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- 2012 – 2016 (29)
- 2007 – 2011 (21)

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Michigan State University

1. Boros, Nicholas. The L[superscript p]-operator norm of a quadratic perturbation of the real part of the Ahlfors-Beurling operator.

Degree: 2012, Michigan State University

URL: http://etd.lib.msu.edu/islandora/object/etd:459

►

Thesis Ph. D. Michigan State University. Mathematics 2012.

Given a sequence of martingale differences, Burkholder found the sharp constant for the Lp-norm of the corresponding… (more)

Subjects/Keywords: Martingales (Mathematics); Mathematics

Record Details Similar Records

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

APA (6^{th} Edition):

Boros, N. (2012). The L[superscript p]-operator norm of a quadratic perturbation of the real part of the Ahlfors-Beurling operator. (Thesis). Michigan State University. Retrieved from http://etd.lib.msu.edu/islandora/object/etd:459

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):

Boros, Nicholas. “The L[superscript p]-operator norm of a quadratic perturbation of the real part of the Ahlfors-Beurling operator.” 2012. Thesis, Michigan State University. Accessed March 09, 2021. http://etd.lib.msu.edu/islandora/object/etd:459.

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

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} Edition):

Boros, Nicholas. “The L[superscript p]-operator norm of a quadratic perturbation of the real part of the Ahlfors-Beurling operator.” 2012. Web. 09 Mar 2021.

Vancouver:

Boros N. The L[superscript p]-operator norm of a quadratic perturbation of the real part of the Ahlfors-Beurling operator. [Internet] [Thesis]. Michigan State University; 2012. [cited 2021 Mar 09]. Available from: http://etd.lib.msu.edu/islandora/object/etd:459.

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

Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Boros N. The L[superscript p]-operator norm of a quadratic perturbation of the real part of the Ahlfors-Beurling operator. [Thesis]. Michigan State University; 2012. Available from: http://etd.lib.msu.edu/islandora/object/etd:459

Not specified: Masters Thesis or Doctoral Dissertation

Washington State University

2. [No author]. A Modified Chang-Wilson-Wolff Inequality Via the Bellman Function .

Degree: 2019, Washington State University

URL: http://hdl.handle.net/2376/16730

► We produce the optimal constant in an inequality bounding the exponential integral of a function by the exponential integral of its dyadic square function. This…
(more)

Subjects/Keywords: Mathematics; Bellman; Harmonic Analysis; Martingales

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APA (6^{th} Edition):

author], [. (2019). A Modified Chang-Wilson-Wolff Inequality Via the Bellman Function . (Thesis). Washington State University. Retrieved from http://hdl.handle.net/2376/16730

Not specified: Masters Thesis or Doctoral Dissertation

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

author], [No. “A Modified Chang-Wilson-Wolff Inequality Via the Bellman Function .” 2019. Thesis, Washington State University. Accessed March 09, 2021. http://hdl.handle.net/2376/16730.

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} Edition):

author], [No. “A Modified Chang-Wilson-Wolff Inequality Via the Bellman Function .” 2019. Web. 09 Mar 2021.

Vancouver:

author] [. A Modified Chang-Wilson-Wolff Inequality Via the Bellman Function . [Internet] [Thesis]. Washington State University; 2019. [cited 2021 Mar 09]. Available from: http://hdl.handle.net/2376/16730.

Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

author] [. A Modified Chang-Wilson-Wolff Inequality Via the Bellman Function . [Thesis]. Washington State University; 2019. Available from: http://hdl.handle.net/2376/16730

Not specified: Masters Thesis or Doctoral Dissertation

Columbia University

3. Stebegg, Florian. Linear Constraints in Optimal Transport.

Degree: 2019, Columbia University

URL: https://doi.org/10.7916/d8-k4vs-tb63

► This thesis studies the problem of optimal mass transportation with linear constraints – supermartingale and martingale transport in discrete and continuous time. Appropriate versions of…
(more)

Subjects/Keywords: Statistics; Mathematics; Martingales (Mathematics)

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APA (6^{th} Edition):

Stebegg, F. (2019). Linear Constraints in Optimal Transport. (Doctoral Dissertation). Columbia University. Retrieved from https://doi.org/10.7916/d8-k4vs-tb63

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

Stebegg, Florian. “Linear Constraints in Optimal Transport.” 2019. Doctoral Dissertation, Columbia University. Accessed March 09, 2021. https://doi.org/10.7916/d8-k4vs-tb63.

MLA Handbook (7^{th} Edition):

Stebegg, Florian. “Linear Constraints in Optimal Transport.” 2019. Web. 09 Mar 2021.

Vancouver:

Stebegg F. Linear Constraints in Optimal Transport. [Internet] [Doctoral dissertation]. Columbia University; 2019. [cited 2021 Mar 09]. Available from: https://doi.org/10.7916/d8-k4vs-tb63.

Council of Science Editors:

Stebegg F. Linear Constraints in Optimal Transport. [Doctoral Dissertation]. Columbia University; 2019. Available from: https://doi.org/10.7916/d8-k4vs-tb63

The Ohio State University

4.
Bagchi, Sitadri Nath.
On almost sure convergence of classes of multivalued
asymptotic * martingales*.

Degree: PhD, Graduate School, 1983, The Ohio State University

URL: http://rave.ohiolink.edu/etdc/view?acc_num=osu1487245320874794

Subjects/Keywords: Mathematics; Martingales

Record Details Similar Records

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APA (6^{th} Edition):

Bagchi, S. N. (1983). On almost sure convergence of classes of multivalued asymptotic martingales. (Doctoral Dissertation). The Ohio State University. Retrieved from http://rave.ohiolink.edu/etdc/view?acc_num=osu1487245320874794

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

Bagchi, Sitadri Nath. “On almost sure convergence of classes of multivalued asymptotic martingales.” 1983. Doctoral Dissertation, The Ohio State University. Accessed March 09, 2021. http://rave.ohiolink.edu/etdc/view?acc_num=osu1487245320874794.

MLA Handbook (7^{th} Edition):

Bagchi, Sitadri Nath. “On almost sure convergence of classes of multivalued asymptotic martingales.” 1983. Web. 09 Mar 2021.

Vancouver:

Bagchi SN. On almost sure convergence of classes of multivalued asymptotic martingales. [Internet] [Doctoral dissertation]. The Ohio State University; 1983. [cited 2021 Mar 09]. Available from: http://rave.ohiolink.edu/etdc/view?acc_num=osu1487245320874794.

