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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

URL: http://resolver.tudelft.nl/uuid:33bc6c32-bf78-4a99-82a4-f315b21781be

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

Record Details Similar Records

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

APA (6^{th} 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 (16^{th} 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 (7^{th} 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

URL: https://era.library.ualberta.ca/files/cmc87pq439

► 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 (6^{th} 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 (16^{th} 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 (7^{th} 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

URL: http://hdl.handle.net/1813/38898

► 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 (6^{th} 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 (16^{th} 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 (7^{th} 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

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

URL: http://hdl.handle.net/10012/10023

► 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 (6^{th} 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

Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^{th} 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.

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} 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.

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

Not specified: Masters Thesis or Doctoral Dissertation

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

Degree: PhD, Mathematics, 2011, Brown University

URL: https://repository.library.brown.edu/studio/item/bdr:11308/

► 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 (6^{th} 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 (16^{th} 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 (7^{th} 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

URL: http://hdl.handle.net/1808/19176

► 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

Record Details Similar Records

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

APA (6^{th} 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 (16^{th} 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 (7^{th} 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

URL: https://curate.nd.edu/show/wd375t37b4z

► We prove some regularity results for singular solutions of σ_{k}-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 (6^{th} 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 (16^{th} 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 (7^{th} 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

URL: http://hdl.handle.net/1808/27802

► 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 (6^{th} 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 (16^{th} 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 (7^{th} 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

URL: http://ora.ox.ac.uk/objects/uuid:7de118d2-a61b-4125-a615-29ff82ac7316 ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.655012

► 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

Record Details Similar Records

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

APA (6^{th} 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 (16^{th} 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 (7^{th} 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

URL: https://curate.nd.edu/show/9p29086334c

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

APA (6^{th} 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 (16^{th} 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 (7^{th} 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

URL: http://ubm.opus.hbz-nrw.de/volltexte/2014/3647/

►

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

Record Details Similar Records

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

APA (6^{th} 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 (16^{th} 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 (7^{th} 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

URL: http://hdl.handle.net/1842/36090

► 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

Record Details Similar Records

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APA (6^{th} 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 (16^{th} 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 (7^{th} 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.

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

Author name may be incomplete

East Carolina University

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

Degree: 2013, East Carolina University

URL: http://hdl.handle.net/10342/1764

► 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

Record Details Similar Records

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

APA (6^{th} Edition):

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

Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^{th} 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.

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} 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.

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

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

URL: 10.18297/etd/2776 ; https://ir.library.louisville.edu/etd/2776

► 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

Record Details Similar Records

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APA (6^{th} 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 (16^{th} 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 (7^{th} 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

URL: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll127/id/408442/rec/6043

► 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

Record Details Similar Records

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

APA (6^{th} 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 (16^{th} 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 (7^{th} 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

URL: 010102 Algebraic and Differential Geometry, 010110 Partial Differential Equations ; https://ro.uow.edu.au/theses/4699

► 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

Record Details Similar Records

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

APA (6^{th} 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 (16^{th} 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 (7^{th} 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

URL: https://dspace.lboro.ac.uk/2134/20643 ; http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.682529

► 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

Record Details Similar Records

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

APA (6^{th} 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 (16^{th} 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 (7^{th} 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

URL: http://hdl.handle.net/2134/20643

► 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

Record Details Similar Records

❌

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

APA (6^{th} 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 (16^{th} 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 (7^{th} 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

URL: http://hdl.handle.net/1842/14186

► 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

Record Details Similar Records

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

APA (6^{th} 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 (16^{th} 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 (7^{th} 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

URL: http://www.theses.fr/2014PA090032

►

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

Record Details Similar Records

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

APA (6^{th} 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 (16^{th} 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 (7^{th} 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

URL: http://www.theses.fr/2015PA066517

►

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

Record Details Similar Records

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

APA (6^{th} 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 (16^{th} 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 (7^{th} 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

URL: http://hdl.handle.net/2134/15991

► 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

Record Details Similar Records

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

APA (6^{th} 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 (16^{th} 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 (7^{th} 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

URL: http://www.theses.fr/2008PEST0255

►

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

Record Details Similar Records

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

APA (6^{th} 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 (16^{th} 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 (7^{th} 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

URL: http://www.theses.fr/2016TOUL0010

►

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

Record Details Similar Records

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

APA (6^{th} 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 (16^{th} 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 (7^{th} 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

URL: http://www.theses.fr/2016AZUR4126

►

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

Record Details Similar Records

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

APA (6^{th} 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 (16^{th} 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 (7^{th} 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

URL: http://hdl.handle.net/10724/37577

► 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

Record Details Similar Records

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

APA (6^{th} 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 (16^{th} 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 (7^{th} 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

URL: http://hdl.handle.net/1802/33152

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

APA (6^{th} 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 (16^{th} 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 (7^{th} 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

URL: http://hdl.handle.net/10413/9865

► 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.

Record Details Similar Records

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

APA (6^{th} 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

Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^{th} 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.

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} 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.

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

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

URL: http://ora.ox.ac.uk/objects/uuid:020c2d3e-5fef-478c-9861-553cd310daf5 ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.580947

► *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

Record Details Similar Records

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

APA (6^{th} 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 (16^{th} 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 (7^{th} 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

URL: http://hdl.handle.net/10012/8593

► 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

Record Details Similar Records

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

APA (6^{th} 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

Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^{th} 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.

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} 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.

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

Not specified: Masters Thesis or Doctoral Dissertation