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You searched for subject:(Partial stochastic differential equation). Showing records 1 – 30 of 17427 total matches.

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Delft University of Technology

1. Van Leeuwen, J.P.H. A nonlinear Schrödinger equation in L² with multiplicative white noise:.

Degree: 2011, Delft University of Technology

In this thesis existence and uniqueness of the solution of a nonlinear Schrödinger equation in L² with multiplicative white noise is proven under some assumptions. Furthermore, pathwise L²-norm conservation of the solution is studied. Advisors/Committee Members: Veraar, M.C..

Subjects/Keywords: stochastic partial differential equation; nonlinear Schrödinger equation

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APA (6th Edition):

Van Leeuwen, J. P. H. (2011). A nonlinear Schrödinger equation in L² with multiplicative white noise:. (Masters Thesis). Delft University of Technology. Retrieved from http://resolver.tudelft.nl/uuid:33bc6c32-bf78-4a99-82a4-f315b21781be

Chicago Manual of Style (16th Edition):

Van Leeuwen, J P H. “A nonlinear Schrödinger equation in L² with multiplicative white noise:.” 2011. Masters Thesis, Delft University of Technology. Accessed January 20, 2020. http://resolver.tudelft.nl/uuid:33bc6c32-bf78-4a99-82a4-f315b21781be.

MLA Handbook (7th Edition):

Van Leeuwen, J P H. “A nonlinear Schrödinger equation in L² with multiplicative white noise:.” 2011. Web. 20 Jan 2020.

Vancouver:

Van Leeuwen JPH. A nonlinear Schrödinger equation in L² with multiplicative white noise:. [Internet] [Masters thesis]. Delft University of Technology; 2011. [cited 2020 Jan 20]. Available from: http://resolver.tudelft.nl/uuid:33bc6c32-bf78-4a99-82a4-f315b21781be.

Council of Science Editors:

Van Leeuwen JPH. A nonlinear Schrödinger equation in L² with multiplicative white noise:. [Masters Thesis]. Delft University of Technology; 2011. Available from: http://resolver.tudelft.nl/uuid:33bc6c32-bf78-4a99-82a4-f315b21781be


University of Alberta

2. Huang, Hanlin. Optimal Portfolio-Consumption with Habit Formation under Partial Observations.

Degree: MS, Department of Mathematical and Statistical Sciences, 2016, University of Alberta

 The aim of my thesis consists of characterizing explicitly the optimal consumption and investment strategy for an investor, when her habit level process is incorporated… (more)

Subjects/Keywords: Habit formation; partial observation; stochastic differential equation

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APA (6th Edition):

Huang, H. (2016). Optimal Portfolio-Consumption with Habit Formation under Partial Observations. (Masters Thesis). University of Alberta. Retrieved from https://era.library.ualberta.ca/files/cmc87pq439

Chicago Manual of Style (16th Edition):

Huang, Hanlin. “Optimal Portfolio-Consumption with Habit Formation under Partial Observations.” 2016. Masters Thesis, University of Alberta. Accessed January 20, 2020. https://era.library.ualberta.ca/files/cmc87pq439.

MLA Handbook (7th Edition):

Huang, Hanlin. “Optimal Portfolio-Consumption with Habit Formation under Partial Observations.” 2016. Web. 20 Jan 2020.

Vancouver:

Huang H. Optimal Portfolio-Consumption with Habit Formation under Partial Observations. [Internet] [Masters thesis]. University of Alberta; 2016. [cited 2020 Jan 20]. Available from: https://era.library.ualberta.ca/files/cmc87pq439.

Council of Science Editors:

Huang H. Optimal Portfolio-Consumption with Habit Formation under Partial Observations. [Masters Thesis]. University of Alberta; 2016. Available from: https://era.library.ualberta.ca/files/cmc87pq439


Cornell University

3. Chen, Peng. Novel Uncertainty Quantification Techniques For Problems Described By Stochastic Partial Differential Equations .

Degree: 2014, Cornell University

 Uncertainty propagation (UP) in physical systems governed by PDEs is a challenging problem. This thesis addresses the development of a number of innovative techniques that… (more)

Subjects/Keywords: Uncertainty quantification; stochastic partial differential equation

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APA (6th Edition):

Chen, P. (2014). Novel Uncertainty Quantification Techniques For Problems Described By Stochastic Partial Differential Equations . (Thesis). Cornell University. Retrieved from http://hdl.handle.net/1813/38898

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):

Chen, Peng. “Novel Uncertainty Quantification Techniques For Problems Described By Stochastic Partial Differential Equations .” 2014. Thesis, Cornell University. Accessed January 20, 2020. http://hdl.handle.net/1813/38898.

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

MLA Handbook (7th Edition):

Chen, Peng. “Novel Uncertainty Quantification Techniques For Problems Described By Stochastic Partial Differential Equations .” 2014. Web. 20 Jan 2020.

Vancouver:

Chen P. Novel Uncertainty Quantification Techniques For Problems Described By Stochastic Partial Differential Equations . [Internet] [Thesis]. Cornell University; 2014. [cited 2020 Jan 20]. Available from: http://hdl.handle.net/1813/38898.

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

Council of Science Editors:

Chen P. Novel Uncertainty Quantification Techniques For Problems Described By Stochastic Partial Differential Equations . [Thesis]. Cornell University; 2014. Available from: http://hdl.handle.net/1813/38898

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


University of Waterloo

4. Tang, Herbert Hoi Chi. The Effects of Extrinsic and Intrinsic Noise on a Tumour and a Proposed Metastasis Model.

Degree: 2015, University of Waterloo

 Cancer is a ubiquitous disease that afflicts millions of people worldwide and we will undoubtedly encounter it at some point in our lives, whether it… (more)

Subjects/Keywords: Stochastic Differential Equation; Partial Differential Equation; Stochastic Processes; Master Equation; Mathematical Biology

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APA (6th Edition):

Tang, H. H. C. (2015). The Effects of Extrinsic and Intrinsic Noise on a Tumour and a Proposed Metastasis Model. (Thesis). University of Waterloo. Retrieved from http://hdl.handle.net/10012/10023

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):

Tang, Herbert Hoi Chi. “The Effects of Extrinsic and Intrinsic Noise on a Tumour and a Proposed Metastasis Model.” 2015. Thesis, University of Waterloo. Accessed January 20, 2020. http://hdl.handle.net/10012/10023.

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

MLA Handbook (7th Edition):

Tang, Herbert Hoi Chi. “The Effects of Extrinsic and Intrinsic Noise on a Tumour and a Proposed Metastasis Model.” 2015. Web. 20 Jan 2020.

Vancouver:

Tang HHC. The Effects of Extrinsic and Intrinsic Noise on a Tumour and a Proposed Metastasis Model. [Internet] [Thesis]. University of Waterloo; 2015. [cited 2020 Jan 20]. Available from: http://hdl.handle.net/10012/10023.