Council of Science Editors:

Bagchi SN. On almost sure convergence of classes of multivalued asymptotic martingales. [Doctoral Dissertation]. The Ohio State University; 1983. Available from: http://rave.ohiolink.edu/etdc/view?acc_num=osu1487245320874794

Columbia University

5. Dandapani, Aditi. Enlargement of Filtration and the Strict Local Martingale Property in Stochastic Differential Equations.

Degree: 2016, Columbia University

URL: https://doi.org/10.7916/D8XW4JZ2

► In this thesis, we study the strict local martingale property of solutions of various types of stochastic differential equations and the effect of an initial…
(more)

Subjects/Keywords: Stochastic differential equations; Martingales (Mathematics); Mathematics

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

APA (6^{th} Edition):

Dandapani, A. (2016). Enlargement of Filtration and the Strict Local Martingale Property in Stochastic Differential Equations. (Doctoral Dissertation). Columbia University. Retrieved from https://doi.org/10.7916/D8XW4JZ2

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

Dandapani, Aditi. “Enlargement of Filtration and the Strict Local Martingale Property in Stochastic Differential Equations.” 2016. Doctoral Dissertation, Columbia University. Accessed March 09, 2021. https://doi.org/10.7916/D8XW4JZ2.

MLA Handbook (7^{th} Edition):

Dandapani, Aditi. “Enlargement of Filtration and the Strict Local Martingale Property in Stochastic Differential Equations.” 2016. Web. 09 Mar 2021.

Vancouver:

Dandapani A. Enlargement of Filtration and the Strict Local Martingale Property in Stochastic Differential Equations. [Internet] [Doctoral dissertation]. Columbia University; 2016. [cited 2021 Mar 09]. Available from: https://doi.org/10.7916/D8XW4JZ2.

Council of Science Editors:

Dandapani A. Enlargement of Filtration and the Strict Local Martingale Property in Stochastic Differential Equations. [Doctoral Dissertation]. Columbia University; 2016. Available from: https://doi.org/10.7916/D8XW4JZ2

6.
Harter, Jonathan.
* Martingales* sur les variétés de valeur terminale donnée :

Degree: Docteur es, Mathématiques Pures, 2018, Bordeaux

URL: http://www.theses.fr/2018BORD0074

►

Définies il y a quelques décennies, les *martingales* dans les variétés sont maintenant des objets bien connus. Des questions très simples restent en suspens cependant.…
(more)

Subjects/Keywords: Martingales; Variétés; Calcul stochastique; EDSRs; EDSRs quadratiques; Martingales; Manifolds; Stochastic calculus; BSDEs; Quadratic BSDEs

Record Details Similar Records

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

APA (6^{th} Edition):

Harter, J. (2018). Martingales sur les variétés de valeur terminale donnée : Martingales in manifolds with prescribed terminal value. (Doctoral Dissertation). Bordeaux. Retrieved from http://www.theses.fr/2018BORD0074

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

Harter, Jonathan. “Martingales sur les variétés de valeur terminale donnée : Martingales in manifolds with prescribed terminal value.” 2018. Doctoral Dissertation, Bordeaux. Accessed March 09, 2021. http://www.theses.fr/2018BORD0074.

MLA Handbook (7^{th} Edition):

Harter, Jonathan. “Martingales sur les variétés de valeur terminale donnée : Martingales in manifolds with prescribed terminal value.” 2018. Web. 09 Mar 2021.

Vancouver:

Harter J. Martingales sur les variétés de valeur terminale donnée : Martingales in manifolds with prescribed terminal value. [Internet] [Doctoral dissertation]. Bordeaux; 2018. [cited 2021 Mar 09]. Available from: http://www.theses.fr/2018BORD0074.

Council of Science Editors:

Harter J. Martingales sur les variétés de valeur terminale donnée : Martingales in manifolds with prescribed terminal value. [Doctoral Dissertation]. Bordeaux; 2018. Available from: http://www.theses.fr/2018BORD0074

Universidade do Rio Grande do Sul

7. Misturini, Ricardo. Movimento browniano, integral de Itô e introdução às equações diferenciais estocásticas.

Degree: 2010, Universidade do Rio Grande do Sul

URL: http://hdl.handle.net/10183/24926

►

Este texto apresenta alguns dos elementos básicos envolvidos em um estudo introdutório das equações diferencias estocásticas. Tais equações modelam problemas a tempo contínuo em que… (more)

Subjects/Keywords: Equações diferenciais estocásticas; Brownian motion; Martingales; Martingales; Movimento browniano; Stochastic integral; Itô's Formula; Stochastic differential equations

Record Details Similar Records

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

APA (6^{th} Edition):

Misturini, R. (2010). Movimento browniano, integral de Itô e introdução às equações diferenciais estocásticas. (Thesis). Universidade do Rio Grande do Sul. Retrieved from http://hdl.handle.net/10183/24926

Not specified: Masters Thesis or Doctoral Dissertation

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

Misturini, Ricardo. “Movimento browniano, integral de Itô e introdução às equações diferenciais estocásticas.” 2010. Thesis, Universidade do Rio Grande do Sul. Accessed March 09, 2021. http://hdl.handle.net/10183/24926.

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} Edition):

Misturini, Ricardo. “Movimento browniano, integral de Itô e introdução às equações diferenciais estocásticas.” 2010. Web. 09 Mar 2021.

Vancouver:

Misturini R. Movimento browniano, integral de Itô e introdução às equações diferenciais estocásticas. [Internet] [Thesis]. Universidade do Rio Grande do Sul; 2010. [cited 2021 Mar 09]. Available from: http://hdl.handle.net/10183/24926.

Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Misturini R. Movimento browniano, integral de Itô e introdução às equações diferenciais estocásticas. [Thesis]. Universidade do Rio Grande do Sul; 2010. Available from: http://hdl.handle.net/10183/24926

Not specified: Masters Thesis or Doctoral Dissertation

Université de Bordeaux I

8. Fraysse, Philippe. Estimation récursive dans certains modèles de déformation : Recursive estimation for some deformation models.

Degree: Docteur es, Mathématiques appliquées, 2013, Université de Bordeaux I

URL: http://www.theses.fr/2013BOR14797

►

Cette thèse est consacrée à l'étude de certains modèles de déformation semi-paramétriques. Notre objectif est de proposer des méthodes récursives, issues d'algorithmes stochastiques, pour estimer… (more)

Subjects/Keywords: Estimation récursive; Modèles semi-paramétriques; Algorithmes stochastiques; Estimateurs à noyaux; Martingales; Recursive estimation; Semi-parametric models; Stochastic algorithms; Kernel estimators; Martingales

Record Details Similar Records

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

APA (6^{th} Edition):

Fraysse, P. (2013). Estimation récursive dans certains modèles de déformation : Recursive estimation for some deformation models. (Doctoral Dissertation). Université de Bordeaux I. Retrieved from http://www.theses.fr/2013BOR14797

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

Fraysse, Philippe. “Estimation récursive dans certains modèles de déformation : Recursive estimation for some deformation models.” 2013. Doctoral Dissertation, Université de Bordeaux I. Accessed March 09, 2021. http://www.theses.fr/2013BOR14797.

