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You searched for subject:(STOCHASTIC MODELS STOCHASTIC SIMULATION PROBABILITY THEORY ). Showing records 1 – 30 of 111560 total matches.

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New Jersey Institute of Technology

1. Chakrabarti, Dibyendu. Applications of stochastic simulation in two-stage multiple comparisons with the best problem and time average variance constant estimation.

Degree: PhD, Computer Science, 2011, New Jersey Institute of Technology

  In this dissertation, we study two problems. In the first part, we consider the two-stage methods for comparing alternatives using simulation. Suppose there are… (more)

Subjects/Keywords: Statistical computing; Stochastic simulation; Probabilistic algorithms (including Monte Carlo); Probability theory; Stochastic processes; Numerical methods; Computer Sciences

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

APA (6th Edition):

Chakrabarti, D. (2011). Applications of stochastic simulation in two-stage multiple comparisons with the best problem and time average variance constant estimation. (Doctoral Dissertation). New Jersey Institute of Technology. Retrieved from https://digitalcommons.njit.edu/dissertations/287

Chicago Manual of Style (16th Edition):

Chakrabarti, Dibyendu. “Applications of stochastic simulation in two-stage multiple comparisons with the best problem and time average variance constant estimation.” 2011. Doctoral Dissertation, New Jersey Institute of Technology. Accessed January 17, 2020. https://digitalcommons.njit.edu/dissertations/287.

MLA Handbook (7th Edition):

Chakrabarti, Dibyendu. “Applications of stochastic simulation in two-stage multiple comparisons with the best problem and time average variance constant estimation.” 2011. Web. 17 Jan 2020.

Vancouver:

Chakrabarti D. Applications of stochastic simulation in two-stage multiple comparisons with the best problem and time average variance constant estimation. [Internet] [Doctoral dissertation]. New Jersey Institute of Technology; 2011. [cited 2020 Jan 17]. Available from: https://digitalcommons.njit.edu/dissertations/287.

Council of Science Editors:

Chakrabarti D. Applications of stochastic simulation in two-stage multiple comparisons with the best problem and time average variance constant estimation. [Doctoral Dissertation]. New Jersey Institute of Technology; 2011. Available from: https://digitalcommons.njit.edu/dissertations/287


University of Oxford

2. Franz, Benjamin. Recent modelling frameworks for systems of interacting particles.

Degree: PhD, 2014, University of Oxford

 In this thesis we study three different modelling frameworks for biological systems of dispersal and combinations thereof. The three frameworks involved are individual-based models, group-level… (more)

Subjects/Keywords: 519.2; Biology and other natural sciences (mathematics); Mathematical biology; Probability theory and stochastic processes; interacting particles; stochastic processes; hybrid models

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APA (6th Edition):

Franz, B. (2014). Recent modelling frameworks for systems of interacting particles. (Doctoral Dissertation). University of Oxford. Retrieved from http://ora.ox.ac.uk/objects/uuid:ac76d159-4cdd-40c9-b378-6ea1faf48aed ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.680404

Chicago Manual of Style (16th Edition):

Franz, Benjamin. “Recent modelling frameworks for systems of interacting particles.” 2014. Doctoral Dissertation, University of Oxford. Accessed January 17, 2020. http://ora.ox.ac.uk/objects/uuid:ac76d159-4cdd-40c9-b378-6ea1faf48aed ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.680404.

MLA Handbook (7th Edition):

Franz, Benjamin. “Recent modelling frameworks for systems of interacting particles.” 2014. Web. 17 Jan 2020.

Vancouver:

Franz B. Recent modelling frameworks for systems of interacting particles. [Internet] [Doctoral dissertation]. University of Oxford; 2014. [cited 2020 Jan 17]. Available from: http://ora.ox.ac.uk/objects/uuid:ac76d159-4cdd-40c9-b378-6ea1faf48aed ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.680404.

Council of Science Editors:

Franz B. Recent modelling frameworks for systems of interacting particles. [Doctoral Dissertation]. University of Oxford; 2014. Available from: http://ora.ox.ac.uk/objects/uuid:ac76d159-4cdd-40c9-b378-6ea1faf48aed ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.680404


University of Oxford

3. Gehrmann, Helene. Graphical Gaussian models with symmetries.

Degree: PhD, 2011, University of Oxford

 This thesis is concerned with graphical Gaussian models with equality constraints on the concentration or partial correlation matrix introduced by Højsgaard and Lauritzen (2008) as… (more)

Subjects/Keywords: 519.23; Probability theory and stochastic processes; statistics; graphical models; Gaussian distribution; symmetry

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APA (6th Edition):

Gehrmann, H. (2011). Graphical Gaussian models with symmetries. (Doctoral Dissertation). University of Oxford. Retrieved from http://ora.ox.ac.uk/objects/uuid:5f69e996-3f8e-4bfa-891f-0e1ec8d0f9fb ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.572815

Chicago Manual of Style (16th Edition):

Gehrmann, Helene. “Graphical Gaussian models with symmetries.” 2011. Doctoral Dissertation, University of Oxford. Accessed January 17, 2020. http://ora.ox.ac.uk/objects/uuid:5f69e996-3f8e-4bfa-891f-0e1ec8d0f9fb ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.572815.

MLA Handbook (7th Edition):

Gehrmann, Helene. “Graphical Gaussian models with symmetries.” 2011. Web. 17 Jan 2020.

Vancouver:

Gehrmann H. Graphical Gaussian models with symmetries. [Internet] [Doctoral dissertation]. University of Oxford; 2011. [cited 2020 Jan 17]. Available from: http://ora.ox.ac.uk/objects/uuid:5f69e996-3f8e-4bfa-891f-0e1ec8d0f9fb ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.572815.

Council of Science Editors:

Gehrmann H. Graphical Gaussian models with symmetries. [Doctoral Dissertation]. University of Oxford; 2011. Available from: http://ora.ox.ac.uk/objects/uuid:5f69e996-3f8e-4bfa-891f-0e1ec8d0f9fb ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.572815


University of Rochester

4. 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 17, 2020. http://hdl.handle.net/1802/33152.

MLA Handbook (7th Edition):

Lin, Kevin. “Hitting properties of a stochastic PDE.” 2017. Web. 17 Jan 2020.

Vancouver:

Lin K. Hitting properties of a stochastic PDE. [Internet] [Doctoral dissertation]. University of Rochester; 2017. [cited 2020 Jan 17]. 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


Western Kentucky University

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

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

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

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

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

APA (6th Edition):

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

Chicago Manual of Style (16th Edition):

Cheng, Gang. “Analyzing and Solving Non-Linear Stochastic Dynamic Models on Non-Periodic Discrete Time Domains.” 2013. Masters Thesis, Western Kentucky University. Accessed January 17, 2020. https://digitalcommons.wku.edu/theses/1236.