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

Council of Science Editors:

Tang HHC. The Effects of Extrinsic and Intrinsic Noise on a Tumour and a Proposed Metastasis Model. [Thesis]. University of Waterloo; 2015. Available from: http://hdl.handle.net/10012/10023

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

5. Kim, Chanwoo. Initial Boundary Value Problem of the Boltzmann Equation.

Degree: PhD, Mathematics, 2011, Brown University

 In this thesis, we study some boundary problems of the Boltzmann equation and the Boltzmann equation with the large external potential.If the gas is contained… (more)

Subjects/Keywords: partial differential equation

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APA (6th Edition):

Kim, C. (2011). Initial Boundary Value Problem of the Boltzmann Equation. (Doctoral Dissertation). Brown University. Retrieved from https://repository.library.brown.edu/studio/item/bdr:11308/

Chicago Manual of Style (16th Edition):

Kim, Chanwoo. “Initial Boundary Value Problem of the Boltzmann Equation.” 2011. Doctoral Dissertation, Brown University. Accessed January 20, 2020. https://repository.library.brown.edu/studio/item/bdr:11308/.

MLA Handbook (7th Edition):

Kim, Chanwoo. “Initial Boundary Value Problem of the Boltzmann Equation.” 2011. Web. 20 Jan 2020.

Vancouver:

Kim C. Initial Boundary Value Problem of the Boltzmann Equation. [Internet] [Doctoral dissertation]. Brown University; 2011. [cited 2020 Jan 20]. Available from: https://repository.library.brown.edu/studio/item/bdr:11308/.

Council of Science Editors:

Kim C. Initial Boundary Value Problem of the Boltzmann Equation. [Doctoral Dissertation]. Brown University; 2011. Available from: https://repository.library.brown.edu/studio/item/bdr:11308/


University of Kansas

6. Le, Khoa Nguyen. Nonlinear Integrals, Diffusion in Random Environments and Stochastic Partial Differential Equations.

Degree: PhD, Mathematics, 2015, University of Kansas

 In this dissertation, we investigate various problems in the analysis of stochastic (partial) differential equations. A part of the dissertation introduces several notions of nonlinear… (more)

Subjects/Keywords: Mathematics; Feynman-Kac formula; Garsia-Rodemich-Rumsey inequality; random environment; stochastic partial differential equation; transport differential equation; young integration

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APA (6th Edition):

Le, K. N. (2015). Nonlinear Integrals, Diffusion in Random Environments and Stochastic Partial Differential Equations. (Doctoral Dissertation). University of Kansas. Retrieved from http://hdl.handle.net/1808/19176

Chicago Manual of Style (16th Edition):

Le, Khoa Nguyen. “Nonlinear Integrals, Diffusion in Random Environments and Stochastic Partial Differential Equations.” 2015. Doctoral Dissertation, University of Kansas. Accessed January 20, 2020. http://hdl.handle.net/1808/19176.

MLA Handbook (7th Edition):

Le, Khoa Nguyen. “Nonlinear Integrals, Diffusion in Random Environments and Stochastic Partial Differential Equations.” 2015. Web. 20 Jan 2020.

Vancouver:

Le KN. Nonlinear Integrals, Diffusion in Random Environments and Stochastic Partial Differential Equations. [Internet] [Doctoral dissertation]. University of Kansas; 2015. [cited 2020 Jan 20]. Available from: http://hdl.handle.net/1808/19176.

Council of Science Editors:

Le KN. Nonlinear Integrals, Diffusion in Random Environments and Stochastic Partial Differential Equations. [Doctoral Dissertation]. University of Kansas; 2015. Available from: http://hdl.handle.net/1808/19176


University of Notre Dame

7. Sujin Khomrutai. Regularity of Singular Solutions to Sigma_k-Yamabe Problems</h1>.

Degree: PhD, Mathematics, 2009, University of Notre Dame

  We prove some regularity results for singular solutions of σk-Yamabe problem, where the singular set is a compact hypersurface in a Riemannian manifold. This… (more)

Subjects/Keywords: singular solutions; partial differential equation

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APA (6th Edition):

Khomrutai, S. (2009). Regularity of Singular Solutions to Sigma_k-Yamabe Problems</h1>. (Doctoral Dissertation). University of Notre Dame. Retrieved from https://curate.nd.edu/show/wd375t37b4z

Chicago Manual of Style (16th Edition):

Khomrutai, Sujin. “Regularity of Singular Solutions to Sigma_k-Yamabe Problems</h1>.” 2009. Doctoral Dissertation, University of Notre Dame. Accessed January 20, 2020. https://curate.nd.edu/show/wd375t37b4z.

MLA Handbook (7th Edition):

Khomrutai, Sujin. “Regularity of Singular Solutions to Sigma_k-Yamabe Problems</h1>.” 2009. Web. 20 Jan 2020.

Vancouver:

Khomrutai S. Regularity of Singular Solutions to Sigma_k-Yamabe Problems</h1>. [Internet] [Doctoral dissertation]. University of Notre Dame; 2009. [cited 2020 Jan 20]. Available from: https://curate.nd.edu/show/wd375t37b4z.

Council of Science Editors:

Khomrutai S. Regularity of Singular Solutions to Sigma_k-Yamabe Problems</h1>. [Doctoral Dissertation]. University of Notre Dame; 2009. Available from: https://curate.nd.edu/show/wd375t37b4z


University of Kansas

8. Lewis, Peter. Regularity of Stochastic Burgers’-Type Equations.

Degree: PhD, Mathematics, 2018, University of Kansas

 In classical partial differential equations (PDEs), it is well known that the solution to Burgers' equation in one spatial dimension with positive viscosity can be… (more)

Subjects/Keywords: Mathematics; Stochastic partial differential equations

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APA (6th Edition):

Lewis, P. (2018). Regularity of Stochastic Burgers’-Type Equations. (Doctoral Dissertation). University of Kansas. Retrieved from http://hdl.handle.net/1808/27802

Chicago Manual of Style (16th Edition):

Lewis, Peter. “Regularity of Stochastic Burgers’-Type Equations.” 2018. Doctoral Dissertation, University of Kansas. Accessed January 20, 2020. http://hdl.handle.net/1808/27802.

MLA Handbook (7th Edition):

Lewis, Peter. “Regularity of Stochastic Burgers’-Type Equations.” 2018. Web. 20 Jan 2020.

Vancouver:

Lewis P. Regularity of Stochastic Burgers’-Type Equations. [Internet] [Doctoral dissertation]. University of Kansas; 2018. [cited 2020 Jan 20]. Available from: http://hdl.handle.net/1808/27802.

