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You searched for subject:(Stochastic Differential Equation). Showing records 1 – 30 of 104 total matches.

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Delft University of Technology

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

Degree: 2011, Delft University of Technology

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

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

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APA (6th Edition):

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

Chicago Manual of Style (16th Edition):

Van Leeuwen, J P H. “A nonlinear Schrödinger equation in L² with multiplicative white noise:.” 2011. Masters Thesis, Delft University of Technology. Accessed July 20, 2018. http://resolver.tudelft.nl/uuid:33bc6c32-bf78-4a99-82a4-f315b21781be.

MLA Handbook (7th Edition):

Van Leeuwen, J P H. “A nonlinear Schrödinger equation in L² with multiplicative white noise:.” 2011. Web. 20 Jul 2018.

Vancouver:

Van Leeuwen JPH. A nonlinear Schrödinger equation in L² with multiplicative white noise:. [Internet] [Masters thesis]. Delft University of Technology; 2011. [cited 2018 Jul 20]. Available from: http://resolver.tudelft.nl/uuid:33bc6c32-bf78-4a99-82a4-f315b21781be.

Council of Science Editors:

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


University of Waterloo

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

Degree: 2015, University of Waterloo

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

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

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APA (6th Edition):

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

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

Chicago Manual of Style (16th Edition):

Tang, Herbert Hoi Chi. “The Effects of Extrinsic and Intrinsic Noise on a Tumour and a Proposed Metastasis Model.” 2015. Thesis, University of Waterloo. Accessed July 20, 2018. http://hdl.handle.net/10012/10023.

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

MLA Handbook (7th Edition):

Tang, Herbert Hoi Chi. “The Effects of Extrinsic and Intrinsic Noise on a Tumour and a Proposed Metastasis Model.” 2015. Web. 20 Jul 2018.

Vancouver:

Tang HHC. The Effects of Extrinsic and Intrinsic Noise on a Tumour and a Proposed Metastasis Model. [Internet] [Thesis]. University of Waterloo; 2015. [cited 2018 Jul 20]. Available from: http://hdl.handle.net/10012/10023.

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

Council of Science Editors:

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

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


University of Alberta

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

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

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

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

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APA (6th Edition):

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

Chicago Manual of Style (16th Edition):

Huang, Hanlin. “Optimal Portfolio-Consumption with Habit Formation under Partial Observations.” 2016. Masters Thesis, University of Alberta. Accessed July 20, 2018. https://era.library.ualberta.ca/files/cmc87pq439.

MLA Handbook (7th Edition):

Huang, Hanlin. “Optimal Portfolio-Consumption with Habit Formation under Partial Observations.” 2016. Web. 20 Jul 2018.

Vancouver:

Huang H. Optimal Portfolio-Consumption with Habit Formation under Partial Observations. [Internet] [Masters thesis]. University of Alberta; 2016. [cited 2018 Jul 20]. Available from: https://era.library.ualberta.ca/files/cmc87pq439.

Council of Science Editors:

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


Cornell University

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

Degree: 2014, Cornell University

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

Subjects/Keywords: Uncertainty quantification; stochastic partial differential equation

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APA (6th Edition):

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

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

Chicago Manual of Style (16th Edition):

Chen, Peng. “Novel Uncertainty Quantification Techniques For Problems Described By Stochastic Partial Differential Equations .” 2014. Thesis, Cornell University. Accessed July 20, 2018. http://hdl.handle.net/1813/38898.

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

MLA Handbook (7th Edition):

Chen, Peng. “Novel Uncertainty Quantification Techniques For Problems Described By Stochastic Partial Differential Equations .” 2014. Web. 20 Jul 2018.

Vancouver:

Chen P. Novel Uncertainty Quantification Techniques For Problems Described By Stochastic Partial Differential Equations . [Internet] [Thesis]. Cornell University; 2014. [cited 2018 Jul 20]. Available from: http://hdl.handle.net/1813/38898.