MLA Handbook (7th Edition):

Cheng, Gang. “Analyzing and Solving Non-Linear Stochastic Dynamic Models on Non-Periodic Discrete Time Domains.” 2013. Web. 17 Jan 2020.

Vancouver:

Cheng G. Analyzing and Solving Non-Linear Stochastic Dynamic Models on Non-Periodic Discrete Time Domains. [Internet] [Masters thesis]. Western Kentucky University; 2013. [cited 2020 Jan 17]. Available from: https://digitalcommons.wku.edu/theses/1236.

Council of Science Editors:

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


University of Oxford

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

Degree: PhD, 2013, University of Oxford

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

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

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APA (6th Edition):

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

Chicago Manual of Style (16th Edition):

Lionnet, Arnaud. “Topics on backward stochastic differential equations : theoretical and practical aspects.” 2013. Doctoral Dissertation, University of Oxford. Accessed January 17, 2020. http://ora.ox.ac.uk/objects/uuid:0c1154d0-61ac-428a-8ef7-29a546f2da42 ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.595938.

MLA Handbook (7th Edition):

Lionnet, Arnaud. “Topics on backward stochastic differential equations : theoretical and practical aspects.” 2013. Web. 17 Jan 2020.

Vancouver:

Lionnet A. Topics on backward stochastic differential equations : theoretical and practical aspects. [Internet] [Doctoral dissertation]. University of Oxford; 2013. [cited 2020 Jan 17]. Available from: http://ora.ox.ac.uk/objects/uuid:0c1154d0-61ac-428a-8ef7-29a546f2da42 ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.595938.

Council of Science Editors:

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


ETH Zürich

7. Gabrielli, Nicoletta. Affine processes from the perspective of path space valued Lévy processes.

Degree: 2014, ETH Zürich

Subjects/Keywords: MARKOVPROZESSE (WAHRSCHEINLICHKEITSRECHNUNG); LÉVYPROZESSE (STOCHASTISCHE PROZESSE); STOCHASTISCHE MODELLE + STOCHASTISCHE SIMULATION (WAHRSCHEINLICHKEITSRECHNUNG); MARKOV PROCESSES (PROBABILITY THEORY); LÉVY PROCESSES (STOCHASTIC PROCESSES); STOCHASTIC MODELS + STOCHASTIC SIMULATION (PROBABILITY THEORY); info:eu-repo/classification/ddc/510; Mathematics

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APA (6th Edition):

Gabrielli, N. (2014). Affine processes from the perspective of path space valued Lévy processes. (Doctoral Dissertation). ETH Zürich. Retrieved from http://hdl.handle.net/20.500.11850/154559

Chicago Manual of Style (16th Edition):

Gabrielli, Nicoletta. “Affine processes from the perspective of path space valued Lévy processes.” 2014. Doctoral Dissertation, ETH Zürich. Accessed January 17, 2020. http://hdl.handle.net/20.500.11850/154559.

MLA Handbook (7th Edition):

Gabrielli, Nicoletta. “Affine processes from the perspective of path space valued Lévy processes.” 2014. Web. 17 Jan 2020.

Vancouver:

Gabrielli N. Affine processes from the perspective of path space valued Lévy processes. [Internet] [Doctoral dissertation]. ETH Zürich; 2014. [cited 2020 Jan 17]. Available from: http://hdl.handle.net/20.500.11850/154559.

Council of Science Editors:

Gabrielli N. Affine processes from the perspective of path space valued Lévy processes. [Doctoral Dissertation]. ETH Zürich; 2014. Available from: http://hdl.handle.net/20.500.11850/154559


ETH Zürich

8. Akdoğan, Ozan Bariş. Variance curve models: finite dimensional realizations and beyond.

Degree: 2016, ETH Zürich

Subjects/Keywords: VOLATILITÄT (FINANZEN); STOCHASTISCHE MODELLE + STOCHASTISCHE SIMULATION (WAHRSCHEINLICHKEITSRECHNUNG); EVOLUTIONSGLEICHUNGEN (ANALYSIS); DIFFUSIONSPROZESSE (WAHRSCHEINLICHKEITSRECHNUNG); STOCHASTISCHE DIFFERENTIALGLEICHUNGEN (WAHRSCHEINLICHKEITSRECHNUNG); STOCHASTISCHE INTEGRALE (WAHRSCHEINLICHKEITSRECHNUNG); VOLATILITY (FINANCE); STOCHASTIC MODELS + STOCHASTIC SIMULATION (PROBABILITY THEORY); EVOLUTION EQUATIONS (MATHEMATICAL ANALYSIS); DIFFUSION PROCESSES (PROBABILITY THEORY); STOCHASTIC DIFFERENTIAL EQUATIONS (PROBABILITY THEORY); STOCHASTIC INTEGRALS (PROBABILITY THEORY); info:eu-repo/classification/ddc/510; info:eu-repo/classification/ddc/510; Mathematics; Mathematics

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APA (6th Edition):

Akdoğan, O. B. (2016). Variance curve models: finite dimensional realizations and beyond. (Doctoral Dissertation). ETH Zürich. Retrieved from http://hdl.handle.net/20.500.11850/156070

Chicago Manual of Style (16th Edition):

Akdoğan, Ozan Bariş. “Variance curve models: finite dimensional realizations and beyond.” 2016. Doctoral Dissertation, ETH Zürich. Accessed January 17, 2020. http://hdl.handle.net/20.500.11850/156070.

MLA Handbook (7th Edition):

Akdoğan, Ozan Bariş. “Variance curve models: finite dimensional realizations and beyond.” 2016. Web. 17 Jan 2020.

Vancouver:

Akdoğan OB. Variance curve models: finite dimensional realizations and beyond. [Internet] [Doctoral dissertation]. ETH Zürich; 2016. [cited 2020 Jan 17]. Available from: http://hdl.handle.net/20.500.11850/156070.