Council of Science Editors:

Lewis P. Regularity of Stochastic Burgers’-Type Equations. [Doctoral Dissertation]. University of Kansas; 2018. Available from: http://hdl.handle.net/1808/27802


University of Oxford

9. Schwarz, Daniel Christopher. Price modelling and asset valuation in carbon emission and electricity markets.

Degree: PhD, 2012, University of Oxford

 This thesis is concerned with the mathematical analysis of electricity and carbon emission markets. We introduce a novel, versatile and tractable stochastic framework for the… (more)

Subjects/Keywords: 333.793; Mathematics; Mathematical finance; Probability theory and stochastic processes; Derivative Pricing; Emission Market; Electricity; Forward-Backward Stochastic Differential Equation; Non-linear Partial Differential Equation; Commodity Market

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APA (6th Edition):

Schwarz, D. C. (2012). Price modelling and asset valuation in carbon emission and electricity markets. (Doctoral Dissertation). University of Oxford. Retrieved from http://ora.ox.ac.uk/objects/uuid:7de118d2-a61b-4125-a615-29ff82ac7316 ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.655012

Chicago Manual of Style (16th Edition):

Schwarz, Daniel Christopher. “Price modelling and asset valuation in carbon emission and electricity markets.” 2012. Doctoral Dissertation, University of Oxford. Accessed January 20, 2020. http://ora.ox.ac.uk/objects/uuid:7de118d2-a61b-4125-a615-29ff82ac7316 ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.655012.

MLA Handbook (7th Edition):

Schwarz, Daniel Christopher. “Price modelling and asset valuation in carbon emission and electricity markets.” 2012. Web. 20 Jan 2020.

Vancouver:

Schwarz DC. Price modelling and asset valuation in carbon emission and electricity markets. [Internet] [Doctoral dissertation]. University of Oxford; 2012. [cited 2020 Jan 20]. Available from: http://ora.ox.ac.uk/objects/uuid:7de118d2-a61b-4125-a615-29ff82ac7316 ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.655012.

Council of Science Editors:

Schwarz DC. Price modelling and asset valuation in carbon emission and electricity markets. [Doctoral Dissertation]. University of Oxford; 2012. Available from: http://ora.ox.ac.uk/objects/uuid:7de118d2-a61b-4125-a615-29ff82ac7316 ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.655012


University of Notre Dame

10. Melissa Davidson. Continuity Properties of the Solution Map for the Generalized Reduced Ostrovsky Equation</h1>.

Degree: PhD, Mathematics, 2013, University of Notre Dame

  It is shown that the data-to-solution map for the generalized reduced Ostrovsky (gRO) equation is not uniformly continuous on bounded sets in Sobolev spaces… (more)

Subjects/Keywords: soliton; wave equation; partial differential equation

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APA (6th Edition):

Davidson, M. (2013). Continuity Properties of the Solution Map for the Generalized Reduced Ostrovsky Equation</h1>. (Doctoral Dissertation). University of Notre Dame. Retrieved from https://curate.nd.edu/show/9p29086334c

Chicago Manual of Style (16th Edition):

Davidson, Melissa. “Continuity Properties of the Solution Map for the Generalized Reduced Ostrovsky Equation</h1>.” 2013. Doctoral Dissertation, University of Notre Dame. Accessed January 20, 2020. https://curate.nd.edu/show/9p29086334c.

MLA Handbook (7th Edition):

Davidson, Melissa. “Continuity Properties of the Solution Map for the Generalized Reduced Ostrovsky Equation</h1>.” 2013. Web. 20 Jan 2020.

Vancouver:

Davidson M. Continuity Properties of the Solution Map for the Generalized Reduced Ostrovsky Equation</h1>. [Internet] [Doctoral dissertation]. University of Notre Dame; 2013. [cited 2020 Jan 20]. Available from: https://curate.nd.edu/show/9p29086334c.

Council of Science Editors:

Davidson M. Continuity Properties of the Solution Map for the Generalized Reduced Ostrovsky Equation</h1>. [Doctoral Dissertation]. University of Notre Dame; 2013. Available from: https://curate.nd.edu/show/9p29086334c


Johannes Gutenberg Universität Mainz

11. Denz, Markus. Convergence results for stochastic particle systems with social interaction.

Degree: 2013, Johannes Gutenberg Universität Mainz

We consider stochastic individual-based models for social behaviour of groups of animals. In these models the trajectory of each animal is given by a stochastic(more)

Subjects/Keywords: stochastisches Partikelsystem; nichtlineare partielle Differentialgleichung; Schwarmverhalten; stochastic particle system; nonlinear partial differential equation; swarm behaviour; Mathematics

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APA (6th Edition):

Denz, M. (2013). Convergence results for stochastic particle systems with social interaction. (Doctoral Dissertation). Johannes Gutenberg Universität Mainz. Retrieved from http://ubm.opus.hbz-nrw.de/volltexte/2014/3647/

Chicago Manual of Style (16th Edition):

Denz, Markus. “Convergence results for stochastic particle systems with social interaction.” 2013. Doctoral Dissertation, Johannes Gutenberg Universität Mainz. Accessed January 20, 2020. http://ubm.opus.hbz-nrw.de/volltexte/2014/3647/.

MLA Handbook (7th Edition):

Denz, Markus. “Convergence results for stochastic particle systems with social interaction.” 2013. Web. 20 Jan 2020.

Vancouver:

Denz M. Convergence results for stochastic particle systems with social interaction. [Internet] [Doctoral dissertation]. Johannes Gutenberg Universität Mainz; 2013. [cited 2020 Jan 20]. Available from: http://ubm.opus.hbz-nrw.de/volltexte/2014/3647/.

Council of Science Editors:

Denz M. Convergence results for stochastic particle systems with social interaction. [Doctoral Dissertation]. Johannes Gutenberg Universität Mainz; 2013. Available from: http://ubm.opus.hbz-nrw.de/volltexte/2014/3647/

12. Neelima. Stochastic PDEs beyond standard monotonicity : well posedness and regularity of solutions.

Degree: PhD, 2019, University of Edinburgh

 Nonlinear stochastic partial differential equations (SPDEs) are used to model wide variety of phenomena in physics, engineering, finance and economics. In many such models the… (more)

Subjects/Keywords: stochastic partial differential equations; local monotonicity; coercivity; Levy Noise; anisotropic p-Laplace equation; regularity; weighted Sobolev spaces

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

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APA (6th Edition):

Neelima. (2019). Stochastic PDEs beyond standard monotonicity : well posedness and regularity of solutions. (Doctoral Dissertation). University of Edinburgh. Retrieved from http://hdl.handle.net/1842/36090

Note: this citation may be lacking information needed for this citation format:
Author name may be incomplete

Chicago Manual of Style (16th Edition):

Neelima. “Stochastic PDEs beyond standard monotonicity : well posedness and regularity of solutions.” 2019. Doctoral Dissertation, University of Edinburgh. Accessed January 20, 2020. http://hdl.handle.net/1842/36090.

Note: this citation may be lacking information needed for this citation format:
Author name may be incomplete

MLA Handbook (7th Edition):

Neelima. “Stochastic PDEs beyond standard monotonicity : well posedness and regularity of solutions.” 2019. Web. 20 Jan 2020.

Note: this citation may be lacking information needed for this citation format:
Author name may be incomplete

Vancouver:

Neelima. Stochastic PDEs beyond standard monotonicity : well posedness and regularity of solutions. [Internet] [Doctoral dissertation]. University of Edinburgh; 2019. [cited 2020 Jan 20]. Available from: http://hdl.handle.net/1842/36090.