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

Council of Science Editors:

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

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


University of Kansas

5. Li, Xi. Dynamics of A Degenerate Fokker-Planck Equation and Its Application.

Degree: PhD, Mathematics, 2015, University of Kansas

 In this project, a Fokker-Planck equation with two singular points is studied. The equation is derived from a stochastic evolution equation, LMM-SABR model, which is… (more)

Subjects/Keywords: Mathematics; Applied mathematics; Degenerate; Dynamics; Fokker-Planck Equation; Stochastic Differential Equation

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APA (6th Edition):

Li, X. (2015). Dynamics of A Degenerate Fokker-Planck Equation and Its Application. (Doctoral Dissertation). University of Kansas. Retrieved from http://hdl.handle.net/1808/21706

Chicago Manual of Style (16th Edition):

Li, Xi. “Dynamics of A Degenerate Fokker-Planck Equation and Its Application.” 2015. Doctoral Dissertation, University of Kansas. Accessed July 20, 2018. http://hdl.handle.net/1808/21706.

MLA Handbook (7th Edition):

Li, Xi. “Dynamics of A Degenerate Fokker-Planck Equation and Its Application.” 2015. Web. 20 Jul 2018.

Vancouver:

Li X. Dynamics of A Degenerate Fokker-Planck Equation and Its Application. [Internet] [Doctoral dissertation]. University of Kansas; 2015. [cited 2018 Jul 20]. Available from: http://hdl.handle.net/1808/21706.

Council of Science Editors:

Li X. Dynamics of A Degenerate Fokker-Planck Equation and Its Application. [Doctoral Dissertation]. University of Kansas; 2015. Available from: http://hdl.handle.net/1808/21706


Texas Tech University

6. Liu, Han. Escape time distribution for stochastic flows.

Degree: Mathematics and Statistics, 2011, Texas Tech University

 The model is based on models developed at the Federal Reserve Board of Governors by Robert Martin, PhD. His models were used to model data… (more)

Subjects/Keywords: Poisson counter; Brownian motion; Stochastic differential equation; Fokker-planck equation

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APA (6th Edition):

Liu, H. (2011). Escape time distribution for stochastic flows. (Masters Thesis). Texas Tech University. Retrieved from http://hdl.handle.net/2346/ETD-TTU-2011-08-1590

Chicago Manual of Style (16th Edition):

Liu, Han. “Escape time distribution for stochastic flows.” 2011. Masters Thesis, Texas Tech University. Accessed July 20, 2018. http://hdl.handle.net/2346/ETD-TTU-2011-08-1590.

MLA Handbook (7th Edition):

Liu, Han. “Escape time distribution for stochastic flows.” 2011. Web. 20 Jul 2018.

Vancouver:

Liu H. Escape time distribution for stochastic flows. [Internet] [Masters thesis]. Texas Tech University; 2011. [cited 2018 Jul 20]. Available from: http://hdl.handle.net/2346/ETD-TTU-2011-08-1590.

Council of Science Editors:

Liu H. Escape time distribution for stochastic flows. [Masters Thesis]. Texas Tech University; 2011. Available from: http://hdl.handle.net/2346/ETD-TTU-2011-08-1590


University of New South Wales

7. Glass, Timothy. Affine processes: invariant measures and convergence.

Degree: Mathematics & Statistics, 2013, University of New South Wales

 Affine processes have been of great interest to researchers and financial practitioners for many years due to their flexibility and the analytic tractability of the… (more)

Subjects/Keywords: Stationary distribution; Affine process; Stochastic differential equation; Riccati equation; Characteristic function

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APA (6th Edition):

Glass, T. (2013). Affine processes: invariant measures and convergence. (Doctoral Dissertation). University of New South Wales. Retrieved from http://handle.unsw.edu.au/1959.4/53286

Chicago Manual of Style (16th Edition):

Glass, Timothy. “Affine processes: invariant measures and convergence.” 2013. Doctoral Dissertation, University of New South Wales. Accessed July 20, 2018. http://handle.unsw.edu.au/1959.4/53286.

MLA Handbook (7th Edition):

Glass, Timothy. “Affine processes: invariant measures and convergence.” 2013. Web. 20 Jul 2018.

Vancouver:

Glass T. Affine processes: invariant measures and convergence. [Internet] [Doctoral dissertation]. University of New South Wales; 2013. [cited 2018 Jul 20]. Available from: http://handle.unsw.edu.au/1959.4/53286.