Council of Science Editors:

Akdoğan OB. Variance curve models: finite dimensional realizations and beyond. [Doctoral Dissertation]. ETH Zürich; 2016. Available from: http://hdl.handle.net/20.500.11850/156070


ETH Zürich

9. Kukorelly, Zsolt. On the validity of certain hypotheses used in linear cryptanalysis.

Degree: 1999, ETH Zürich

Subjects/Keywords: KRYPTOGRAPHIE (INFORMATIONSTHEORIE); STOCHASTISCHE MODELLE + STOCHASTISCHE SIMULATION (WAHRSCHEINLICHKEITSRECHNUNG); CRYPTOGRAPHY (INFORMATION THEORY); STOCHASTIC MODELS + STOCHASTIC SIMULATION (PROBABILITY THEORY); info:eu-repo/classification/ddc/510; Mathematics

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APA (6th Edition):

Kukorelly, Z. (1999). On the validity of certain hypotheses used in linear cryptanalysis. (Doctoral Dissertation). ETH Zürich. Retrieved from http://hdl.handle.net/20.500.11850/144176

Chicago Manual of Style (16th Edition):

Kukorelly, Zsolt. “On the validity of certain hypotheses used in linear cryptanalysis.” 1999. Doctoral Dissertation, ETH Zürich. Accessed January 17, 2020. http://hdl.handle.net/20.500.11850/144176.

MLA Handbook (7th Edition):

Kukorelly, Zsolt. “On the validity of certain hypotheses used in linear cryptanalysis.” 1999. Web. 17 Jan 2020.

Vancouver:

Kukorelly Z. On the validity of certain hypotheses used in linear cryptanalysis. [Internet] [Doctoral dissertation]. ETH Zürich; 1999. [cited 2020 Jan 17]. Available from: http://hdl.handle.net/20.500.11850/144176.

Council of Science Editors:

Kukorelly Z. On the validity of certain hypotheses used in linear cryptanalysis. [Doctoral Dissertation]. ETH Zürich; 1999. Available from: http://hdl.handle.net/20.500.11850/144176


University of Southern California

10. Wu, Teng. A stochastic employment problem.

Degree: PhD, Industrial and Systems Engineering, 2013, University of Southern California

 This dissertation studied a Stochastic Assignment Problem, called “A Stochastic Employment Problem(SEP)”. There are n boxes having quota S =(S₁...Sn), that is box i needs… (more)

Subjects/Keywords: stochastic; assignment problem; sequential decision process; dynamic programming; simulation; optimization; applied probability modeling; stochastic dominance

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APA (6th Edition):

Wu, T. (2013). A stochastic employment problem. (Doctoral Dissertation). University of Southern California. Retrieved from http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/245624/rec/370

Chicago Manual of Style (16th Edition):

Wu, Teng. “A stochastic employment problem.” 2013. Doctoral Dissertation, University of Southern California. Accessed January 17, 2020. http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/245624/rec/370.

MLA Handbook (7th Edition):

Wu, Teng. “A stochastic employment problem.” 2013. Web. 17 Jan 2020.

Vancouver:

Wu T. A stochastic employment problem. [Internet] [Doctoral dissertation]. University of Southern California; 2013. [cited 2020 Jan 17]. Available from: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/245624/rec/370.

Council of Science Editors:

Wu T. A stochastic employment problem. [Doctoral Dissertation]. University of Southern California; 2013. Available from: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/245624/rec/370


University of Missouri – Columbia

11. Chen, Peimin, 1978-. Classical and impulse stochastic control on the optimization of the dividends for the terminal bankruptcy model and its application.

Degree: 2010, University of Missouri – Columbia

 In this dissertation, I discuss the optimization of dividends of reinsurance companies with the terminal bankruptcy model, in which some money would be returned to… (more)

Subjects/Keywords: Dividends; Learning models (Stochastic processes); Bankruptcy; Stochastic control theory

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APA (6th Edition):

Chen, Peimin, 1. (2010). Classical and impulse stochastic control on the optimization of the dividends for the terminal bankruptcy model and its application. (Thesis). University of Missouri – Columbia. Retrieved from http://hdl.handle.net/10355/10246

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, Peimin, 1978-. “Classical and impulse stochastic control on the optimization of the dividends for the terminal bankruptcy model and its application.” 2010. Thesis, University of Missouri – Columbia. Accessed January 17, 2020. http://hdl.handle.net/10355/10246.

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

MLA Handbook (7th Edition):

Chen, Peimin, 1978-. “Classical and impulse stochastic control on the optimization of the dividends for the terminal bankruptcy model and its application.” 2010. Web. 17 Jan 2020.

Vancouver:

Chen, Peimin 1. Classical and impulse stochastic control on the optimization of the dividends for the terminal bankruptcy model and its application. [Internet] [Thesis]. University of Missouri – Columbia; 2010. [cited 2020 Jan 17]. Available from: http://hdl.handle.net/10355/10246.

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

Council of Science Editors:

Chen, Peimin 1. Classical and impulse stochastic control on the optimization of the dividends for the terminal bankruptcy model and its application. [Thesis]. University of Missouri – Columbia; 2010. Available from: http://hdl.handle.net/10355/10246

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


University of Oxford

12. Freeman, Nicholas. The segregated lambda-coalescent.

Degree: PhD, 2012, University of Oxford

 We study a natural generalization of the Λ-coalescent to a spatial continuum. We introduce the process, which is known as the Segregated Λ-coalescent, via its… (more)

Subjects/Keywords: 519.2; Probability theory and stochastic processes; Probability; Coalescent; Population

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APA (6th Edition):

Freeman, N. (2012). The segregated lambda-coalescent. (Doctoral Dissertation). University of Oxford. Retrieved from http://ora.ox.ac.uk/objects/uuid:fb162fbf-2fa2-40d7-af84-c6e3744e35c1 ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.658383

Chicago Manual of Style (16th Edition):

Freeman, Nicholas. “The segregated lambda-coalescent.” 2012. Doctoral Dissertation, University of Oxford. Accessed January 17, 2020. http://ora.ox.ac.uk/objects/uuid:fb162fbf-2fa2-40d7-af84-c6e3744e35c1 ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.658383.

MLA Handbook (7th Edition):

Freeman, Nicholas. “The segregated lambda-coalescent.” 2012. Web. 17 Jan 2020.

Vancouver:

Freeman N. The segregated lambda-coalescent. [Internet] [Doctoral dissertation]. University of Oxford; 2012. [cited 2020 Jan 17]. Available from: http://ora.ox.ac.uk/objects/uuid:fb162fbf-2fa2-40d7-af84-c6e3744e35c1 ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.658383.