MLA Handbook (7^{th} Edition):

Fraysse, Philippe. “Estimation récursive dans certains modèles de déformation : Recursive estimation for some deformation models.” 2013. Web. 09 Mar 2021.

Vancouver:

Fraysse P. Estimation récursive dans certains modèles de déformation : Recursive estimation for some deformation models. [Internet] [Doctoral dissertation]. Université de Bordeaux I; 2013. [cited 2021 Mar 09]. Available from: http://www.theses.fr/2013BOR14797.

Council of Science Editors:

Fraysse P. Estimation récursive dans certains modèles de déformation : Recursive estimation for some deformation models. [Doctoral Dissertation]. Université de Bordeaux I; 2013. Available from: http://www.theses.fr/2013BOR14797

University of Alberta

9. Tsoi, Allanus Hak-Man. Integration by parts and time reversal.

Degree: PhD, Department of Statistics and Applied Probability, 1990, University of Alberta

URL: https://era.library.ualberta.ca/files/qb98mh204

Subjects/Keywords: Stochastic processes.; Martingales (Mathematics)

Record Details Similar Records

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

APA (6^{th} Edition):

Tsoi, A. H. (1990). Integration by parts and time reversal. (Doctoral Dissertation). University of Alberta. Retrieved from https://era.library.ualberta.ca/files/qb98mh204

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

Tsoi, Allanus Hak-Man. “Integration by parts and time reversal.” 1990. Doctoral Dissertation, University of Alberta. Accessed March 09, 2021. https://era.library.ualberta.ca/files/qb98mh204.

MLA Handbook (7^{th} Edition):

Tsoi, Allanus Hak-Man. “Integration by parts and time reversal.” 1990. Web. 09 Mar 2021.

Vancouver:

Tsoi AH. Integration by parts and time reversal. [Internet] [Doctoral dissertation]. University of Alberta; 1990. [cited 2021 Mar 09]. Available from: https://era.library.ualberta.ca/files/qb98mh204.

Council of Science Editors:

Tsoi AH. Integration by parts and time reversal. [Doctoral Dissertation]. University of Alberta; 1990. Available from: https://era.library.ualberta.ca/files/qb98mh204

Penn State University

10.
Pardo, John Jacob.
Randomness of Restricted Value *Martingales*, Selection Rules, and Graph Sequences.

Degree: 2017, Penn State University

URL: https://submit-etda.libraries.psu.edu/catalog/13948jjp307

► In this dissertation we consider the classical notions of stochasticity and randomness as they pertain to several areas of mathematics. We look at three main…
(more)

Subjects/Keywords: Randomness; Selection Rules; Restricted Value Martingales; Normality; Graphs

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APA (6^{th} Edition):

Pardo, J. J. (2017). Randomness of Restricted Value Martingales, Selection Rules, and Graph Sequences. (Thesis). Penn State University. Retrieved from https://submit-etda.libraries.psu.edu/catalog/13948jjp307

Not specified: Masters Thesis or Doctoral Dissertation

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

Pardo, John Jacob. “Randomness of Restricted Value Martingales, Selection Rules, and Graph Sequences.” 2017. Thesis, Penn State University. Accessed March 09, 2021. https://submit-etda.libraries.psu.edu/catalog/13948jjp307.

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} Edition):

Pardo, John Jacob. “Randomness of Restricted Value Martingales, Selection Rules, and Graph Sequences.” 2017. Web. 09 Mar 2021.

Vancouver:

Pardo JJ. Randomness of Restricted Value Martingales, Selection Rules, and Graph Sequences. [Internet] [Thesis]. Penn State University; 2017. [cited 2021 Mar 09]. Available from: https://submit-etda.libraries.psu.edu/catalog/13948jjp307.

Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Pardo JJ. Randomness of Restricted Value Martingales, Selection Rules, and Graph Sequences. [Thesis]. Penn State University; 2017. Available from: https://submit-etda.libraries.psu.edu/catalog/13948jjp307

Not specified: Masters Thesis or Doctoral Dissertation

Stellenbosch University

11. Tchamga, Nicole Flaure Kouemo. Portfolio optimization problems : a martingale and a convex duality approach.

Degree: Mathematical Sciences, 2010, Stellenbosch University

URL: http://hdl.handle.net/10019.1/5259

►

Thesis (MSc (Mathematics)) – University of Stellenbosch, 2010.

ENGLISH ABSTRACT: The first approach initiated by Merton [Mer69, Mer71] to solve utility maximization portfolio problems in continuous… (more)

Subjects/Keywords: Mathematics; Martingales (Mathematics); Optimal investment

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APA (6^{th} Edition):

Tchamga, N. F. K. (2010). Portfolio optimization problems : a martingale and a convex duality approach. (Thesis). Stellenbosch University. Retrieved from http://hdl.handle.net/10019.1/5259

Not specified: Masters Thesis or Doctoral Dissertation

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

Tchamga, Nicole Flaure Kouemo. “Portfolio optimization problems : a martingale and a convex duality approach.” 2010. Thesis, Stellenbosch University. Accessed March 09, 2021. http://hdl.handle.net/10019.1/5259.

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} Edition):

Tchamga, Nicole Flaure Kouemo. “Portfolio optimization problems : a martingale and a convex duality approach.” 2010. Web. 09 Mar 2021.

Vancouver:

Tchamga NFK. Portfolio optimization problems : a martingale and a convex duality approach. [Internet] [Thesis]. Stellenbosch University; 2010. [cited 2021 Mar 09]. Available from: http://hdl.handle.net/10019.1/5259.

Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Tchamga NFK. Portfolio optimization problems : a martingale and a convex duality approach. [Thesis]. Stellenbosch University; 2010. Available from: http://hdl.handle.net/10019.1/5259

Not specified: Masters Thesis or Doctoral Dissertation

University of Otago

12. Monk, Travis. The Evolutionary Origin of Nervous Systems and Implications for Neural Computation .

Degree: 2014, University of Otago

URL: http://hdl.handle.net/10523/4804

► If neurones are the answer, then what was the question? Nervous systems are remarkably conserved throughout the animal kingdom. This conservation indicates that their core…
(more)

Subjects/Keywords: Bayesian neurons; Predation; Evolution of Nervous Systems; Origin of Neurons; Martingales

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APA (6^{th} Edition):

Monk, T. (2014). The Evolutionary Origin of Nervous Systems and Implications for Neural Computation . (Doctoral Dissertation). University of Otago. Retrieved from http://hdl.handle.net/10523/4804

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

Monk, Travis. “The Evolutionary Origin of Nervous Systems and Implications for Neural Computation .” 2014. Doctoral Dissertation, University of Otago. Accessed March 09, 2021. http://hdl.handle.net/10523/4804.