Council of Science Editors:

Glass T. Affine processes: invariant measures and convergence. [Doctoral Dissertation]. University of New South Wales; 2013. Available from: http://handle.unsw.edu.au/1959.4/53286


University of Southern California

8. Zhang, Tian. Optimal investment and reinsurance problems and related non-Markovian FBSDES with constraints.

Degree: PhD, Applied Mathematics, 2015, University of Southern California

 The goal of our research is to study a class of general non‐Markovian Forward Backward Stochastic Differential Equations (FBSDE) with constraint on the Z process.… (more)

Subjects/Keywords: reinsurance; stochastic maximum principal; forward‐backward stochastic differential equation; non‐Markovian

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APA (6th Edition):

Zhang, T. (2015). Optimal investment and reinsurance problems and related non-Markovian FBSDES with constraints. (Doctoral Dissertation). University of Southern California. Retrieved from http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/601952/rec/4597

Chicago Manual of Style (16th Edition):

Zhang, Tian. “Optimal investment and reinsurance problems and related non-Markovian FBSDES with constraints.” 2015. Doctoral Dissertation, University of Southern California. Accessed July 20, 2018. http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/601952/rec/4597.

MLA Handbook (7th Edition):

Zhang, Tian. “Optimal investment and reinsurance problems and related non-Markovian FBSDES with constraints.” 2015. Web. 20 Jul 2018.

Vancouver:

Zhang T. Optimal investment and reinsurance problems and related non-Markovian FBSDES with constraints. [Internet] [Doctoral dissertation]. University of Southern California; 2015. [cited 2018 Jul 20]. Available from: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/601952/rec/4597.

Council of Science Editors:

Zhang T. Optimal investment and reinsurance problems and related non-Markovian FBSDES with constraints. [Doctoral Dissertation]. University of Southern California; 2015. Available from: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/601952/rec/4597

9. Jum, Ernest. Numerical Approximation of Stochastic Differential Equations Driven by Levy Motion with Infinitely Many Jumps.

Degree: 2015, University of Tennessee – Knoxville

 In this dissertation, we consider the problem of simulation of stochastic differential equations driven by pure jump Levy processes with infinite jump activity. Examples include,… (more)

Subjects/Keywords: stochastic differential equation; numerical approximation; Levy motion; infinitely many jumps; Probability

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APA (6th Edition):

Jum, E. (2015). Numerical Approximation of Stochastic Differential Equations Driven by Levy Motion with Infinitely Many Jumps. (Doctoral Dissertation). University of Tennessee – Knoxville. Retrieved from http://trace.tennessee.edu/utk_graddiss/3430

Chicago Manual of Style (16th Edition):

Jum, Ernest. “Numerical Approximation of Stochastic Differential Equations Driven by Levy Motion with Infinitely Many Jumps.” 2015. Doctoral Dissertation, University of Tennessee – Knoxville. Accessed July 20, 2018. http://trace.tennessee.edu/utk_graddiss/3430.

MLA Handbook (7th Edition):

Jum, Ernest. “Numerical Approximation of Stochastic Differential Equations Driven by Levy Motion with Infinitely Many Jumps.” 2015. Web. 20 Jul 2018.

Vancouver:

Jum E. Numerical Approximation of Stochastic Differential Equations Driven by Levy Motion with Infinitely Many Jumps. [Internet] [Doctoral dissertation]. University of Tennessee – Knoxville; 2015. [cited 2018 Jul 20]. Available from: http://trace.tennessee.edu/utk_graddiss/3430.

Council of Science Editors:

Jum E. Numerical Approximation of Stochastic Differential Equations Driven by Levy Motion with Infinitely Many Jumps. [Doctoral Dissertation]. University of Tennessee – Knoxville; 2015. Available from: http://trace.tennessee.edu/utk_graddiss/3430


Temple University

10. Xiong, Sheng. Stochastic Differential Equations: Some Risk and Insurance Applications.

Degree: PhD, 2011, Temple University

Mathematics

In this dissertation, we have studied diffusion models and their applications in risk theory and insurance. Let Xt be a d-dimensional diffusion process satisfying… (more)

Subjects/Keywords: Mathematics; Martingale; Ruin theory; Stochastic differential equation; Terrorism risk

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APA (6th Edition):

Xiong, S. (2011). Stochastic Differential Equations: Some Risk and Insurance Applications. (Doctoral Dissertation). Temple University. Retrieved from http://digital.library.temple.edu/u?/p245801coll10,133166

Chicago Manual of Style (16th Edition):

Xiong, Sheng. “Stochastic Differential Equations: Some Risk and Insurance Applications.” 2011. Doctoral Dissertation, Temple University. Accessed July 20, 2018. http://digital.library.temple.edu/u?/p245801coll10,133166.

