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You searched for subject:(Martingales). Showing records 1 – 30 of 82 total matches.

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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

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

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APA (6th 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 (16th 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 (7th 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

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

 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 (6th 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

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):

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.

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

MLA Handbook (7th 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.

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

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


Columbia University

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

Degree: 2019, Columbia University

 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 (6th 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 (16th 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 (7th 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

Subjects/Keywords: Mathematics; Martingales

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APA (6th 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 (16th 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 (7th 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

 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 (6th 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 (16th 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 (7th 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 : Martingales in manifolds with prescribed terminal value.

Degree: Docteur es, Mathématiques Pures, 2018, Bordeaux

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

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APA (6th 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 (16th 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 (7th 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

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

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APA (6th 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

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):

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.

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

MLA Handbook (7th 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.

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

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

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

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APA (6th 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 (16th 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 (7th 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

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

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APA (6th 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 (16th 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 (7th 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

 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 (6th 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

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):

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.

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

MLA Handbook (7th 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.

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

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

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 (6th 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

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):

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.

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

MLA Handbook (7th 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.

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

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

 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 (6th 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 (16th 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 (7th 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

  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

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APA (6th 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 (16th 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 (7th 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

 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

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APA (6th 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 (16th 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 (7th 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

 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)

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APA (6th 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

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):

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.

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

MLA Handbook (7th 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.

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

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

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

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APA (6th 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 (16th 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 (7th 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

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 (6th 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 (16th 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 (7th 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

 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 (6th 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 (16th 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 (7th 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

Subjects/Keywords: Diophantine approximation; Martingales (Mathematics)

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APA (6th 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 (16th 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 (7th 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

  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 (6th 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 (16th 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 (7th 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

Subjects/Keywords: Mathematics; Martingales; Set theory

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

APA (6th 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 (16th 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 (7th 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

 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 (6th Edition):

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

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):

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

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

MLA Handbook (7th 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.

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

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

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

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APA (6th 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

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):

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.

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

MLA Handbook (7th 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.

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

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

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

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APA (6th 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 (16th 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 (7th 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

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

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APA (6th 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 (16th 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 (7th 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

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

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APA (6th 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 (16th 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 (7th 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

  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 (6th 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 (16th 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 (7th 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

  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

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

APA (6th 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 (16th 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 (7th 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

 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

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APA (6th 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 (16th 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 (7th 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

 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.

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APA (6th Edition):

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

Chicago Manual of Style (16th Edition):

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

MLA Handbook (7th 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

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