Note: this citation may be lacking information needed for this citation format:
Author name may be incomplete

Council of Science Editors:

Neelima. Stochastic PDEs beyond standard monotonicity : well posedness and regularity of solutions. [Doctoral Dissertation]. University of Edinburgh; 2019. Available from: http://hdl.handle.net/1842/36090

Note: this citation may be lacking information needed for this citation format:
Author name may be incomplete


East Carolina University

13. Steely, Kristin Michelle. Applications of Stochastic Processes to Cancer Research.

Degree: 2013, East Carolina University

 The purpose of this thesis is to implement stochastic models that are currently used to analyze the impact of different drug treatments on cancer and… (more)

Subjects/Keywords: Mathematics; Applied mathematics; Medicine; Kolmogorov forward equation; Markov processes; Ordinary differential equations; Partial differential equations; Probability generating function; Stochastic processes; Stochastic analysis; Drug resistance in cancer cells

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APA (6th Edition):

Steely, K. M. (2013). Applications of Stochastic Processes to Cancer Research. (Thesis). East Carolina University. Retrieved from http://hdl.handle.net/10342/1764

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):

Steely, Kristin Michelle. “Applications of Stochastic Processes to Cancer Research.” 2013. Thesis, East Carolina University. Accessed January 20, 2020. http://hdl.handle.net/10342/1764.

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

MLA Handbook (7th Edition):

Steely, Kristin Michelle. “Applications of Stochastic Processes to Cancer Research.” 2013. Web. 20 Jan 2020.

Vancouver:

Steely KM. Applications of Stochastic Processes to Cancer Research. [Internet] [Thesis]. East Carolina University; 2013. [cited 2020 Jan 20]. Available from: http://hdl.handle.net/10342/1764.

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

Council of Science Editors:

Steely KM. Applications of Stochastic Processes to Cancer Research. [Thesis]. East Carolina University; 2013. Available from: http://hdl.handle.net/10342/1764

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


University of Louisville

14. Hapuarachchi, Sujeewa Indika. Regularized solutions for terminal problems of parabolic equations.

Degree: PhD, 2017, University of Louisville

  The heat equation with a terminal condition problem is not well-posed in the sense of Hadamard so regularization is needed. In general, partial differential(more)

Subjects/Keywords: partial differential equation; sobolev space; regularization; Partial Differential Equations

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APA (6th Edition):

Hapuarachchi, S. I. (2017). Regularized solutions for terminal problems of parabolic equations. (Doctoral Dissertation). University of Louisville. Retrieved from 10.18297/etd/2776 ; https://ir.library.louisville.edu/etd/2776

Chicago Manual of Style (16th Edition):

Hapuarachchi, Sujeewa Indika. “Regularized solutions for terminal problems of parabolic equations.” 2017. Doctoral Dissertation, University of Louisville. Accessed January 20, 2020. 10.18297/etd/2776 ; https://ir.library.louisville.edu/etd/2776.

MLA Handbook (7th Edition):

Hapuarachchi, Sujeewa Indika. “Regularized solutions for terminal problems of parabolic equations.” 2017. Web. 20 Jan 2020.

Vancouver:

Hapuarachchi SI. Regularized solutions for terminal problems of parabolic equations. [Internet] [Doctoral dissertation]. University of Louisville; 2017. [cited 2020 Jan 20]. Available from: 10.18297/etd/2776 ; https://ir.library.louisville.edu/etd/2776.

Council of Science Editors:

Hapuarachchi SI. Regularized solutions for terminal problems of parabolic equations. [Doctoral Dissertation]. University of Louisville; 2017. Available from: 10.18297/etd/2776 ; https://ir.library.louisville.edu/etd/2776


University of Southern California

15. Liu, Wei. Statistical inference for stochastic hyperbolic equations.

Degree: PhD, Mathematics, 2010, University of Southern California

 A parameter estimation problem is considered for a stochastic wave equation and a linear stochastic hyperbolic driven by additive space-time Gaussian white noise. The damping/amplification… (more)

Subjects/Keywords: maximum likelihood estimators; ordinary differential equation; partial differential equation; diffusion process

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APA (6th Edition):

Liu, W. (2010). Statistical inference for stochastic hyperbolic equations. (Doctoral Dissertation). University of Southern California. Retrieved from http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll127/id/408442/rec/6043

Chicago Manual of Style (16th Edition):

Liu, Wei. “Statistical inference for stochastic hyperbolic equations.” 2010. Doctoral Dissertation, University of Southern California. Accessed January 20, 2020. http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll127/id/408442/rec/6043.

MLA Handbook (7th Edition):

Liu, Wei. “Statistical inference for stochastic hyperbolic equations.” 2010. Web. 20 Jan 2020.

Vancouver:

Liu W. Statistical inference for stochastic hyperbolic equations. [Internet] [Doctoral dissertation]. University of Southern California; 2010. [cited 2020 Jan 20]. Available from: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll127/id/408442/rec/6043.

Council of Science Editors:

Liu W. Statistical inference for stochastic hyperbolic equations. [Doctoral Dissertation]. University of Southern California; 2010. Available from: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll127/id/408442/rec/6043


University of Wollongong

16. Mofarreh, Fatemah. Fully nonlinear curvature flow of axially symmetric hypersurfaces.

Degree: PhD, 2015, University of Wollongong

  In this thesis we consider axially symmetric evolving hypersurfaces mostly with boundary conditions between two parallel planes. The speed function is a fully nonlinear… (more)

Subjects/Keywords: hypersurface; curvature flow; parabolic partial differential equation

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APA (6th Edition):

Mofarreh, F. (2015). Fully nonlinear curvature flow of axially symmetric hypersurfaces. (Doctoral Dissertation). University of Wollongong. Retrieved from 010102 Algebraic and Differential Geometry, 010110 Partial Differential Equations ; https://ro.uow.edu.au/theses/4699

Chicago Manual of Style (16th Edition):

Mofarreh, Fatemah. “Fully nonlinear curvature flow of axially symmetric hypersurfaces.” 2015. Doctoral Dissertation, University of Wollongong. Accessed January 20, 2020. 010102 Algebraic and Differential Geometry, 010110 Partial Differential Equations ; https://ro.uow.edu.au/theses/4699.

MLA Handbook (7th Edition):

Mofarreh, Fatemah. “Fully nonlinear curvature flow of axially symmetric hypersurfaces.” 2015. Web. 20 Jan 2020.

Vancouver:

Mofarreh F. Fully nonlinear curvature flow of axially symmetric hypersurfaces. [Internet] [Doctoral dissertation]. University of Wollongong; 2015. [cited 2020 Jan 20]. Available from: 010102 Algebraic and Differential Geometry, 010110 Partial Differential Equations ; https://ro.uow.edu.au/theses/4699.

Council of Science Editors:

Mofarreh F. Fully nonlinear curvature flow of axially symmetric hypersurfaces. [Doctoral Dissertation]. University of Wollongong; 2015. Available from: 010102 Algebraic and Differential Geometry, 010110 Partial Differential Equations ; https://ro.uow.edu.au/theses/4699


Loughborough University

17. Yeadon, Cyrus. Approximating solutions of backward doubly stochastic differential equations with measurable coefficients using a time discretization scheme.

