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You searched for subject:(Martingale). Showing records 1 – 30 of 93 total matches.

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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

 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 (6th 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 (16th 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 (7th 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

  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 (6th 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 (16th 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 (7th 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

 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 (6th 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 (16th 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 (7th 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

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

  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 (6th 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

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):

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.

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

MLA Handbook (7th 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.

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

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

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 (6th 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 (16th 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 (7th 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

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 (6th 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 (16th 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 (7th 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

  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 (6th 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

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):

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.

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

MLA Handbook (7th 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.

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

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

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 (6th 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 (16th 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 (7th 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

 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 (6th 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

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):

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.

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

MLA Handbook (7th 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.

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

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

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 (6th 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 (16th 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 (7th 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

  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 (6th 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

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):

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.

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

MLA Handbook (7th 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.

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

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

 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 (6th 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

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):

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.

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

MLA Handbook (7th 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.

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

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

 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 (6th 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 (16th 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 (7th 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

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 (6th 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 (16th 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 (7th 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

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

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

APA (6th 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

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):

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.

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

MLA Handbook (7th 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.

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

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

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

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

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

APA (6th Edition):

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

Chicago Manual of Style (16th Edition):

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

MLA Handbook (7th Edition):

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

 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

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APA (6th 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 (16th 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 (7th 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

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

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

APA (6th 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 (16th 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 (7th 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

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

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

APA (6th 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 (16th 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 (7th 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

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

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

APA (6th 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 (16th 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 (7th 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

 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

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APA (6th 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 (16th 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 (7th 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

 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

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

APA (6th 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

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):

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.

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

MLA Handbook (7th 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.

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

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

 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

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

APA (6th 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 (16th 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 (7th 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

 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

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APA (6th 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 (16th 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 (7th 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

 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… 

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

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

APA (6th 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 (16th 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 (7th 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

 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

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APA (6th 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 (16th 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 (7th 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

 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 (6th 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

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):

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.

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

MLA Handbook (7th 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.

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

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

 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 (6th 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 (16th 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 (7th 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

  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

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

APA (6th 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 (16th 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 (7th 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

  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

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

APA (6th 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 (16th 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 (7th 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

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