MLA Handbook (7^{th} Edition):

Monk, Travis. “The Evolutionary Origin of Nervous Systems and Implications for Neural Computation .” 2014. Web. 09 Mar 2021.

Vancouver:

Monk T. The Evolutionary Origin of Nervous Systems and Implications for Neural Computation . [Internet] [Doctoral dissertation]. University of Otago; 2014. [cited 2021 Mar 09]. Available from: http://hdl.handle.net/10523/4804.

Council of Science Editors:

Monk T. The Evolutionary Origin of Nervous Systems and Implications for Neural Computation . [Doctoral Dissertation]. University of Otago; 2014. Available from: http://hdl.handle.net/10523/4804

University of Colorado

13.
Chakarov, Aleksandar Nevenov.
Deductive Verification of Infinite-State Stochastic Systems Using * Martingales*.

Degree: PhD, Computer Science, 2016, University of Colorado

URL: https://scholar.colorado.edu/csci_gradetds/130

► The focus of this dissertation is the analysis of and verification of discrete time stochastic systems using *martingales*. Martingale theory yields a powerful set…
(more)

Subjects/Keywords: Formal Methdos; Martingales; Stochastic Systems; Verification; Computer Sciences

Record Details Similar Records

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

APA (6^{th} Edition):

Chakarov, A. N. (2016). Deductive Verification of Infinite-State Stochastic Systems Using Martingales. (Doctoral Dissertation). University of Colorado. Retrieved from https://scholar.colorado.edu/csci_gradetds/130

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

Chakarov, Aleksandar Nevenov. “Deductive Verification of Infinite-State Stochastic Systems Using Martingales.” 2016. Doctoral Dissertation, University of Colorado. Accessed March 09, 2021. https://scholar.colorado.edu/csci_gradetds/130.

MLA Handbook (7^{th} Edition):

Chakarov, Aleksandar Nevenov. “Deductive Verification of Infinite-State Stochastic Systems Using Martingales.” 2016. Web. 09 Mar 2021.

Vancouver:

Chakarov AN. Deductive Verification of Infinite-State Stochastic Systems Using Martingales. [Internet] [Doctoral dissertation]. University of Colorado; 2016. [cited 2021 Mar 09]. Available from: https://scholar.colorado.edu/csci_gradetds/130.

Council of Science Editors:

Chakarov AN. Deductive Verification of Infinite-State Stochastic Systems Using Martingales. [Doctoral Dissertation]. University of Colorado; 2016. Available from: https://scholar.colorado.edu/csci_gradetds/130

Columbia University

14.
Qiu, Lisha.
Stochastic Differential Equations and Strict Local * Martingales*.

Degree: 2018, Columbia University

URL: https://doi.org/10.7916/D8F4911Q

► In this thesis, we address two problems arising from the application of stochastic differential equations (SDEs). The first one pertains to the detection of asset…
(more)

Subjects/Keywords: Statistics; Mathematics; Stochastic differential equations; Martingales (Mathematics); Convergence

Record Details Similar Records

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

APA (6^{th} Edition):

Qiu, L. (2018). Stochastic Differential Equations and Strict Local Martingales. (Doctoral Dissertation). Columbia University. Retrieved from https://doi.org/10.7916/D8F4911Q

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

Qiu, Lisha. “Stochastic Differential Equations and Strict Local Martingales.” 2018. Doctoral Dissertation, Columbia University. Accessed March 09, 2021. https://doi.org/10.7916/D8F4911Q.

MLA Handbook (7^{th} Edition):

Qiu, Lisha. “Stochastic Differential Equations and Strict Local Martingales.” 2018. Web. 09 Mar 2021.

Vancouver:

Qiu L. Stochastic Differential Equations and Strict Local Martingales. [Internet] [Doctoral dissertation]. Columbia University; 2018. [cited 2021 Mar 09]. Available from: https://doi.org/10.7916/D8F4911Q.

Council of Science Editors:

Qiu L. Stochastic Differential Equations and Strict Local Martingales. [Doctoral Dissertation]. Columbia University; 2018. Available from: https://doi.org/10.7916/D8F4911Q

Hong Kong University of Science and Technology

15.
Kong, Xin-Bing.
Statistical inferences on jumps of semi-*martingales* using high frequency data.

Degree: 2011, Hong Kong University of Science and Technology

URL: http://repository.ust.hk/ir/Record/1783.1-61817 ; https://doi.org/10.14711/thesis-b1146139 ; http://repository.ust.hk/ir/bitstream/1783.1-61817/1/th_redirect.html

► In this thesis, I study the following two problems by using discretely observed high frequency data. • How active are jumps in the underlying continuous-time…
(more)

Subjects/Keywords: Estimation theory ; Mathematical models ; Jump processes ; Martingales (Mathematics)

Record Details Similar Records

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

APA (6^{th} Edition):

Kong, X. (2011). Statistical inferences on jumps of semi-martingales using high frequency data. (Thesis). Hong Kong University of Science and Technology. Retrieved from http://repository.ust.hk/ir/Record/1783.1-61817 ; https://doi.org/10.14711/thesis-b1146139 ; http://repository.ust.hk/ir/bitstream/1783.1-61817/1/th_redirect.html

Not specified: Masters Thesis or Doctoral Dissertation

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

Kong, Xin-Bing. “Statistical inferences on jumps of semi-martingales using high frequency data.” 2011. Thesis, Hong Kong University of Science and Technology. Accessed March 09, 2021. http://repository.ust.hk/ir/Record/1783.1-61817 ; https://doi.org/10.14711/thesis-b1146139 ; http://repository.ust.hk/ir/bitstream/1783.1-61817/1/th_redirect.html.

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} Edition):

Kong, Xin-Bing. “Statistical inferences on jumps of semi-martingales using high frequency data.” 2011. Web. 09 Mar 2021.