Degree: PhD, 2015, Loughborough University

 It has been shown that backward doubly stochastic differential equations (BDSDEs) provide a probabilistic representation for a certain class of nonlinear parabolic stochastic partial differential(more)

Subjects/Keywords: 519.2; Backward doubly stochastic differential equations; Stochastic partial differential equations

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APA (6th Edition):

Yeadon, C. (2015). Approximating solutions of backward doubly stochastic differential equations with measurable coefficients using a time discretization scheme. (Doctoral Dissertation). Loughborough University. Retrieved from https://dspace.lboro.ac.uk/2134/20643 ; http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.682529

Chicago Manual of Style (16th Edition):

Yeadon, Cyrus. “Approximating solutions of backward doubly stochastic differential equations with measurable coefficients using a time discretization scheme.” 2015. Doctoral Dissertation, Loughborough University. Accessed January 20, 2020. https://dspace.lboro.ac.uk/2134/20643 ; http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.682529.

MLA Handbook (7th Edition):

Yeadon, Cyrus. “Approximating solutions of backward doubly stochastic differential equations with measurable coefficients using a time discretization scheme.” 2015. Web. 20 Jan 2020.

Vancouver:

Yeadon C. Approximating solutions of backward doubly stochastic differential equations with measurable coefficients using a time discretization scheme. [Internet] [Doctoral dissertation]. Loughborough University; 2015. [cited 2020 Jan 20]. Available from: https://dspace.lboro.ac.uk/2134/20643 ; http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.682529.

Council of Science Editors:

Yeadon C. Approximating solutions of backward doubly stochastic differential equations with measurable coefficients using a time discretization scheme. [Doctoral Dissertation]. Loughborough University; 2015. Available from: https://dspace.lboro.ac.uk/2134/20643 ; http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.682529


Loughborough University

18. Yeadon, Cyrus. Approximating solutions of backward doubly stochastic differential equations with measurable coefficients using a time discretization scheme.

Degree: PhD, 2015, Loughborough University

 It has been shown that backward doubly stochastic differential equations (BDSDEs) provide a probabilistic representation for a certain class of nonlinear parabolic stochastic partial differential(more)

Subjects/Keywords: 519.2; Backward doubly stochastic differential equations; Stochastic partial differential equations

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APA (6th Edition):

Yeadon, C. (2015). Approximating solutions of backward doubly stochastic differential equations with measurable coefficients using a time discretization scheme. (Doctoral Dissertation). Loughborough University. Retrieved from http://hdl.handle.net/2134/20643

Chicago Manual of Style (16th Edition):

Yeadon, Cyrus. “Approximating solutions of backward doubly stochastic differential equations with measurable coefficients using a time discretization scheme.” 2015. Doctoral Dissertation, Loughborough University. Accessed January 20, 2020. http://hdl.handle.net/2134/20643.

MLA Handbook (7th Edition):

Yeadon, Cyrus. “Approximating solutions of backward doubly stochastic differential equations with measurable coefficients using a time discretization scheme.” 2015. Web. 20 Jan 2020.

Vancouver:

Yeadon C. Approximating solutions of backward doubly stochastic differential equations with measurable coefficients using a time discretization scheme. [Internet] [Doctoral dissertation]. Loughborough University; 2015. [cited 2020 Jan 20]. Available from: http://hdl.handle.net/2134/20643.

Council of Science Editors:

Yeadon C. Approximating solutions of backward doubly stochastic differential equations with measurable coefficients using a time discretization scheme. [Doctoral Dissertation]. Loughborough University; 2015. Available from: http://hdl.handle.net/2134/20643


University of Edinburgh

19. Dareiotis, Anastasios Constantinos. Stochastic partial differential and integro-differential equations.

Degree: PhD, 2015, University of Edinburgh

 In this work we present some new results concerning stochastic partial differential and integro-differential equations (SPDEs and SPIDEs) that appear in non-linear filtering. We prove… (more)

Subjects/Keywords: 519.2; stochastic partial differential equations; stochastic partial integro-differential equations; SPDEs; SPIDEs

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APA (6th Edition):

Dareiotis, A. C. (2015). Stochastic partial differential and integro-differential equations. (Doctoral Dissertation). University of Edinburgh. Retrieved from http://hdl.handle.net/1842/14186

Chicago Manual of Style (16th Edition):

Dareiotis, Anastasios Constantinos. “Stochastic partial differential and integro-differential equations.” 2015. Doctoral Dissertation, University of Edinburgh. Accessed January 20, 2020. http://hdl.handle.net/1842/14186.

MLA Handbook (7th Edition):

Dareiotis, Anastasios Constantinos. “Stochastic partial differential and integro-differential equations.” 2015. Web. 20 Jan 2020.

Vancouver:

Dareiotis AC. Stochastic partial differential and integro-differential equations. [Internet] [Doctoral dissertation]. University of Edinburgh; 2015. [cited 2020 Jan 20]. Available from: http://hdl.handle.net/1842/14186.

Council of Science Editors:

Dareiotis AC. Stochastic partial differential and integro-differential equations. [Doctoral Dissertation]. University of Edinburgh; 2015. Available from: http://hdl.handle.net/1842/14186

20. Catellier, Rémi. Perturbations irrégulières et systèmes différentiels rugueux : Irregular Perturbations and Rough Differential Systems.

Degree: Docteur es, Mathématiques et informatique appliquées aux sciences sociales (miass), 2014, Paris 9

Ce travail, à la frontière de l’analyse et des probabilités, s’intéresse à l’étude de systèmes différentiels a priori mal posés. Nous cherchons, grâce à des… (more)

Subjects/Keywords: Integrale de Young; Chemins Contrôlés; Regularization by noise; Mouvement brownien Fractionaire; Equation différentielles stochastiquess; Équation différentielles partielles stochastiques; Chemins rugueux; Paraproduits; Espaces de Besov; Bruit blanc; Equation de quantisation stochastique; Young integral; Controlled Path; Regularization by noise; Fractional Brownian motion; Stochastic differential equation; Partial stochastic differential equation; Rough path; Paraproducts; Besov spaces; White noise; Stochastic quantisation equation; 519.5

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APA (6th Edition):

Catellier, R. (2014). Perturbations irrégulières et systèmes différentiels rugueux : Irregular Perturbations and Rough Differential Systems. (Doctoral Dissertation). Paris 9. Retrieved from http://www.theses.fr/2014PA090032

Chicago Manual of Style (16th Edition):

Catellier, Rémi. “Perturbations irrégulières et systèmes différentiels rugueux : Irregular Perturbations and Rough Differential Systems.” 2014. Doctoral Dissertation, Paris 9. Accessed January 20, 2020. http://www.theses.fr/2014PA090032.

MLA Handbook (7th Edition):

Catellier, Rémi. “Perturbations irrégulières et systèmes différentiels rugueux : Irregular Perturbations and Rough Differential Systems.” 2014. Web. 20 Jan 2020.