MLA Handbook (7th Edition):

Xiong, Sheng. “Stochastic Differential Equations: Some Risk and Insurance Applications.” 2011. Web. 20 Jul 2018.

Vancouver:

Xiong S. Stochastic Differential Equations: Some Risk and Insurance Applications. [Internet] [Doctoral dissertation]. Temple University; 2011. [cited 2018 Jul 20]. Available from: http://digital.library.temple.edu/u?/p245801coll10,133166.

Council of Science Editors:

Xiong S. Stochastic Differential Equations: Some Risk and Insurance Applications. [Doctoral Dissertation]. Temple University; 2011. Available from: http://digital.library.temple.edu/u?/p245801coll10,133166


Texas Tech University

11. Yao, Mong Ling. Initial studies of riccati equations arising in stochastic linear system theory.

Degree: 1977, Texas Tech University

Subjects/Keywords: Stochastic differential equations; Riccati equation

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APA (6th Edition):

Yao, M. L. (1977). Initial studies of riccati equations arising in stochastic linear system theory. (Masters Thesis). Texas Tech University. Retrieved from http://hdl.handle.net/2346/18406

Chicago Manual of Style (16th Edition):

Yao, Mong Ling. “Initial studies of riccati equations arising in stochastic linear system theory.” 1977. Masters Thesis, Texas Tech University. Accessed July 20, 2018. http://hdl.handle.net/2346/18406.

MLA Handbook (7th Edition):

Yao, Mong Ling. “Initial studies of riccati equations arising in stochastic linear system theory.” 1977. Web. 20 Jul 2018.

Vancouver:

Yao ML. Initial studies of riccati equations arising in stochastic linear system theory. [Internet] [Masters thesis]. Texas Tech University; 1977. [cited 2018 Jul 20]. Available from: http://hdl.handle.net/2346/18406.

Council of Science Editors:

Yao ML. Initial studies of riccati equations arising in stochastic linear system theory. [Masters Thesis]. Texas Tech University; 1977. Available from: http://hdl.handle.net/2346/18406


Texas Tech University

12. Almasi, Pooya. A jump-diffusion stochastic differential equation eodel for insurance in risk-sharing villages.

Degree: 2013, Texas Tech University

 This thesis presents the idea of insurance in risk-sharing villages in less developed countries. In less developed world people deal with different kinds of risks… (more)

Subjects/Keywords: Risk-sharing; Insurance; Stochastic differential equation; Jump-diffusion SDE model

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APA (6th Edition):

Almasi, P. (2013). A jump-diffusion stochastic differential equation eodel for insurance in risk-sharing villages. (Masters Thesis). Texas Tech University. Retrieved from http://hdl.handle.net/2346/58466

Chicago Manual of Style (16th Edition):

Almasi, Pooya. “A jump-diffusion stochastic differential equation eodel for insurance in risk-sharing villages.” 2013. Masters Thesis, Texas Tech University. Accessed July 20, 2018. http://hdl.handle.net/2346/58466.

MLA Handbook (7th Edition):

Almasi, Pooya. “A jump-diffusion stochastic differential equation eodel for insurance in risk-sharing villages.” 2013. Web. 20 Jul 2018.

Vancouver:

Almasi P. A jump-diffusion stochastic differential equation eodel for insurance in risk-sharing villages. [Internet] [Masters thesis]. Texas Tech University; 2013. [cited 2018 Jul 20]. Available from: http://hdl.handle.net/2346/58466.

Council of Science Editors:

Almasi P. A jump-diffusion stochastic differential equation eodel for insurance in risk-sharing villages. [Masters Thesis]. Texas Tech University; 2013. Available from: http://hdl.handle.net/2346/58466


Loughborough University

13. Yevik, Andrei. Numerical approximations to the stationary solutions of stochastic differential equations.

Degree: 2011, Loughborough University

 This thesis investigates the possibility of approximating stationary solutions of stochastic differential equations using numerical methods. We consider a particular class of stochastic differential equations,… (more)

Subjects/Keywords: 511.4; Random dynamical system : Stochastic differential equation : Stochastic stationery solution : Numerical approximation : Euler’s method

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APA (6th Edition):

Yevik, A. (2011). Numerical approximations to the stationary solutions of stochastic differential equations. (Doctoral Dissertation). Loughborough University. Retrieved from https://dspace.lboro.ac.uk/2134/7777 ; http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.551266

Chicago Manual of Style (16th Edition):

Yevik, Andrei. “Numerical approximations to the stationary solutions of stochastic differential equations.” 2011. Doctoral Dissertation, Loughborough University. Accessed July 20, 2018. https://dspace.lboro.ac.uk/2134/7777 ; http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.551266.