Council of Science Editors:

Freeman N. The segregated lambda-coalescent. [Doctoral Dissertation]. University of Oxford; 2012. Available from: http://ora.ox.ac.uk/objects/uuid:fb162fbf-2fa2-40d7-af84-c6e3744e35c1 ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.658383


University of Oxford

13. Shabala, Alexander. Mathematical modelling of oncolytic virotherapy.

Degree: PhD, 2013, University of Oxford

 This thesis is concerned with mathematical modelling of oncolytic virotherapy: the use of genetically modified viruses to selectively spread, replicate and destroy cancerous cells in… (more)

Subjects/Keywords: 616.99; Mathematical biology; Partial differential equations; Probability theory and stochastic processes; oncolytic virotherapy; tumour; modelling; reaction-diffusion; delay differential equations; travelling waves; stochastic simulation algorithm

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APA (6th Edition):

Shabala, A. (2013). Mathematical modelling of oncolytic virotherapy. (Doctoral Dissertation). University of Oxford. Retrieved from http://ora.ox.ac.uk/objects/uuid:cca2c9bc-cbd4-4651-9b59-8a4dea7245d1 ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.639956

Chicago Manual of Style (16th Edition):

Shabala, Alexander. “Mathematical modelling of oncolytic virotherapy.” 2013. Doctoral Dissertation, University of Oxford. Accessed January 17, 2020. http://ora.ox.ac.uk/objects/uuid:cca2c9bc-cbd4-4651-9b59-8a4dea7245d1 ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.639956.

MLA Handbook (7th Edition):

Shabala, Alexander. “Mathematical modelling of oncolytic virotherapy.” 2013. Web. 17 Jan 2020.

Vancouver:

Shabala A. Mathematical modelling of oncolytic virotherapy. [Internet] [Doctoral dissertation]. University of Oxford; 2013. [cited 2020 Jan 17]. Available from: http://ora.ox.ac.uk/objects/uuid:cca2c9bc-cbd4-4651-9b59-8a4dea7245d1 ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.639956.

Council of Science Editors:

Shabala A. Mathematical modelling of oncolytic virotherapy. [Doctoral Dissertation]. University of Oxford; 2013. Available from: http://ora.ox.ac.uk/objects/uuid:cca2c9bc-cbd4-4651-9b59-8a4dea7245d1 ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.639956


ETH Zürich

14. Kupper, Josef. Wahrscheinlichkeitstheoretische Modelle in der Schadenversicherung.

Degree: 1962, ETH Zürich

Subjects/Keywords: VERSICHERUNGSWESEN; STOCHASTISCHE MODELLE + STOCHASTISCHE SIMULATION (WAHRSCHEINLICHKEITSRECHNUNG); INSURANCE; STOCHASTIC MODELS + STOCHASTIC SIMULATION (PROBABILITY THEORY); info:eu-repo/classification/ddc/510; info:eu-repo/classification/ddc/510; Mathematics; Mathematics

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APA (6th Edition):

Kupper, J. (1962). Wahrscheinlichkeitstheoretische Modelle in der Schadenversicherung. (Doctoral Dissertation). ETH Zürich. Retrieved from http://hdl.handle.net/20.500.11850/131436

Chicago Manual of Style (16th Edition):

Kupper, Josef. “Wahrscheinlichkeitstheoretische Modelle in der Schadenversicherung.” 1962. Doctoral Dissertation, ETH Zürich. Accessed January 17, 2020. http://hdl.handle.net/20.500.11850/131436.

MLA Handbook (7th Edition):

Kupper, Josef. “Wahrscheinlichkeitstheoretische Modelle in der Schadenversicherung.” 1962. Web. 17 Jan 2020.

Vancouver:

Kupper J. Wahrscheinlichkeitstheoretische Modelle in der Schadenversicherung. [Internet] [Doctoral dissertation]. ETH Zürich; 1962. [cited 2020 Jan 17]. Available from: http://hdl.handle.net/20.500.11850/131436.

Council of Science Editors:

Kupper J. Wahrscheinlichkeitstheoretische Modelle in der Schadenversicherung. [Doctoral Dissertation]. ETH Zürich; 1962. Available from: http://hdl.handle.net/20.500.11850/131436


University of Oxford

15. Ledger, Sean. Particle systems and stochastic PDEs on the half-line.

Degree: PhD, 2015, University of Oxford

 The purpose of this thesis is to develop techniques for analysing interacting particle systems on the half-line. When the number of particles becomes large, stochastic(more)

Subjects/Keywords: 519.2; Probability theory and stochastic processes; Particles system; stochastic PDEs; Skorokhod topologies

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APA (6th Edition):

Ledger, S. (2015). Particle systems and stochastic PDEs on the half-line. (Doctoral Dissertation). University of Oxford. Retrieved from http://ora.ox.ac.uk/objects/uuid:c46f36ee-debd-429c-80ce-d2c7e251fb83 ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.684934

Chicago Manual of Style (16th Edition):

Ledger, Sean. “Particle systems and stochastic PDEs on the half-line.” 2015. Doctoral Dissertation, University of Oxford. Accessed January 17, 2020. http://ora.ox.ac.uk/objects/uuid:c46f36ee-debd-429c-80ce-d2c7e251fb83 ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.684934.

MLA Handbook (7th Edition):

Ledger, Sean. “Particle systems and stochastic PDEs on the half-line.” 2015. Web. 17 Jan 2020.

Vancouver:

Ledger S. Particle systems and stochastic PDEs on the half-line. [Internet] [Doctoral dissertation]. University of Oxford; 2015. [cited 2020 Jan 17]. Available from: http://ora.ox.ac.uk/objects/uuid:c46f36ee-debd-429c-80ce-d2c7e251fb83 ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.684934.

Council of Science Editors:

Ledger S. Particle systems and stochastic PDEs on the half-line. [Doctoral Dissertation]. University of Oxford; 2015. Available from: http://ora.ox.ac.uk/objects/uuid:c46f36ee-debd-429c-80ce-d2c7e251fb83 ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.684934


ETH Zürich

16. Berchtold, Maik A. Modelling of random Porous Media using Minkowski-Functionals.

Degree: 2007, ETH Zürich

Subjects/Keywords: POROSITY (PHYSICS OF MOLECULAR SYSTEMS); STOCHASTIC MODELS + STOCHASTIC SIMULATION (PROBABILITY THEORY); STOCHASTISCHE MODELLE + STOCHASTISCHE SIMULATION (WAHRSCHEINLICHKEITSRECHNUNG); POROSITÄT (PHYSIK VON MOLEKULARSYSTEMEN); ZUFALLSMEDIEN (WAHRSCHEINLICHKEITSRECHNUNG); RANDOM MEDIA (PROBABILITY THEORY); info:eu-repo/classification/ddc/510; Mathematics

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

APA (6th Edition):

Berchtold, M. A. (2007). Modelling of random Porous Media using Minkowski-Functionals. (Doctoral Dissertation). ETH Zürich. Retrieved from http://hdl.handle.net/20.500.11850/102010

Chicago Manual of Style (16th Edition):

Berchtold, Maik A. “Modelling of random Porous Media using Minkowski-Functionals.” 2007. Doctoral Dissertation, ETH Zürich. Accessed January 17, 2020. http://hdl.handle.net/20.500.11850/102010.