Vancouver:

Catellier R. Perturbations irrégulières et systèmes différentiels rugueux : Irregular Perturbations and Rough Differential Systems. [Internet] [Doctoral dissertation]. Paris 9; 2014. [cited 2020 Jan 20]. Available from: http://www.theses.fr/2014PA090032.

Council of Science Editors:

Catellier R. Perturbations irrégulières et systèmes différentiels rugueux : Irregular Perturbations and Rough Differential Systems. [Doctoral Dissertation]. Paris 9; 2014. Available from: http://www.theses.fr/2014PA090032

21. Bruned, Yvain. Equations Singulières de type KPZ : Singular KPZ Type Equations.

Degree: Docteur es, Mathématiques, 2015, Université Pierre et Marie Curie – Paris VI

Dans cette thèse, on s'intéresse à l'existence et à l'unicité d'une solution pour l'équation KPZ généralisée. On utilise la théorie récente des structures de régularité… (more)

Subjects/Keywords: Equations différentielles partielles stochastiques; Equation KPZ généralisée; Structures de Régularité; Groupe de Renormalisation; Algèbre de Hopf; Diagrammes de Feynman; Partial stochastic differential equations; Generalised KPZ equation; 510

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APA (6th Edition):

Bruned, Y. (2015). Equations Singulières de type KPZ : Singular KPZ Type Equations. (Doctoral Dissertation). Université Pierre et Marie Curie – Paris VI. Retrieved from http://www.theses.fr/2015PA066517

Chicago Manual of Style (16th Edition):

Bruned, Yvain. “Equations Singulières de type KPZ : Singular KPZ Type Equations.” 2015. Doctoral Dissertation, Université Pierre et Marie Curie – Paris VI. Accessed January 20, 2020. http://www.theses.fr/2015PA066517.

MLA Handbook (7th Edition):

Bruned, Yvain. “Equations Singulières de type KPZ : Singular KPZ Type Equations.” 2015. Web. 20 Jan 2020.

Vancouver:

Bruned Y. Equations Singulières de type KPZ : Singular KPZ Type Equations. [Internet] [Doctoral dissertation]. Université Pierre et Marie Curie – Paris VI; 2015. [cited 2020 Jan 20]. Available from: http://www.theses.fr/2015PA066517.

Council of Science Editors:

Bruned Y. Equations Singulières de type KPZ : Singular KPZ Type Equations. [Doctoral Dissertation]. Université Pierre et Marie Curie – Paris VI; 2015. Available from: http://www.theses.fr/2015PA066517


Loughborough University

22. Wu, Yue. Pathwise anticipating random periodic solutions of SDEs and SPDEs with linear multiplicative noise.

Degree: PhD, 2014, Loughborough University

 In this thesis, we study the existence of pathwise random periodic solutions to both the semilinear stochastic differential equations with linear multiplicative noise and the… (more)

Subjects/Keywords: 510; Random periodic solution; Random dynamical system; Semilinear stochastic partial differential equation; Linear multiplicative noises; Coupling method; Relative compactness; Malliavin derivative; Coupled forward-backward infinite horizon stochastic integral equations

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APA (6th Edition):

Wu, Y. (2014). Pathwise anticipating random periodic solutions of SDEs and SPDEs with linear multiplicative noise. (Doctoral Dissertation). Loughborough University. Retrieved from http://hdl.handle.net/2134/15991

Chicago Manual of Style (16th Edition):

Wu, Yue. “Pathwise anticipating random periodic solutions of SDEs and SPDEs with linear multiplicative noise.” 2014. Doctoral Dissertation, Loughborough University. Accessed January 20, 2020. http://hdl.handle.net/2134/15991.

MLA Handbook (7th Edition):

Wu, Yue. “Pathwise anticipating random periodic solutions of SDEs and SPDEs with linear multiplicative noise.” 2014. Web. 20 Jan 2020.

Vancouver:

Wu Y. Pathwise anticipating random periodic solutions of SDEs and SPDEs with linear multiplicative noise. [Internet] [Doctoral dissertation]. Loughborough University; 2014. [cited 2020 Jan 20]. Available from: http://hdl.handle.net/2134/15991.

Council of Science Editors:

Wu Y. Pathwise anticipating random periodic solutions of SDEs and SPDEs with linear multiplicative noise. [Doctoral Dissertation]. Loughborough University; 2014. Available from: http://hdl.handle.net/2134/15991

23. Scotti, Simone. Applications of the error theory using Dirichlet forms : Application de la théorie d'erreur par formes de Dirichlet.

Degree: Docteur es, Mathématiques, 2008, Université Paris-Est

Cette thèse est consacrée à l'étude des applications de la théorie des erreurs par formes de Dirichlet. Notre travail se divise en trois parties. La… (more)

Subjects/Keywords: Calcul d’erreur; Dirichlet, Formes de; Opérateur carré du champ; Biais; Sensibilité; Equations différentielles stochastiques; Modèles financières; Modèles de liquidité; Equations aux dérivées partielles; EDP non-linéaires; Equations stochastiques aux dérivées partielles; Error calculus financial model; Dirichlet form; Bias; Sensitivity; Stochastic differential equation; Financial model; Liquidity model; Bid-ask spread; Partial differential equation; Non-linear PDE; Stochastic partial differential equation

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APA (6th Edition):

Scotti, S. (2008). Applications of the error theory using Dirichlet forms : Application de la théorie d'erreur par formes de Dirichlet. (Doctoral Dissertation). Université Paris-Est. Retrieved from http://www.theses.fr/2008PEST0255

Chicago Manual of Style (16th Edition):

Scotti, Simone. “Applications of the error theory using Dirichlet forms : Application de la théorie d'erreur par formes de Dirichlet.” 2008. Doctoral Dissertation, Université Paris-Est. Accessed January 20, 2020. http://www.theses.fr/2008PEST0255.

MLA Handbook (7th Edition):

Scotti, Simone. “Applications of the error theory using Dirichlet forms : Application de la théorie d'erreur par formes de Dirichlet.” 2008. Web. 20 Jan 2020.

Vancouver:

Scotti S. Applications of the error theory using Dirichlet forms : Application de la théorie d'erreur par formes de Dirichlet. [Internet] [Doctoral dissertation]. Université Paris-Est; 2008. [cited 2020 Jan 20]. Available from: http://www.theses.fr/2008PEST0255.

Council of Science Editors:

Scotti S. Applications of the error theory using Dirichlet forms : Application de la théorie d'erreur par formes de Dirichlet. [Doctoral Dissertation]. Université Paris-Est; 2008. Available from: http://www.theses.fr/2008PEST0255

24. Mtiraoui, Ahmed. I. Etude des EDDSRs surlinéaires II. Contrôle des EDSPRs couplées : I. Study of a BDSDE with a superlinear growth generator. II. Coupled controlled FSDEs.