Vancouver:

Kong X. Statistical inferences on jumps of semi-martingales using high frequency data. [Internet] [Thesis]. Hong Kong University of Science and Technology; 2011. [cited 2021 Mar 09]. Available from: http://repository.ust.hk/ir/Record/1783.1-61817 ; https://doi.org/10.14711/thesis-b1146139 ; http://repository.ust.hk/ir/bitstream/1783.1-61817/1/th_redirect.html.

Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Kong X. Statistical inferences on jumps of semi-martingales using high frequency data. [Thesis]. Hong Kong University of Science and Technology; 2011. Available from: http://repository.ust.hk/ir/Record/1783.1-61817 ; https://doi.org/10.14711/thesis-b1146139 ; http://repository.ust.hk/ir/bitstream/1783.1-61817/1/th_redirect.html

Not specified: Masters Thesis or Doctoral Dissertation

Michigan State University

16. Chari, Ravi. Weak convergence of distribution-valued semimartingales and associated SDE's.

Degree: PhD, Department of Statistics and Probability, 1984, Michigan State University

URL: http://etd.lib.msu.edu/islandora/object/etd:34216

Subjects/Keywords: Stochastic differential equations; Martingales (Mathematics)

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

APA (6^{th} Edition):

Chari, R. (1984). Weak convergence of distribution-valued semimartingales and associated SDE's. (Doctoral Dissertation). Michigan State University. Retrieved from http://etd.lib.msu.edu/islandora/object/etd:34216

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

Chari, Ravi. “Weak convergence of distribution-valued semimartingales and associated SDE's.” 1984. Doctoral Dissertation, Michigan State University. Accessed March 09, 2021. http://etd.lib.msu.edu/islandora/object/etd:34216.

MLA Handbook (7^{th} Edition):

Chari, Ravi. “Weak convergence of distribution-valued semimartingales and associated SDE's.” 1984. Web. 09 Mar 2021.

Vancouver:

Chari R. Weak convergence of distribution-valued semimartingales and associated SDE's. [Internet] [Doctoral dissertation]. Michigan State University; 1984. [cited 2021 Mar 09]. Available from: http://etd.lib.msu.edu/islandora/object/etd:34216.

Council of Science Editors:

Chari R. Weak convergence of distribution-valued semimartingales and associated SDE's. [Doctoral Dissertation]. Michigan State University; 1984. Available from: http://etd.lib.msu.edu/islandora/object/etd:34216

17. Spring, William Joseph. A quantum stochastic calculus.

Degree: PhD, 2012, University of Hertfordshire

URL: http://hdl.handle.net/2299/9240

► *Martingales* are fundamental stochastic process used to model the concept of fair game. They have a multitude of applications in the real world that include,…
(more)

Subjects/Keywords: 519.2; quantum; processes; stochastic; multiparameter; martingales; adapted processes

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APA (6^{th} Edition):

Spring, W. J. (2012). A quantum stochastic calculus. (Doctoral Dissertation). University of Hertfordshire. Retrieved from http://hdl.handle.net/2299/9240

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

Spring, William Joseph. “A quantum stochastic calculus.” 2012. Doctoral Dissertation, University of Hertfordshire. Accessed March 09, 2021. http://hdl.handle.net/2299/9240.

MLA Handbook (7^{th} Edition):

Spring, William Joseph. “A quantum stochastic calculus.” 2012. Web. 09 Mar 2021.

Vancouver:

Spring WJ. A quantum stochastic calculus. [Internet] [Doctoral dissertation]. University of Hertfordshire; 2012. [cited 2021 Mar 09]. Available from: http://hdl.handle.net/2299/9240.

Council of Science Editors:

Spring WJ. A quantum stochastic calculus. [Doctoral Dissertation]. University of Hertfordshire; 2012. Available from: http://hdl.handle.net/2299/9240

Louisiana State University

18. Sae-Tang, Anuwat. A new theory of stochastic integration.

Degree: PhD, Applied Mathematics, 2011, Louisiana State University

URL: etd-07052011-203013 ; https://digitalcommons.lsu.edu/gradschool_dissertations/893

► In this dissertation, we focus mainly on the further study of the new stochastic integral introduced by Ayed and Kuo in 2008. Several properties of…
(more)

Subjects/Keywords: new stochastic integrals; Ayed-Kuo integrals; near-martingales

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APA (6^{th} Edition):

Sae-Tang, A. (2011). A new theory of stochastic integration. (Doctoral Dissertation). Louisiana State University. Retrieved from etd-07052011-203013 ; https://digitalcommons.lsu.edu/gradschool_dissertations/893

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

Sae-Tang, Anuwat. “A new theory of stochastic integration.” 2011. Doctoral Dissertation, Louisiana State University. Accessed March 09, 2021. etd-07052011-203013 ; https://digitalcommons.lsu.edu/gradschool_dissertations/893.

MLA Handbook (7^{th} Edition):

Sae-Tang, Anuwat. “A new theory of stochastic integration.” 2011. Web. 09 Mar 2021.

Vancouver:

Sae-Tang A. A new theory of stochastic integration. [Internet] [Doctoral dissertation]. Louisiana State University; 2011. [cited 2021 Mar 09]. Available from: etd-07052011-203013 ; https://digitalcommons.lsu.edu/gradschool_dissertations/893.

Council of Science Editors:

Sae-Tang A. A new theory of stochastic integration. [Doctoral Dissertation]. Louisiana State University; 2011. Available from: etd-07052011-203013 ; https://digitalcommons.lsu.edu/gradschool_dissertations/893

University of Texas – Austin

19. Haynes, Alan Kaan. Tools and techniques in diophantine approximation.

Degree: PhD, Mathematics, 2006, University of Texas – Austin

URL: http://hdl.handle.net/2152/2717

Subjects/Keywords: Diophantine approximation; Martingales (Mathematics)

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

APA (6^{th} Edition):

Haynes, A. K. (2006). Tools and techniques in diophantine approximation. (Doctoral Dissertation). University of Texas – Austin. Retrieved from http://hdl.handle.net/2152/2717

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

Haynes, Alan Kaan. “Tools and techniques in diophantine approximation.” 2006. Doctoral Dissertation, University of Texas – Austin. Accessed March 09, 2021. http://hdl.handle.net/2152/2717.

MLA Handbook (7^{th} Edition):

Haynes, Alan Kaan. “Tools and techniques in diophantine approximation.” 2006. Web. 09 Mar 2021.

Vancouver:

Haynes AK. Tools and techniques in diophantine approximation. [Internet] [Doctoral dissertation]. University of Texas – Austin; 2006. [cited 2021 Mar 09]. Available from: http://hdl.handle.net/2152/2717.