MLA Handbook (7th Edition):

Berchtold, Maik A. “Modelling of random Porous Media using Minkowski-Functionals.” 2007. Web. 17 Jan 2020.

Vancouver:

Berchtold MA. Modelling of random Porous Media using Minkowski-Functionals. [Internet] [Doctoral dissertation]. ETH Zürich; 2007. [cited 2020 Jan 17]. Available from: http://hdl.handle.net/20.500.11850/102010.

Council of Science Editors:

Berchtold MA. Modelling of random Porous Media using Minkowski-Functionals. [Doctoral Dissertation]. ETH Zürich; 2007. Available from: http://hdl.handle.net/20.500.11850/102010


ETH Zürich

17. Gonon, Lukas. Calibration, Filtering and Hedging: Non-Linear Information Processing in Mathematical Finance.

Degree: 2018, ETH Zürich

Subjects/Keywords: STOCHASTIC MODELS + STOCHASTIC SIMULATION (PROBABILITY THEORY); HEDGING (FINANCIAL MATHEMATICS); NEURAL NETWORKS (COMPUTER SYSTEMS); MARKOV PROCESSES (PROBABILITY THEORY); STOCHASTISCHE MODELLE + STOCHASTISCHE SIMULATION (WAHRSCHEINLICHKEITSRECHNUNG); NEURONALE NETZWERKE (COMPUTERSYSTEME); MARKOVPROZESSE (WAHRSCHEINLICHKEITSRECHNUNG); KURSSICHERUNG (FINANZMATHEMATIK)

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APA (6th Edition):

Gonon, L. (2018). Calibration, Filtering and Hedging: Non-Linear Information Processing in Mathematical Finance. (Doctoral Dissertation). ETH Zürich. Retrieved from http://hdl.handle.net/20.500.11850/284404

Chicago Manual of Style (16th Edition):

Gonon, Lukas. “Calibration, Filtering and Hedging: Non-Linear Information Processing in Mathematical Finance.” 2018. Doctoral Dissertation, ETH Zürich. Accessed January 17, 2020. http://hdl.handle.net/20.500.11850/284404.

MLA Handbook (7th Edition):

Gonon, Lukas. “Calibration, Filtering and Hedging: Non-Linear Information Processing in Mathematical Finance.” 2018. Web. 17 Jan 2020.

Vancouver:

Gonon L. Calibration, Filtering and Hedging: Non-Linear Information Processing in Mathematical Finance. [Internet] [Doctoral dissertation]. ETH Zürich; 2018. [cited 2020 Jan 17]. Available from: http://hdl.handle.net/20.500.11850/284404.

Council of Science Editors:

Gonon L. Calibration, Filtering and Hedging: Non-Linear Information Processing in Mathematical Finance. [Doctoral Dissertation]. ETH Zürich; 2018. Available from: http://hdl.handle.net/20.500.11850/284404


University of Tennessee – Knoxville

18. Fatheddin, Parisa. Asymptotic Behavior of a Class of SPDEs.

Degree: 2014, University of Tennessee – Knoxville

We establish the large and moderate deviation principles for a class of stochastic partial differential equations with a non-Lipschitz continuous coefficient. As an application we derive these principles for an important population model, Fleming-Viot Process. In addition, we establish the moderate deviation principle for another classical population model, super-Brownian motion.

Subjects/Keywords: large deviations; Stochastic differential equations; population models; Probability

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

APA (6th Edition):

Fatheddin, P. (2014). Asymptotic Behavior of a Class of SPDEs. (Doctoral Dissertation). University of Tennessee – Knoxville. Retrieved from https://trace.tennessee.edu/utk_graddiss/2690

Chicago Manual of Style (16th Edition):

Fatheddin, Parisa. “Asymptotic Behavior of a Class of SPDEs.” 2014. Doctoral Dissertation, University of Tennessee – Knoxville. Accessed January 17, 2020. https://trace.tennessee.edu/utk_graddiss/2690.

MLA Handbook (7th Edition):

Fatheddin, Parisa. “Asymptotic Behavior of a Class of SPDEs.” 2014. Web. 17 Jan 2020.

Vancouver:

Fatheddin P. Asymptotic Behavior of a Class of SPDEs. [Internet] [Doctoral dissertation]. University of Tennessee – Knoxville; 2014. [cited 2020 Jan 17]. Available from: https://trace.tennessee.edu/utk_graddiss/2690.

Council of Science Editors:

Fatheddin P. Asymptotic Behavior of a Class of SPDEs. [Doctoral Dissertation]. University of Tennessee – Knoxville; 2014. Available from: https://trace.tennessee.edu/utk_graddiss/2690


University of Waterloo

19. Lu, Dongliang. Estimation of Stochastic Degradation Models Using Uncertain Inspection Data.

Degree: 2012, University of Waterloo

 Degradation of components and structures is a major threat to the safety and reliability of large engineering systems, such as the railway networks or the… (more)

Subjects/Keywords: stochastic degradation models; parameter estimation; measurement error; probability of detection

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APA (6th Edition):

Lu, D. (2012). Estimation of Stochastic Degradation Models Using Uncertain Inspection Data. (Thesis). University of Waterloo. Retrieved from http://hdl.handle.net/10012/6747

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):

Lu, Dongliang. “Estimation of Stochastic Degradation Models Using Uncertain Inspection Data.” 2012. Thesis, University of Waterloo. Accessed January 17, 2020. http://hdl.handle.net/10012/6747.

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

MLA Handbook (7th Edition):

Lu, Dongliang. “Estimation of Stochastic Degradation Models Using Uncertain Inspection Data.” 2012. Web. 17 Jan 2020.

Vancouver:

Lu D. Estimation of Stochastic Degradation Models Using Uncertain Inspection Data. [Internet] [Thesis]. University of Waterloo; 2012. [cited 2020 Jan 17]. Available from: http://hdl.handle.net/10012/6747.

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

Council of Science Editors:

Lu D. Estimation of Stochastic Degradation Models Using Uncertain Inspection Data. [Thesis]. University of Waterloo; 2012. Available from: http://hdl.handle.net/10012/6747

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


Hong Kong University of Science and Technology

20. Fang, Jin IELM. Essays on stochastic modeling and estimation.

Degree: 2015, Hong Kong University of Science and Technology

Stochastic modeling is a widely used technique for the purpose of system performance evaluation and decision making. Compared with deterministic models, stochastic models capture the… (more)

Subjects/Keywords: Call centers ; Management ; Mathematical models ; Simulation methods ; Statistical methods ; Stochastic models

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APA (6th Edition):

Fang, J. I. (2015). Essays on stochastic modeling and estimation. (Thesis). Hong Kong University of Science and Technology. Retrieved from http://repository.ust.hk/ir/Record/1783.1-94879 ; https://doi.org/10.14711/thesis-b1514513 ; http://repository.ust.hk/ir/bitstream/1783.1-94879/1/th_redirect.html

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

Chicago Manual of Style (16th Edition):

Fang, Jin IELM. “Essays on stochastic modeling and estimation.” 2015. Thesis, Hong Kong University of Science and Technology. Accessed January 17, 2020. http://repository.ust.hk/ir/Record/1783.1-94879 ; https://doi.org/10.14711/thesis-b1514513 ; http://repository.ust.hk/ir/bitstream/1783.1-94879/1/th_redirect.html.

