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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

URL: https://digitalcommons.njit.edu/dissertations/287

► 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

Record Details Similar Records

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

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

URL: http://ora.ox.ac.uk/objects/uuid:ac76d159-4cdd-40c9-b378-6ea1faf48aed ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.680404

► 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

Record Details Similar Records

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

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

URL: http://ora.ox.ac.uk/objects/uuid:5f69e996-3f8e-4bfa-891f-0e1ec8d0f9fb ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.572815

► 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

Record Details Similar Records

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

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

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

Record Details Similar Records

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

MLA Handbook (7^{th} 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

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

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

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

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

Record Details Similar Records

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

APA (6^{th} Edition):

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

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

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

MLA Handbook (7^{th} Edition):

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

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

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

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

Record Details Similar Records

❌

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

APA (6^{th} Edition):

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

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

Lionnet, Arnaud. “Topics on backward stochastic differential equations : theoretical and practical aspects.” 2013. Doctoral Dissertation, University of Oxford. Accessed 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 (7^{th} 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

URL: http://hdl.handle.net/20.500.11850/154559

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

Record Details Similar Records

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

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

URL: http://hdl.handle.net/20.500.11850/156070

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

Record Details Similar Records

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

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

URL: http://hdl.handle.net/20.500.11850/144176

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

Record Details Similar Records

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

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

URL: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/245624/rec/370

► 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

Record Details Similar Records

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

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

URL: http://hdl.handle.net/10355/10246

► 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

Record Details Similar Records

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

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

Not specified: Masters Thesis or Doctoral Dissertation

University of Oxford

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

Degree: PhD, 2012, University of Oxford

URL: http://ora.ox.ac.uk/objects/uuid:fb162fbf-2fa2-40d7-af84-c6e3744e35c1 ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.658383

► 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

Record Details Similar Records

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

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

URL: http://ora.ox.ac.uk/objects/uuid:cca2c9bc-cbd4-4651-9b59-8a4dea7245d1 ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.639956

► 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

Record Details Similar Records

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

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

URL: http://hdl.handle.net/20.500.11850/131436

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

Record Details Similar Records

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

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

URL: http://ora.ox.ac.uk/objects/uuid:c46f36ee-debd-429c-80ce-d2c7e251fb83 ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.684934

► 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 (6^{th} 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 (16^{th} 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 (7^{th} 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

URL: http://hdl.handle.net/20.500.11850/102010

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

Record Details Similar Records

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

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

URL: http://hdl.handle.net/20.500.11850/284404

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)

Record Details Similar Records

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

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

URL: https://trace.tennessee.edu/utk_graddiss/2690

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

Record Details Similar Records

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

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

Degree: 2012, University of Waterloo

URL: http://hdl.handle.net/10012/6747

► 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

Record Details Similar Records

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APA (6^{th} 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

Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^{th} 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.

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} 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.

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

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

URL: 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

► *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

Record Details Similar Records

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

APA (6^{th} 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

Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^{th} 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.

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} 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.

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

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

URL: http://ora.ox.ac.uk/objects/uuid:7a756760-380b-4a16-9702-878731c757fb ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.606372

► 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

Record Details Similar Records

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

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

Degree: PhD, 2014, University of Oxford

URL: http://ora.ox.ac.uk/objects/uuid:f9b8dbe6-d96d-414c-ac06-909cff639f8c ; http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.669706

► 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

Record Details Similar Records

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

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

URL: 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

published_or_final_version

Statistics and Actuarial Science

Doctoral

Doctor of Philosophy

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

Record Details Similar Records

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

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

URL: http://hdl.handle.net/2142/100918

► 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 (6^{th} 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 (16^{th} 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 (7^{th} 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

URL: http://ora.ox.ac.uk/objects/uuid:954ff1e3-9162-456a-91a3-39734854cde2 ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.639949

► 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

Record Details Similar Records

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

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

URL: http://ora.ox.ac.uk/objects/uuid:b4de8937-4a4a-4281-92e7-aa4e93283250 ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.606223

► 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

Record Details Similar Records

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

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

URL: https://doi.org/10.7916/D8H71ZKP

► 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

Record Details Similar Records

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

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

Degree: 2008, Texas A&M University

URL: http://hdl.handle.net/1969.1/86017

► 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

Record Details Similar Records

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

APA (6^{th} 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

Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^{th} 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.

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} 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.

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

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

URL: http://www.escholarship.org/uc/item/7zf6h9ww

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

Subjects/Keywords: Mathematics; Probability; Stochastic Processes

Record Details Similar Records

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

APA (6^{th} 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

Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^{th} 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.

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} 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.

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

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

URL: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/487938/rec/6072

► *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

Record Details Similar Records

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

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