Council of Science Editors:

Haynes AK. Tools and techniques in diophantine approximation. [Doctoral Dissertation]. University of Texas – Austin; 2006. Available from: http://hdl.handle.net/2152/2717

Purdue University

20.
Perlmutter, Michael A.
* Martingales*, Singular Integrals, and Fourier Multipliers.

Degree: PhD, Mathematics, 2016, Purdue University

URL: https://docs.lib.purdue.edu/open_access_dissertations/829

► Many probabilistic constructions have been created to study the Lp-boundedness, 1 < p < ∞, of singular integrals and Fourier multipliers. We will use…
(more)

Subjects/Keywords: Pure sciences; Beurling-ahlfors; Harmonic analysis; Martingales; Probability; Singular integrals; Mathematics

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

APA (6^{th} Edition):

Perlmutter, M. A. (2016). Martingales, Singular Integrals, and Fourier Multipliers. (Doctoral Dissertation). Purdue University. Retrieved from https://docs.lib.purdue.edu/open_access_dissertations/829

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

Perlmutter, Michael A. “Martingales, Singular Integrals, and Fourier Multipliers.” 2016. Doctoral Dissertation, Purdue University. Accessed March 09, 2021. https://docs.lib.purdue.edu/open_access_dissertations/829.

MLA Handbook (7^{th} Edition):

Perlmutter, Michael A. “Martingales, Singular Integrals, and Fourier Multipliers.” 2016. Web. 09 Mar 2021.

Vancouver:

Perlmutter MA. Martingales, Singular Integrals, and Fourier Multipliers. [Internet] [Doctoral dissertation]. Purdue University; 2016. [cited 2021 Mar 09]. Available from: https://docs.lib.purdue.edu/open_access_dissertations/829.

Council of Science Editors:

Perlmutter MA. Martingales, Singular Integrals, and Fourier Multipliers. [Doctoral Dissertation]. Purdue University; 2016. Available from: https://docs.lib.purdue.edu/open_access_dissertations/829

The Ohio State University

21. Frangos, Nicholas E. On convergence and regularity of vector-valued processes indexed by directed sets.

Degree: PhD, Graduate School, 1984, The Ohio State University

URL: http://rave.ohiolink.edu/etdc/view?acc_num=osu1487257452614184

Subjects/Keywords: Mathematics; Martingales; Set theory

Record Details Similar Records

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APA (6^{th} Edition):

Frangos, N. E. (1984). On convergence and regularity of vector-valued processes indexed by directed sets. (Doctoral Dissertation). The Ohio State University. Retrieved from http://rave.ohiolink.edu/etdc/view?acc_num=osu1487257452614184

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

Frangos, Nicholas E. “On convergence and regularity of vector-valued processes indexed by directed sets.” 1984. Doctoral Dissertation, The Ohio State University. Accessed March 09, 2021. http://rave.ohiolink.edu/etdc/view?acc_num=osu1487257452614184.

MLA Handbook (7^{th} Edition):

Frangos, Nicholas E. “On convergence and regularity of vector-valued processes indexed by directed sets.” 1984. Web. 09 Mar 2021.

Vancouver:

Frangos NE. On convergence and regularity of vector-valued processes indexed by directed sets. [Internet] [Doctoral dissertation]. The Ohio State University; 1984. [cited 2021 Mar 09]. Available from: http://rave.ohiolink.edu/etdc/view?acc_num=osu1487257452614184.

Council of Science Editors:

Frangos NE. On convergence and regularity of vector-valued processes indexed by directed sets. [Doctoral Dissertation]. The Ohio State University; 1984. Available from: http://rave.ohiolink.edu/etdc/view?acc_num=osu1487257452614184

Rhodes University

22. Glover, Elistan Nicholas. Analytic pricing of American put options.

Degree: Faculty of Science, Statistics, 2009, Rhodes University

URL: http://hdl.handle.net/10962/d1002804

► American options are the most commonly traded financial derivatives in the market. Pricing these options fairly, so as to avoid arbitrage, is of paramount importance.…
(more)

Subjects/Keywords: Options (Finance) – Prices – Mathematical models; Derivative securities – Prices – Mathematical models; Finance – Mathematical models; Martingales (Mathematics)

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

APA (6^{th} Edition):

Glover, E. N. (2009). Analytic pricing of American put options. (Thesis). Rhodes University. Retrieved from http://hdl.handle.net/10962/d1002804

Not specified: Masters Thesis or Doctoral Dissertation

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

Glover, Elistan Nicholas. “Analytic pricing of American put options.” 2009. Thesis, Rhodes University. Accessed March 09, 2021. http://hdl.handle.net/10962/d1002804.

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} Edition):

Glover, Elistan Nicholas. “Analytic pricing of American put options.” 2009. Web. 09 Mar 2021.

Vancouver:

Glover EN. Analytic pricing of American put options. [Internet] [Thesis]. Rhodes University; 2009. [cited 2021 Mar 09]. Available from: http://hdl.handle.net/10962/d1002804.

Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Glover EN. Analytic pricing of American put options. [Thesis]. Rhodes University; 2009. Available from: http://hdl.handle.net/10962/d1002804

Not specified: Masters Thesis or Doctoral Dissertation

University of Adelaide

23.
Roughan, Matthew.
An application of *martingales* to queueing theory / Matthew Roughan.

Degree: 1993, University of Adelaide

URL: http://hdl.handle.net/2440/21478

Subjects/Keywords: 519.82 20; Martingales (Mathematics); Queuing theory.

Record Details Similar Records

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

APA (6^{th} Edition):

Roughan, M. (1993). An application of martingales to queueing theory / Matthew Roughan. (Thesis). University of Adelaide. Retrieved from http://hdl.handle.net/2440/21478

Not specified: Masters Thesis or Doctoral Dissertation

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

Roughan, Matthew. “An application of martingales to queueing theory / Matthew Roughan.” 1993. Thesis, University of Adelaide. Accessed March 09, 2021. http://hdl.handle.net/2440/21478.

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} Edition):

Roughan, Matthew. “An application of martingales to queueing theory / Matthew Roughan.” 1993. Web. 09 Mar 2021.

Vancouver:

Roughan M. An application of martingales to queueing theory / Matthew Roughan. [Internet] [Thesis]. University of Adelaide; 1993. [cited 2021 Mar 09]. Available from: http://hdl.handle.net/2440/21478.

Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Roughan M. An application of martingales to queueing theory / Matthew Roughan. [Thesis]. University of Adelaide; 1993. Available from: http://hdl.handle.net/2440/21478

Not specified: Masters Thesis or Doctoral Dissertation

Michigan State University

24.
Hannig, Jan.
On purely discontinuous * martingales*.

Degree: PhD, Department of Statistics and Probability, 2000, Michigan State University

URL: http://etd.lib.msu.edu/islandora/object/etd:28367

Subjects/Keywords: Martingales (Mathematics); Stochastic processes; Filters (Mathematics)

Record Details Similar Records

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

APA (6^{th} Edition):

Hannig, J. (2000). On purely discontinuous martingales. (Doctoral Dissertation). Michigan State University. Retrieved from http://etd.lib.msu.edu/islandora/object/etd:28367

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

Hannig, Jan. “On purely discontinuous martingales.” 2000. Doctoral Dissertation, Michigan State University. Accessed March 09, 2021. http://etd.lib.msu.edu/islandora/object/etd:28367.

MLA Handbook (7^{th} Edition):

Hannig, Jan. “On purely discontinuous martingales.” 2000. Web. 09 Mar 2021.

Vancouver:

Hannig J. On purely discontinuous martingales. [Internet] [Doctoral dissertation]. Michigan State University; 2000. [cited 2021 Mar 09]. Available from: http://etd.lib.msu.edu/islandora/object/etd:28367.

Council of Science Editors:

Hannig J. On purely discontinuous martingales. [Doctoral Dissertation]. Michigan State University; 2000. Available from: http://etd.lib.msu.edu/islandora/object/etd:28367

Vilnius University

25. Dzindzalieta, Dainius. Tiksliosios Bernulio tikimybių nelygybės.

Degree: PhD, Mathematics, 2014, Vilnius University

URL: http://vddb.laba.lt/obj/LT-eLABa-0001:E.02~2014~D_20140512_103759-89684 ;

►

Disertacijos darbo tikslas – įrodyti universalias tiksliąsias nelygybes atsitiktinių dydžių funkcijų nukrypimo nuo vidurkio tikimybėms. Universalios nelygybės pažymi, kad jos yra tolygios pagal tam tikras… (more)

Subjects/Keywords: Nepriklausomi atsitiktiniai dydžiai; Uodegų tikimybės; Lipšico funkcijos; Martingalai; Ekstremali kombinatorika; Random variables; Tail probabilities; Martingales; Lipschitz functions; Extremal combinatorics

Record Details Similar Records

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

APA (6^{th} Edition):

Dzindzalieta, D. (2014). Tiksliosios Bernulio tikimybių nelygybės. (Doctoral Dissertation). Vilnius University. Retrieved from http://vddb.laba.lt/obj/LT-eLABa-0001:E.02~2014~D_20140512_103759-89684 ;

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

Dzindzalieta, Dainius. “Tiksliosios Bernulio tikimybių nelygybės.” 2014. Doctoral Dissertation, Vilnius University. Accessed March 09, 2021. http://vddb.laba.lt/obj/LT-eLABa-0001:E.02~2014~D_20140512_103759-89684 ;.

MLA Handbook (7^{th} Edition):

Dzindzalieta, Dainius. “Tiksliosios Bernulio tikimybių nelygybės.” 2014. Web. 09 Mar 2021.

Vancouver:

Dzindzalieta D. Tiksliosios Bernulio tikimybių nelygybės. [Internet] [Doctoral dissertation]. Vilnius University; 2014. [cited 2021 Mar 09]. Available from: http://vddb.laba.lt/obj/LT-eLABa-0001:E.02~2014~D_20140512_103759-89684 ;.

Council of Science Editors:

Dzindzalieta D. Tiksliosios Bernulio tikimybių nelygybės. [Doctoral Dissertation]. Vilnius University; 2014. Available from: http://vddb.laba.lt/obj/LT-eLABa-0001:E.02~2014~D_20140512_103759-89684 ;

Vilnius University

26. Dzindzalieta, Dainius. Tight Bernoulli tail probability bounds.

Degree: Dissertation, Mathematics, 2014, Vilnius University

URL: http://vddb.laba.lt/obj/LT-eLABa-0001:E.02~2014~D_20140512_103743-38560 ;

►

The purpose of the dissertation is to prove universal tight bounds for deviation from the mean probability inequalities for functions of random variables. Universal bounds… (more)

Subjects/Keywords: Random variables; Tail probabilities; Martingales; Lipschitz functions; Extremal combinatorics; Nepriklausomi atsitiktiniai dydžiai; Uodegų tikimybės; Lipšico funkcijos; Martingalai; Ekstremali kombinatorika

Record Details Similar Records

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

APA (6^{th} Edition):

Dzindzalieta, D. (2014). Tight Bernoulli tail probability bounds. (Doctoral Dissertation). Vilnius University. Retrieved from http://vddb.laba.lt/obj/LT-eLABa-0001:E.02~2014~D_20140512_103743-38560 ;

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

Dzindzalieta, Dainius. “Tight Bernoulli tail probability bounds.” 2014. Doctoral Dissertation, Vilnius University. Accessed March 09, 2021. http://vddb.laba.lt/obj/LT-eLABa-0001:E.02~2014~D_20140512_103743-38560 ;.

MLA Handbook (7^{th} Edition):

Dzindzalieta, Dainius. “Tight Bernoulli tail probability bounds.” 2014. Web. 09 Mar 2021.

Vancouver:

Dzindzalieta D. Tight Bernoulli tail probability bounds. [Internet] [Doctoral dissertation]. Vilnius University; 2014. [cited 2021 Mar 09]. Available from: http://vddb.laba.lt/obj/LT-eLABa-0001:E.02~2014~D_20140512_103743-38560 ;.

Council of Science Editors:

Dzindzalieta D. Tight Bernoulli tail probability bounds. [Doctoral Dissertation]. Vilnius University; 2014. Available from: http://vddb.laba.lt/obj/LT-eLABa-0001:E.02~2014~D_20140512_103743-38560 ;

Western Kentucky University

27. Ekiz, Funda. Cagan Type Rational Expectations Model on Time Scales with Their Applications to Economics.

Degree: MS, Department of Mathematics and Computer Science, 2011, Western Kentucky University

URL: https://digitalcommons.wku.edu/theses/1126

► Rational expectations provide people or economic agents making future decision with available information and past experiences. The first approach to the idea of rational…
(more)

Subjects/Keywords: rational expectations; isolated time scale; conditional expectations; martingales; growth models; Discrete Mathematics and Combinatorics; Economic Theory; Mathematics; Statistical Models

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APA (6^{th} Edition):

Ekiz, F. (2011). Cagan Type Rational Expectations Model on Time Scales with Their Applications to Economics. (Masters Thesis). Western Kentucky University. Retrieved from https://digitalcommons.wku.edu/theses/1126

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

Ekiz, Funda. “Cagan Type Rational Expectations Model on Time Scales with Their Applications to Economics.” 2011. Masters Thesis, Western Kentucky University. Accessed March 09, 2021. https://digitalcommons.wku.edu/theses/1126.