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

MLA Handbook (7th Edition):

Fang, Jin IELM. “Essays on stochastic modeling and estimation.” 2015. Web. 17 Jan 2020.

Vancouver:

Fang JI. Essays on stochastic modeling and estimation. [Internet] [Thesis]. Hong Kong University of Science and Technology; 2015. [cited 2020 Jan 17]. Available from: http://repository.ust.hk/ir/Record/1783.1-94879 ; https://doi.org/10.14711/thesis-b1514513 ; http://repository.ust.hk/ir/bitstream/1783.1-94879/1/th_redirect.html.

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

Council of Science Editors:

Fang JI. Essays on stochastic modeling and estimation. [Thesis]. Hong Kong University of Science and Technology; 2015. Available from: http://repository.ust.hk/ir/Record/1783.1-94879 ; https://doi.org/10.14711/thesis-b1514513 ; http://repository.ust.hk/ir/bitstream/1783.1-94879/1/th_redirect.html

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


University of Oxford

21. Probst, Cornelius. Bayesian analysis of stochastic point processes for financial applications.

Degree: PhD, 2013, University of Oxford

 A recent application of point processes has emerged from the electronic trading of financial assets. Many securities are now traded on purely electronic exchanges where… (more)

Subjects/Keywords: 322.6501519542; Probability theory and stochastic processes; Computationally-intensive statistics; Probability; Stochastic processes; Statistics (see also social sciences); Bayesian statistics; point processes

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APA (6th Edition):

Probst, C. (2013). Bayesian analysis of stochastic point processes for financial applications. (Doctoral Dissertation). University of Oxford. Retrieved from http://ora.ox.ac.uk/objects/uuid:7a756760-380b-4a16-9702-878731c757fb ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.606372

Chicago Manual of Style (16th Edition):

Probst, Cornelius. “Bayesian analysis of stochastic point processes for financial applications.” 2013. Doctoral Dissertation, University of Oxford. Accessed January 17, 2020. http://ora.ox.ac.uk/objects/uuid:7a756760-380b-4a16-9702-878731c757fb ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.606372.

MLA Handbook (7th Edition):

Probst, Cornelius. “Bayesian analysis of stochastic point processes for financial applications.” 2013. Web. 17 Jan 2020.

Vancouver:

Probst C. Bayesian analysis of stochastic point processes for financial applications. [Internet] [Doctoral dissertation]. University of Oxford; 2013. [cited 2020 Jan 17]. Available from: http://ora.ox.ac.uk/objects/uuid:7a756760-380b-4a16-9702-878731c757fb ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.606372.

Council of Science Editors:

Probst C. Bayesian analysis of stochastic point processes for financial applications. [Doctoral Dissertation]. University of Oxford; 2013. Available from: http://ora.ox.ac.uk/objects/uuid:7a756760-380b-4a16-9702-878731c757fb ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.606372


University of Oxford

22. Szekely, Tamas. Stochastic modelling and simulation in cell biology.

Degree: PhD, 2014, University of Oxford

 Modelling and simulation are essential to modern research in cell biology. This thesis follows a journey starting from the construction of new stochastic methods for… (more)

Subjects/Keywords: 571.6; Biology; Computational biochemistry; Cell Biology (see also Plant sciences); Biology and other natural sciences (mathematics); Computer science (mathematics); Mathematical biology; Probability theory and stochastic processes; Stem cells (clinical sciences); Biology (medical sciences); Chemical kinetics; Stochastic simulation; tau-leap; higher-order stochastic methods; stem cells; population dynamics

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APA (6th Edition):

Szekely, T. (2014). Stochastic modelling and simulation in cell biology. (Doctoral Dissertation). University of Oxford. Retrieved from http://ora.ox.ac.uk/objects/uuid:f9b8dbe6-d96d-414c-ac06-909cff639f8c ; http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.669706

Chicago Manual of Style (16th Edition):

Szekely, Tamas. “Stochastic modelling and simulation in cell biology.” 2014. Doctoral Dissertation, University of Oxford. Accessed January 17, 2020. http://ora.ox.ac.uk/objects/uuid:f9b8dbe6-d96d-414c-ac06-909cff639f8c ; http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.669706.

MLA Handbook (7th Edition):

Szekely, Tamas. “Stochastic modelling and simulation in cell biology.” 2014. Web. 17 Jan 2020.

Vancouver:

Szekely T. Stochastic modelling and simulation in cell biology. [Internet] [Doctoral dissertation]. University of Oxford; 2014. [cited 2020 Jan 17]. Available from: http://ora.ox.ac.uk/objects/uuid:f9b8dbe6-d96d-414c-ac06-909cff639f8c ; http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.669706.

Council of Science Editors:

Szekely T. Stochastic modelling and simulation in cell biology. [Doctoral Dissertation]. University of Oxford; 2014. Available from: http://ora.ox.ac.uk/objects/uuid:f9b8dbe6-d96d-414c-ac06-909cff639f8c ; http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.669706


University of Hong Kong

23. Chen, Koon-chuen. Invariant limiting shape distributions for some sequential rectangularmodels.

Degree: PhD, 1998, University of Hong Kong

published_or_final_version

Statistics and Actuarial Science

Doctoral

Doctor of Philosophy

Subjects/Keywords: Distribution (Probability theory); Stochastic processes.

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APA (6th Edition):

Chen, K. (1998). Invariant limiting shape distributions for some sequential rectangularmodels. (Doctoral Dissertation). University of Hong Kong. Retrieved from Chen, K. [陳冠全]. (1998). Invariant limiting shape distributions for some sequential rectangular models. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b3123823 ; http://dx.doi.org/10.5353/th_b3123823 ; http://hdl.handle.net/10722/39589

Chicago Manual of Style (16th Edition):

Chen, Koon-chuen. “Invariant limiting shape distributions for some sequential rectangularmodels.” 1998. Doctoral Dissertation, University of Hong Kong. Accessed January 17, 2020. Chen, K. [陳冠全]. (1998). Invariant limiting shape distributions for some sequential rectangular models. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b3123823 ; http://dx.doi.org/10.5353/th_b3123823 ; http://hdl.handle.net/10722/39589.