Degree: Docteur es, Mathématiques appliquées, 2016, Toulon; Université de Sfax. Faculté des sciences. Département de mathématiques

Cette thèse aborde deux sujets de recherches, le premier est sur l’existence et l’unicité des solutions des Équations Différentielles Doublement Stochastiques Rétrogrades (EDDSRs) et les… (more)

Subjects/Keywords: Equations differentielles stochastiques rétrogrades; Equations différentielles stochastiques progressives rétrogrades; Equations aux dérivées partielles stochastiques semi-linéaires; Contrôles stochastiques; Multidimensional backward doubly stochastic differential equations; Coupled forward-backward stochastic differential equation; Semi-linear stochastic partial differential equations

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APA (6th Edition):

Mtiraoui, A. (2016). I. Etude des EDDSRs surlinéaires II. Contrôle des EDSPRs couplées : I. Study of a BDSDE with a superlinear growth generator. II. Coupled controlled FSDEs. (Doctoral Dissertation). Toulon; Université de Sfax. Faculté des sciences. Département de mathématiques. Retrieved from http://www.theses.fr/2016TOUL0010

Chicago Manual of Style (16th Edition):

Mtiraoui, Ahmed. “I. Etude des EDDSRs surlinéaires II. Contrôle des EDSPRs couplées : I. Study of a BDSDE with a superlinear growth generator. II. Coupled controlled FSDEs.” 2016. Doctoral Dissertation, Toulon; Université de Sfax. Faculté des sciences. Département de mathématiques. Accessed January 20, 2020. http://www.theses.fr/2016TOUL0010.

MLA Handbook (7th Edition):

Mtiraoui, Ahmed. “I. Etude des EDDSRs surlinéaires II. Contrôle des EDSPRs couplées : I. Study of a BDSDE with a superlinear growth generator. II. Coupled controlled FSDEs.” 2016. Web. 20 Jan 2020.

Vancouver:

Mtiraoui A. I. Etude des EDDSRs surlinéaires II. Contrôle des EDSPRs couplées : I. Study of a BDSDE with a superlinear growth generator. II. Coupled controlled FSDEs. [Internet] [Doctoral dissertation]. Toulon; Université de Sfax. Faculté des sciences. Département de mathématiques; 2016. [cited 2020 Jan 20]. Available from: http://www.theses.fr/2016TOUL0010.

Council of Science Editors:

Mtiraoui A. I. Etude des EDDSRs surlinéaires II. Contrôle des EDSPRs couplées : I. Study of a BDSDE with a superlinear growth generator. II. Coupled controlled FSDEs. [Doctoral Dissertation]. Toulon; Université de Sfax. Faculté des sciences. Département de mathématiques; 2016. Available from: http://www.theses.fr/2016TOUL0010

25. Youmbi Tchuenkam, Lord Bienvenu. Étude de méthodes précises d'approximation d'équations différentielles stochastiques ou d'équations aux dérivées partielles déterministes en Finance : Study of precise methods of approximation of stochastic differential equations or deterministic partial differential equations in Finance.

Degree: Docteur es, Mathématiques, 2016, Côte d'Azur

Les travaux exposés dans cette thèse sont consacrés à l’étude de méthodesprécises pour approcher des équations différentielles stochastiques ou deséquations aux dérivées partielles (EDP) déterministes.… (more)

Subjects/Keywords: Biais; Équation différentielle stochastique; Expansion stochastique; Expansion de type Nagar; Processus de diffusion; Équation aux dérivées partielles; Méthodes ROCK (Runge-Orthogonal-Chebyshev-Kutta); Bias; Stochastic differential equation; Stochastic expansion; Nagar's type expansion; Diffusion processes; Partial differential equation; ROCK methods

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APA (6th Edition):

Youmbi Tchuenkam, L. B. (2016). Étude de méthodes précises d'approximation d'équations différentielles stochastiques ou d'équations aux dérivées partielles déterministes en Finance : Study of precise methods of approximation of stochastic differential equations or deterministic partial differential equations in Finance. (Doctoral Dissertation). Côte d'Azur. Retrieved from http://www.theses.fr/2016AZUR4126

Chicago Manual of Style (16th Edition):

Youmbi Tchuenkam, Lord Bienvenu. “Étude de méthodes précises d'approximation d'équations différentielles stochastiques ou d'équations aux dérivées partielles déterministes en Finance : Study of precise methods of approximation of stochastic differential equations or deterministic partial differential equations in Finance.” 2016. Doctoral Dissertation, Côte d'Azur. Accessed January 20, 2020. http://www.theses.fr/2016AZUR4126.

MLA Handbook (7th Edition):

Youmbi Tchuenkam, Lord Bienvenu. “Étude de méthodes précises d'approximation d'équations différentielles stochastiques ou d'équations aux dérivées partielles déterministes en Finance : Study of precise methods of approximation of stochastic differential equations or deterministic partial differential equations in Finance.” 2016. Web. 20 Jan 2020.

Vancouver:

Youmbi Tchuenkam LB. Étude de méthodes précises d'approximation d'équations différentielles stochastiques ou d'équations aux dérivées partielles déterministes en Finance : Study of precise methods of approximation of stochastic differential equations or deterministic partial differential equations in Finance. [Internet] [Doctoral dissertation]. Côte d'Azur; 2016. [cited 2020 Jan 20]. Available from: http://www.theses.fr/2016AZUR4126.

Council of Science Editors:

Youmbi Tchuenkam LB. Étude de méthodes précises d'approximation d'équations différentielles stochastiques ou d'équations aux dérivées partielles déterministes en Finance : Study of precise methods of approximation of stochastic differential equations or deterministic partial differential equations in Finance. [Doctoral Dissertation]. Côte d'Azur; 2016. Available from: http://www.theses.fr/2016AZUR4126


University of Georgia

26. Yan, Yi Heng. Multi-Omic and multi-scale data integration for the characterization of malaria infection in non-human primates.

Degree: PhD, Bioinformatics, 2017, University of Georgia

 Plasmodium parasites were identified as the cause of malaria more than 200 years ago. However, malaria remains a public health burden responsible for approximately 400,000… (more)

Subjects/Keywords: Malaria,; Plasmodium cynomolgi; Bioinformatics; Partial Differential Equation Model; Differential Network Analysis

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APA (6th Edition):

Yan, Y. H. (2017). Multi-Omic and multi-scale data integration for the characterization of malaria infection in non-human primates. (Doctoral Dissertation). University of Georgia. Retrieved from http://hdl.handle.net/10724/37577

Chicago Manual of Style (16th Edition):

Yan, Yi Heng. “Multi-Omic and multi-scale data integration for the characterization of malaria infection in non-human primates.” 2017. Doctoral Dissertation, University of Georgia. Accessed January 20, 2020. http://hdl.handle.net/10724/37577.

MLA Handbook (7th Edition):

Yan, Yi Heng. “Multi-Omic and multi-scale data integration for the characterization of malaria infection in non-human primates.” 2017. Web. 20 Jan 2020.

Vancouver:

Yan YH. Multi-Omic and multi-scale data integration for the characterization of malaria infection in non-human primates. [Internet] [Doctoral dissertation]. University of Georgia; 2017. [cited 2020 Jan 20]. Available from: http://hdl.handle.net/10724/37577.