MLA Handbook (7^{th} Edition):

Ekiz, Funda. “Cagan Type Rational Expectations Model on Time Scales with Their Applications to Economics.” 2011. Web. 09 Mar 2021.

Vancouver:

Ekiz F. Cagan Type Rational Expectations Model on Time Scales with Their Applications to Economics. [Internet] [Masters thesis]. Western Kentucky University; 2011. [cited 2021 Mar 09]. Available from: https://digitalcommons.wku.edu/theses/1126.

Council of Science Editors:

Ekiz F. Cagan Type Rational Expectations Model on Time Scales with Their Applications to Economics. [Masters Thesis]. Western Kentucky University; 2011. Available from: https://digitalcommons.wku.edu/theses/1126

Western Kentucky University

28. Cheng, Gang. Analyzing and Solving Non-Linear Stochastic Dynamic Models on Non-Periodic Discrete Time Domains.

Degree: MS, Department of Mathematics, 2013, Western Kentucky University

URL: https://digitalcommons.wku.edu/theses/1236

► Stochastic dynamic programming is a recursive method for solving sequential or multistage decision problems. It helps economists and mathematicians construct and solve a huge…
(more)

Subjects/Keywords: Dynamic Programming; Stochastic Programming; Stochastic Control Theory; Stochastic Differential Equations; Stochastic Analysis; Martingales (Mathematics); Analysis; Applied Mathematics; Mathematics; Statistics and Probability

Record Details Similar Records

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

APA (6^{th} Edition):

Cheng, G. (2013). Analyzing and Solving Non-Linear Stochastic Dynamic Models on Non-Periodic Discrete Time Domains. (Masters Thesis). Western Kentucky University. Retrieved from https://digitalcommons.wku.edu/theses/1236

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

Cheng, Gang. “Analyzing and Solving Non-Linear Stochastic Dynamic Models on Non-Periodic Discrete Time Domains.” 2013. Masters Thesis, Western Kentucky University. Accessed March 09, 2021. https://digitalcommons.wku.edu/theses/1236.

MLA Handbook (7^{th} Edition):

Cheng, Gang. “Analyzing and Solving Non-Linear Stochastic Dynamic Models on Non-Periodic Discrete Time Domains.” 2013. Web. 09 Mar 2021.

Vancouver:

Cheng G. Analyzing and Solving Non-Linear Stochastic Dynamic Models on Non-Periodic Discrete Time Domains. [Internet] [Masters thesis]. Western Kentucky University; 2013. [cited 2021 Mar 09]. Available from: https://digitalcommons.wku.edu/theses/1236.

Council of Science Editors:

Cheng G. Analyzing and Solving Non-Linear Stochastic Dynamic Models on Non-Periodic Discrete Time Domains. [Masters Thesis]. Western Kentucky University; 2013. Available from: https://digitalcommons.wku.edu/theses/1236

University of Oxford

29. Lionnet, Arnaud. Topics on backward stochastic differential equations : theoretical and practical aspects.

Degree: PhD, 2013, University of Oxford

URL: http://ora.ox.ac.uk/objects/uuid:0c1154d0-61ac-428a-8ef7-29a546f2da42 ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.595938

► This doctoral thesis is concerned with some theoretical and practical questions related to backward stochastic differential equations (BSDEs) and more specifically their connection with some…
(more)

Subjects/Keywords: 519.2; Mathematics; Probability theory and stochastic processes; stochastic analysis; stochastic processes; martingales; backward stochastic differential equations; Feynman-Kac formula; numerical methods

Record Details Similar Records

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

APA (6^{th} Edition):

Lionnet, A. (2013). Topics on backward stochastic differential equations : theoretical and practical aspects. (Doctoral Dissertation). University of Oxford. Retrieved from http://ora.ox.ac.uk/objects/uuid:0c1154d0-61ac-428a-8ef7-29a546f2da42 ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.595938

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

Lionnet, Arnaud. “Topics on backward stochastic differential equations : theoretical and practical aspects.” 2013. Doctoral Dissertation, University of Oxford. Accessed March 09, 2021. http://ora.ox.ac.uk/objects/uuid:0c1154d0-61ac-428a-8ef7-29a546f2da42 ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.595938.

MLA Handbook (7^{th} Edition):

Lionnet, Arnaud. “Topics on backward stochastic differential equations : theoretical and practical aspects.” 2013. Web. 09 Mar 2021.

Vancouver:

Lionnet A. Topics on backward stochastic differential equations : theoretical and practical aspects. [Internet] [Doctoral dissertation]. University of Oxford; 2013. [cited 2021 Mar 09]. Available from: http://ora.ox.ac.uk/objects/uuid:0c1154d0-61ac-428a-8ef7-29a546f2da42 ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.595938.

Council of Science Editors:

Lionnet A. Topics on backward stochastic differential equations : theoretical and practical aspects. [Doctoral Dissertation]. University of Oxford; 2013. Available from: http://ora.ox.ac.uk/objects/uuid:0c1154d0-61ac-428a-8ef7-29a546f2da42 ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.595938

University of Edinburgh

30. Bocharov, Boris. Stochastic evolution inclusions.

Degree: PhD, 2010, University of Edinburgh

URL: http://hdl.handle.net/1842/3772

► This work is concerned with an evolution inclusion of a form, in a triple of spaces \V -> H -> V*", where U is a…
(more)

Subjects/Keywords: 510; evolution equations; square integrable Lévy martingales.

Record Details Similar Records

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

APA (6^{th} Edition):

Bocharov, B. (2010). Stochastic evolution inclusions. (Doctoral Dissertation). University of Edinburgh. Retrieved from http://hdl.handle.net/1842/3772

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

Bocharov, Boris. “Stochastic evolution inclusions.” 2010. Doctoral Dissertation, University of Edinburgh. Accessed March 09, 2021. http://hdl.handle.net/1842/3772.

MLA Handbook (7^{th} Edition):

Bocharov, Boris. “Stochastic evolution inclusions.” 2010. Web. 09 Mar 2021.

Vancouver:

Bocharov B. Stochastic evolution inclusions. [Internet] [Doctoral dissertation]. University of Edinburgh; 2010. [cited 2021 Mar 09]. Available from: http://hdl.handle.net/1842/3772.

Council of Science Editors:

Bocharov B. Stochastic evolution inclusions. [Doctoral Dissertation]. University of Edinburgh; 2010. Available from: http://hdl.handle.net/1842/3772