MLA Handbook (7th Edition):

Chen, Koon-chuen. “Invariant limiting shape distributions for some sequential rectangularmodels.” 1998. Web. 17 Jan 2020.

Vancouver:

Chen K. Invariant limiting shape distributions for some sequential rectangularmodels. [Internet] [Doctoral dissertation]. University of Hong Kong; 1998. [cited 2020 Jan 17]. Available from: Chen, K. [陳冠全]. (1998). Invariant limiting shape distributions for some sequential rectangular models. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b3123823 ; http://dx.doi.org/10.5353/th_b3123823 ; http://hdl.handle.net/10722/39589.

Council of Science Editors:

Chen K. Invariant limiting shape distributions for some sequential rectangularmodels. [Doctoral Dissertation]. University of Hong Kong; 1998. Available from: Chen, K. [陳冠全]. (1998). Invariant limiting shape distributions for some sequential rectangular models. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b3123823 ; http://dx.doi.org/10.5353/th_b3123823 ; http://hdl.handle.net/10722/39589


University of Illinois – Urbana-Champaign

24. Percel, Ian M. A quantum measurement model of reaction-transport systems.

Degree: PhD, Nuclear Engineering, 2018, University of Illinois – Urbana-Champaign

 This research develops a mesoscopic quantum measurement theoretic foundation for neutron transport theory in the presence of delayed fission and compound scattering processes. Specifically, we… (more)

Subjects/Keywords: Quantum Measurement; Quantum Probability; Quantum Stochastic Processes; Transport Theory; Neutron Thermalization

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APA (6th Edition):

Percel, I. M. (2018). A quantum measurement model of reaction-transport systems. (Doctoral Dissertation). University of Illinois – Urbana-Champaign. Retrieved from http://hdl.handle.net/2142/100918

Chicago Manual of Style (16th Edition):

Percel, Ian M. “A quantum measurement model of reaction-transport systems.” 2018. Doctoral Dissertation, University of Illinois – Urbana-Champaign. Accessed January 17, 2020. http://hdl.handle.net/2142/100918.

MLA Handbook (7th Edition):

Percel, Ian M. “A quantum measurement model of reaction-transport systems.” 2018. Web. 17 Jan 2020.

Vancouver:

Percel IM. A quantum measurement model of reaction-transport systems. [Internet] [Doctoral dissertation]. University of Illinois – Urbana-Champaign; 2018. [cited 2020 Jan 17]. Available from: http://hdl.handle.net/2142/100918.

Council of Science Editors:

Percel IM. A quantum measurement model of reaction-transport systems. [Doctoral Dissertation]. University of Illinois – Urbana-Champaign; 2018. Available from: http://hdl.handle.net/2142/100918


University of Oxford

25. Xu, Weijun. Inverting the signature of a path.

Degree: PhD, 2013, University of Oxford

 This thesis consists of two parts. The first part (Chapters 2-4) focuses on the problem of inverting the signature of a path of bounded variation,… (more)

Subjects/Keywords: 519.2; Mathematics; Probability theory and stochastic processes; path; signature; inversion

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APA (6th Edition):

Xu, W. (2013). Inverting the signature of a path. (Doctoral Dissertation). University of Oxford. Retrieved from http://ora.ox.ac.uk/objects/uuid:954ff1e3-9162-456a-91a3-39734854cde2 ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.639949

Chicago Manual of Style (16th Edition):

Xu, Weijun. “Inverting the signature of a path.” 2013. Doctoral Dissertation, University of Oxford. Accessed January 17, 2020. http://ora.ox.ac.uk/objects/uuid:954ff1e3-9162-456a-91a3-39734854cde2 ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.639949.

MLA Handbook (7th Edition):

Xu, Weijun. “Inverting the signature of a path.” 2013. Web. 17 Jan 2020.

Vancouver:

Xu W. Inverting the signature of a path. [Internet] [Doctoral dissertation]. University of Oxford; 2013. [cited 2020 Jan 17]. Available from: http://ora.ox.ac.uk/objects/uuid:954ff1e3-9162-456a-91a3-39734854cde2 ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.639949.

Council of Science Editors:

Xu W. Inverting the signature of a path. [Doctoral Dissertation]. University of Oxford; 2013. Available from: http://ora.ox.ac.uk/objects/uuid:954ff1e3-9162-456a-91a3-39734854cde2 ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.639949


University of Oxford

26. Lenhardt, Rastislav. Two variable and linear temporal logic in model checking and games.

Degree: PhD, 2013, University of Oxford

 Model checking linear-time properties expressed in first-order logic has non-elementary complexity, and thus various restricted logical languages are employed. In the first part of this… (more)

Subjects/Keywords: 511.31; Computer science (mathematics); Probability theory and stochastic processes

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APA (6th Edition):

Lenhardt, R. (2013). Two variable and linear temporal logic in model checking and games. (Doctoral Dissertation). University of Oxford. Retrieved from http://ora.ox.ac.uk/objects/uuid:b4de8937-4a4a-4281-92e7-aa4e93283250 ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.606223

Chicago Manual of Style (16th Edition):

Lenhardt, Rastislav. “Two variable and linear temporal logic in model checking and games.” 2013. Doctoral Dissertation, University of Oxford. Accessed January 17, 2020. http://ora.ox.ac.uk/objects/uuid:b4de8937-4a4a-4281-92e7-aa4e93283250 ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.606223.

MLA Handbook (7th Edition):

Lenhardt, Rastislav. “Two variable and linear temporal logic in model checking and games.” 2013. Web. 17 Jan 2020.

Vancouver:

Lenhardt R. Two variable and linear temporal logic in model checking and games. [Internet] [Doctoral dissertation]. University of Oxford; 2013. [cited 2020 Jan 17]. Available from: http://ora.ox.ac.uk/objects/uuid:b4de8937-4a4a-4281-92e7-aa4e93283250 ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.606223.

Council of Science Editors:

Lenhardt R. Two variable and linear temporal logic in model checking and games. [Doctoral Dissertation]. University of Oxford; 2013. Available from: http://ora.ox.ac.uk/objects/uuid:b4de8937-4a4a-4281-92e7-aa4e93283250 ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.606223


Columbia University

27. Brudastova, Olga. Stochastic response determination and spectral identification of complex dynamic structural systems.

