and Regularity of the Densities for a Stochastic Heat Equation. (Thesis). UCLA. Retrieved from http://www.escholarship.org/uc/item/9zc7t81k

Not specified: Masters Thesis or Doctoral Dissertation

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

Mahboubi, Pejman. “Intermittency of the Malliavin Derivatives and Regularity of the Densities for a Stochastic Heat Equation.” 2012. Thesis, UCLA. Accessed September 18, 2019. http://www.escholarship.org/uc/item/9zc7t81k.

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} Edition):

Mahboubi, Pejman. “Intermittency of the Malliavin Derivatives and Regularity of the Densities for a Stochastic Heat Equation.” 2012. Web. 18 Sep 2019.

Vancouver:

Mahboubi P. Intermittency of the Malliavin Derivatives and Regularity of the Densities for a Stochastic Heat Equation. [Internet] [Thesis]. UCLA; 2012. [cited 2019 Sep 18]. Available from: http://www.escholarship.org/uc/item/9zc7t81k.

Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Mahboubi P. Intermittency of the Malliavin Derivatives and Regularity of the Densities for a Stochastic Heat Equation. [Thesis]. UCLA; 2012. Available from: http://www.escholarship.org/uc/item/9zc7t81k

Not specified: Masters Thesis or Doctoral Dissertation

University of Southern California

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

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

URL: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll127/id/621437/rec/4125

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

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

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

APA (6^{th} Edition):

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

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

Yun, Youngyun. “Modeling default dependency and its application to finance and actuarial science.” 2011. Doctoral Dissertation, University of Southern California. Accessed September 18, 2019. http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll127/id/621437/rec/4125.

MLA Handbook (7^{th} Edition):

Yun, Youngyun. “Modeling default dependency and its application to finance and actuarial science.” 2011. Web. 18 Sep 2019.

Vancouver:

Yun Y. Modeling default dependency and its application to finance and actuarial science. [Internet] [Doctoral dissertation]. University of Southern California; 2011. [cited 2019 Sep 18]. Available from: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll127/id/621437/rec/4125.

Council of Science Editors:

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

University of Iowa

29. Clark, Stephen Rhett. Essays in insider trading, informational efficiency, and asset pricing.

Degree: PhD, Business Administration, 2014, University of Iowa

URL: https://ir.uiowa.edu/etd/1306

► In this dissertation, I consider a range of topics related to the role played by information in modern asset pricing theory. The primary research…
(more)

Subjects/Keywords: Asset Pricing; Econometrics; Efficient; Insider Trading; Martingale; Rational; Business Administration, Management, and Operations

Record Details Similar Records

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

APA (6^{th} Edition):

Clark, S. R. (2014). Essays in insider trading, informational efficiency, and asset pricing. (Doctoral Dissertation). University of Iowa. Retrieved from https://ir.uiowa.edu/etd/1306

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

Clark, Stephen Rhett. “Essays in insider trading, informational efficiency, and asset pricing.” 2014. Doctoral Dissertation, University of Iowa. Accessed September 18, 2019. https://ir.uiowa.edu/etd/1306.

MLA Handbook (7^{th} Edition):

Clark, Stephen Rhett. “Essays in insider trading, informational efficiency, and asset pricing.” 2014. Web. 18 Sep 2019.

Vancouver:

Clark SR. Essays in insider trading, informational efficiency, and asset pricing. [Internet] [Doctoral dissertation]. University of Iowa; 2014. [cited 2019 Sep 18]. Available from: https://ir.uiowa.edu/etd/1306.

Council of Science Editors:

Clark SR. Essays in insider trading, informational efficiency, and asset pricing. [Doctoral Dissertation]. University of Iowa; 2014. Available from: https://ir.uiowa.edu/etd/1306

New Jersey Institute of Technology

30. Mondal, Shoubhik. Confidence bands for survival curves using model assisted cox regression.

Degree: PhD, Mathematical Sciences, 2014, New Jersey Institute of Technology

URL: https://digitalcommons.njit.edu/dissertations/177

► The goal of this dissertation is to develop informative *subject*-specific simultaneous confidence bands (SCBs) for survival functions from right censored data. The approach is…
(more)

Subjects/Keywords: Counting process; Martingale; Empirical coverage; Missing censoring indicator; Equal precision; Strong consistency; Mathematics

Record Details Similar Records

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

APA (6^{th} Edition):

Mondal, S. (2014). Confidence bands for survival curves using model assisted cox regression. (Doctoral Dissertation). New Jersey Institute of Technology. Retrieved from https://digitalcommons.njit.edu/dissertations/177

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

Mondal, Shoubhik. “Confidence bands for survival curves using model assisted cox regression.” 2014. Doctoral Dissertation, New Jersey Institute of Technology. Accessed September 18, 2019. https://digitalcommons.njit.edu/dissertations/177.

MLA Handbook (7^{th} Edition):

Mondal, Shoubhik. “Confidence bands for survival curves using model assisted cox regression.” 2014. Web. 18 Sep 2019.

Vancouver:

Mondal S. Confidence bands for survival curves using model assisted cox regression. [Internet] [Doctoral dissertation]. New Jersey Institute of Technology; 2014. [cited 2019 Sep 18]. Available from: https://digitalcommons.njit.edu/dissertations/177.

Council of Science Editors:

Mondal S. Confidence bands for survival curves using model assisted cox regression. [Doctoral Dissertation]. New Jersey Institute of Technology; 2014. Available from: https://digitalcommons.njit.edu/dissertations/177