Council of Science Editors:

Yan YH. Multi-Omic and multi-scale data integration for the characterization of malaria infection in non-human primates. [Doctoral Dissertation]. University of Georgia; 2017. Available from: http://hdl.handle.net/10724/37577


University of Rochester

27. Lin, Kevin. Hitting properties of a stochastic PDE.

Degree: PhD, 2017, University of Rochester

 In this thesis, we investigate the hitting properties of a class of stochastic partial diffierential equations (SPDEs). SPDEs are PDEs with stochastic terms, analogous to… (more)

Subjects/Keywords: Probability theory; Stochastic partial differential equations; Stochastic wave equations

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APA (6th Edition):

Lin, K. (2017). Hitting properties of a stochastic PDE. (Doctoral Dissertation). University of Rochester. Retrieved from http://hdl.handle.net/1802/33152

Chicago Manual of Style (16th Edition):

Lin, Kevin. “Hitting properties of a stochastic PDE.” 2017. Doctoral Dissertation, University of Rochester. Accessed January 20, 2020. http://hdl.handle.net/1802/33152.

MLA Handbook (7th Edition):

Lin, Kevin. “Hitting properties of a stochastic PDE.” 2017. Web. 20 Jan 2020.

Vancouver:

Lin K. Hitting properties of a stochastic PDE. [Internet] [Doctoral dissertation]. University of Rochester; 2017. [cited 2020 Jan 20]. Available from: http://hdl.handle.net/1802/33152.

Council of Science Editors:

Lin K. Hitting properties of a stochastic PDE. [Doctoral Dissertation]. University of Rochester; 2017. Available from: http://hdl.handle.net/1802/33152


University of KwaZulu-Natal

28. [No author]. Applications of symmetry analysis of partial differential and stochastic differential equations arising from mathematics of finance.

Degree: Mathematics, 2011, University of KwaZulu-Natal

 In the standard modeling of the pricing of options and derivatives as generally understood these days the underlying process is taken to be a Wiener… (more)

Subjects/Keywords: Stochastic differential equations.; Differential equations, Partial.; Lie groups.; Mathematics.

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APA (6th Edition):

author], [. (2011). Applications of symmetry analysis of partial differential and stochastic differential equations arising from mathematics of finance. (Thesis). University of KwaZulu-Natal. Retrieved from http://hdl.handle.net/10413/9865

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. “Applications of symmetry analysis of partial differential and stochastic differential equations arising from mathematics of finance. ” 2011. Thesis, University of KwaZulu-Natal. Accessed January 20, 2020. http://hdl.handle.net/10413/9865.

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. “Applications of symmetry analysis of partial differential and stochastic differential equations arising from mathematics of finance. ” 2011. Web. 20 Jan 2020.

Vancouver:

author] [. Applications of symmetry analysis of partial differential and stochastic differential equations arising from mathematics of finance. [Internet] [Thesis]. University of KwaZulu-Natal; 2011. [cited 2020 Jan 20]. Available from: http://hdl.handle.net/10413/9865.

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

Council of Science Editors:

author] [. Applications of symmetry analysis of partial differential and stochastic differential equations arising from mathematics of finance. [Thesis]. University of KwaZulu-Natal; 2011. Available from: http://hdl.handle.net/10413/9865

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


University of Oxford

29. Bruna, Maria. Excluded-volume effects in stochastic models of diffusion.

Degree: PhD, 2012, University of Oxford

Stochastic models describing how interacting individuals give rise to collective behaviour have become a widely used tool across disciplines—ranging from biology to physics to social… (more)

Subjects/Keywords: 519; Approximations and expansions; Mathematical biology; Partial differential equations; Probability theory and stochastic processes; Particle physics; Fokker-Planck equation; Brownian motion; self- and collective diffusion coefficients; interacting particle systems

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APA (6th Edition):

Bruna, M. (2012). Excluded-volume effects in stochastic models of diffusion. (Doctoral Dissertation). University of Oxford. Retrieved from http://ora.ox.ac.uk/objects/uuid:020c2d3e-5fef-478c-9861-553cd310daf5 ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.580947

Chicago Manual of Style (16th Edition):

Bruna, Maria. “Excluded-volume effects in stochastic models of diffusion.” 2012. Doctoral Dissertation, University of Oxford. Accessed January 20, 2020. http://ora.ox.ac.uk/objects/uuid:020c2d3e-5fef-478c-9861-553cd310daf5 ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.580947.

MLA Handbook (7th Edition):

Bruna, Maria. “Excluded-volume effects in stochastic models of diffusion.” 2012. Web. 20 Jan 2020.

Vancouver:

Bruna M. Excluded-volume effects in stochastic models of diffusion. [Internet] [Doctoral dissertation]. University of Oxford; 2012. [cited 2020 Jan 20]. Available from: http://ora.ox.ac.uk/objects/uuid:020c2d3e-5fef-478c-9861-553cd310daf5 ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.580947.

Council of Science Editors:

Bruna M. Excluded-volume effects in stochastic models of diffusion. [Doctoral Dissertation]. University of Oxford; 2012. Available from: http://ora.ox.ac.uk/objects/uuid:020c2d3e-5fef-478c-9861-553cd310daf5 ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.580947


University of Waterloo

30. Niu, Shilei. Economics of Ramping Rate Restrictions at Hydro Power Plants: Balancing Profitability and Environmental Concerns.

Degree: 2014, University of Waterloo

 This thesis consists of three essays on the economics of ramping rate restrictions at hydro power plants. The first essay examines the impact of ramping… (more)

Subjects/Keywords: electricity; ramping rate; hydroelectrical power; hydro-peaking; aquatic ecosystems; thermal generation; cost-benefit analysis; regime switching; real options; stochastic control; Hamilton Jacobi Bellman-Partial Differential Equation

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

APA (6th Edition):

Niu, S. (2014). Economics of Ramping Rate Restrictions at Hydro Power Plants: Balancing Profitability and Environmental Concerns. (Thesis). University of Waterloo. Retrieved from http://hdl.handle.net/10012/8593

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):

Niu, Shilei. “Economics of Ramping Rate Restrictions at Hydro Power Plants: Balancing Profitability and Environmental Concerns.” 2014. Thesis, University of Waterloo. Accessed January 20, 2020. http://hdl.handle.net/10012/8593.

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

MLA Handbook (7th Edition):

Niu, Shilei. “Economics of Ramping Rate Restrictions at Hydro Power Plants: Balancing Profitability and Environmental Concerns.” 2014. Web. 20 Jan 2020.

Vancouver:

Niu S. Economics of Ramping Rate Restrictions at Hydro Power Plants: Balancing Profitability and Environmental Concerns. [Internet] [Thesis]. University of Waterloo; 2014. [cited 2020 Jan 20]. Available from: http://hdl.handle.net/10012/8593.

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

Council of Science Editors:

Niu S. Economics of Ramping Rate Restrictions at Hydro Power Plants: Balancing Profitability and Environmental Concerns. [Thesis]. University of Waterloo; 2014. Available from: http://hdl.handle.net/10012/8593

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

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