Degree: 2018, Columbia University

 Uncertainty propagation in engineering mechanics and dynamics is a highly challenging problem that requires development of analytical/numerical techniques for determining the stochastic response of complex… (more)

Subjects/Keywords: Civil engineering; Structural dynamics; Stochastic analysis; Distribution (Probability theory); Uncertainty

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APA (6th Edition):

Brudastova, O. (2018). Stochastic response determination and spectral identification of complex dynamic structural systems. (Doctoral Dissertation). Columbia University. Retrieved from https://doi.org/10.7916/D8H71ZKP

Chicago Manual of Style (16th Edition):

Brudastova, Olga. “Stochastic response determination and spectral identification of complex dynamic structural systems.” 2018. Doctoral Dissertation, Columbia University. Accessed January 17, 2020. https://doi.org/10.7916/D8H71ZKP.

MLA Handbook (7th Edition):

Brudastova, Olga. “Stochastic response determination and spectral identification of complex dynamic structural systems.” 2018. Web. 17 Jan 2020.

Vancouver:

Brudastova O. Stochastic response determination and spectral identification of complex dynamic structural systems. [Internet] [Doctoral dissertation]. Columbia University; 2018. [cited 2020 Jan 17]. Available from: https://doi.org/10.7916/D8H71ZKP.

Council of Science Editors:

Brudastova O. Stochastic response determination and spectral identification of complex dynamic structural systems. [Doctoral Dissertation]. Columbia University; 2018. Available from: https://doi.org/10.7916/D8H71ZKP


Texas A&M University

28. Lee, Hyoung Il. Stochastic volatility models with persistent latent factors: theory and its applications to asset prices.

Degree: 2008, Texas A&M University

 We consider the stochastic volatility model with smooth transition and persistent la- tent factors. We argue that this model has advantages over the conventional stochastic(more)

Subjects/Keywords: Stochastic Volatility Models

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APA (6th Edition):

Lee, H. I. (2008). Stochastic volatility models with persistent latent factors: theory and its applications to asset prices. (Thesis). Texas A&M University. Retrieved from http://hdl.handle.net/1969.1/86017

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):

Lee, Hyoung Il. “Stochastic volatility models with persistent latent factors: theory and its applications to asset prices.” 2008. Thesis, Texas A&M University. Accessed January 17, 2020. http://hdl.handle.net/1969.1/86017.

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

MLA Handbook (7th Edition):

Lee, Hyoung Il. “Stochastic volatility models with persistent latent factors: theory and its applications to asset prices.” 2008. Web. 17 Jan 2020.

Vancouver:

Lee HI. Stochastic volatility models with persistent latent factors: theory and its applications to asset prices. [Internet] [Thesis]. Texas A&M University; 2008. [cited 2020 Jan 17]. Available from: http://hdl.handle.net/1969.1/86017.

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

Council of Science Editors:

Lee HI. Stochastic volatility models with persistent latent factors: theory and its applications to asset prices. [Thesis]. Texas A&M University; 2008. Available from: http://hdl.handle.net/1969.1/86017

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


University of California – Berkeley

29. Wayman, Eric Stephen. A Skew-product decomposition of diffusions on a manifold equipped with a group action, A Lorentz model with variable density in a conservative force field, and Reconstruction of a manifold from the intrinsic metric of an associated Markov chain.

Degree: Mathematics, 2014, University of California – Berkeley

 My thesis consists of three different projects.\begin{itemize}\item [1)] We consider a 2  ×  2 matrix-valued process (xt)t ≥  0that is obtained by taking a matrix-valued process… (more)

Subjects/Keywords: Mathematics; Probability; Stochastic Processes

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

APA (6th Edition):

Wayman, E. S. (2014). A Skew-product decomposition of diffusions on a manifold equipped with a group action, A Lorentz model with variable density in a conservative force field, and Reconstruction of a manifold from the intrinsic metric of an associated Markov chain. (Thesis). University of California – Berkeley. Retrieved from http://www.escholarship.org/uc/item/7zf6h9ww

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):

Wayman, Eric Stephen. “A Skew-product decomposition of diffusions on a manifold equipped with a group action, A Lorentz model with variable density in a conservative force field, and Reconstruction of a manifold from the intrinsic metric of an associated Markov chain.” 2014. Thesis, University of California – Berkeley. Accessed January 17, 2020. http://www.escholarship.org/uc/item/7zf6h9ww.

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

MLA Handbook (7th Edition):

Wayman, Eric Stephen. “A Skew-product decomposition of diffusions on a manifold equipped with a group action, A Lorentz model with variable density in a conservative force field, and Reconstruction of a manifold from the intrinsic metric of an associated Markov chain.” 2014. Web. 17 Jan 2020.

Vancouver:

Wayman ES. A Skew-product decomposition of diffusions on a manifold equipped with a group action, A Lorentz model with variable density in a conservative force field, and Reconstruction of a manifold from the intrinsic metric of an associated Markov chain. [Internet] [Thesis]. University of California – Berkeley; 2014. [cited 2020 Jan 17]. Available from: http://www.escholarship.org/uc/item/7zf6h9ww.

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

Council of Science Editors:

Wayman ES. A Skew-product decomposition of diffusions on a manifold equipped with a group action, A Lorentz model with variable density in a conservative force field, and Reconstruction of a manifold from the intrinsic metric of an associated Markov chain. [Thesis]. University of California – Berkeley; 2014. Available from: http://www.escholarship.org/uc/item/7zf6h9ww

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


University of Southern California

30. Honnappa, Harsha. Strategic and transitory models of queueing systems.

Degree: PhD, Electrical Engineering, 2014, University of Southern California

Stochastic network theory, and queueing theory in particular, is the bedrock for the analysis and control of resource constrained systems. Such systems are manifest in… (more)

Subjects/Keywords: queueing theory; applied probability; game theory; stochastic process limits; empirical process theory

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

APA (6th Edition):

Honnappa, H. (2014). Strategic and transitory models of queueing systems. (Doctoral Dissertation). University of Southern California. Retrieved from http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/487938/rec/6072

Chicago Manual of Style (16th Edition):

Honnappa, Harsha. “Strategic and transitory models of queueing systems.” 2014. Doctoral Dissertation, University of Southern California. Accessed January 17, 2020. http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/487938/rec/6072.

MLA Handbook (7th Edition):

Honnappa, Harsha. “Strategic and transitory models of queueing systems.” 2014. Web. 17 Jan 2020.

Vancouver:

Honnappa H. Strategic and transitory models of queueing systems. [Internet] [Doctoral dissertation]. University of Southern California; 2014. [cited 2020 Jan 17]. Available from: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/487938/rec/6072.

Council of Science Editors:

Honnappa H. Strategic and transitory models of queueing systems. [Doctoral Dissertation]. University of Southern California; 2014. Available from: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/487938/rec/6072

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