MLA Handbook (7th Edition):

Yevik, Andrei. “Numerical approximations to the stationary solutions of stochastic differential equations.” 2011. Web. 20 Jul 2018.

Vancouver:

Yevik A. Numerical approximations to the stationary solutions of stochastic differential equations. [Internet] [Doctoral dissertation]. Loughborough University; 2011. [cited 2018 Jul 20]. Available from: https://dspace.lboro.ac.uk/2134/7777 ; http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.551266.

Council of Science Editors:

Yevik A. Numerical approximations to the stationary solutions of stochastic differential equations. [Doctoral Dissertation]. Loughborough University; 2011. Available from: https://dspace.lboro.ac.uk/2134/7777 ; http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.551266


Texas Tech University

14. Dogan, Elife. Investigation of stochastic reaction-diffusion partial differential equations and of consistent stochastic differential equation models for one-locus and two-loci population genetics.

Degree: Mathematics and Statistics, 2011, Texas Tech University

 There are two main parts in this work separated into chapters 2 and 3 and chapters 4 and 5, respectively. In the first part, stochastic(more)

Subjects/Keywords: Stochastic partial differential equation; Population genetics; It^o system; Stochastic model; Reaction-diffusion

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APA (6th Edition):

Dogan, E. (2011). Investigation of stochastic reaction-diffusion partial differential equations and of consistent stochastic differential equation models for one-locus and two-loci population genetics. (Doctoral Dissertation). Texas Tech University. Retrieved from http://hdl.handle.net/2346/ETD-TTU-2011-08-1628

Chicago Manual of Style (16th Edition):

Dogan, Elife. “Investigation of stochastic reaction-diffusion partial differential equations and of consistent stochastic differential equation models for one-locus and two-loci population genetics.” 2011. Doctoral Dissertation, Texas Tech University. Accessed July 20, 2018. http://hdl.handle.net/2346/ETD-TTU-2011-08-1628.

MLA Handbook (7th Edition):

Dogan, Elife. “Investigation of stochastic reaction-diffusion partial differential equations and of consistent stochastic differential equation models for one-locus and two-loci population genetics.” 2011. Web. 20 Jul 2018.

Vancouver:

Dogan E. Investigation of stochastic reaction-diffusion partial differential equations and of consistent stochastic differential equation models for one-locus and two-loci population genetics. [Internet] [Doctoral dissertation]. Texas Tech University; 2011. [cited 2018 Jul 20]. Available from: http://hdl.handle.net/2346/ETD-TTU-2011-08-1628.

Council of Science Editors:

Dogan E. Investigation of stochastic reaction-diffusion partial differential equations and of consistent stochastic differential equation models for one-locus and two-loci population genetics. [Doctoral Dissertation]. Texas Tech University; 2011. Available from: http://hdl.handle.net/2346/ETD-TTU-2011-08-1628


University of Kansas

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

Degree: PhD, Mathematics, 2015, University of Kansas

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

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

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APA (6th Edition):

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

Chicago Manual of Style (16th Edition):

Le, Khoa Nguyen. “Nonlinear Integrals, Diffusion in Random Environments and Stochastic Partial Differential Equations.” 2015. Doctoral Dissertation, University of Kansas. Accessed July 20, 2018. http://hdl.handle.net/1808/19176.

MLA Handbook (7th Edition):

Le, Khoa Nguyen. “Nonlinear Integrals, Diffusion in Random Environments and Stochastic Partial Differential Equations.” 2015. Web. 20 Jul 2018.

Vancouver:

Le KN. Nonlinear Integrals, Diffusion in Random Environments and Stochastic Partial Differential Equations. [Internet] [Doctoral dissertation]. University of Kansas; 2015. [cited 2018 Jul 20]. Available from: http://hdl.handle.net/1808/19176.

Council of Science Editors:

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


University of Oxford

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

Degree: PhD, 2012, University of Oxford

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

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

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APA (6th Edition):

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

Chicago Manual of Style (16th Edition):

Schwarz, Daniel Christopher. “Price modelling and asset valuation in carbon emission and electricity markets.” 2012. Doctoral Dissertation, University of Oxford. Accessed July 20, 2018. http://ora.ox.ac.uk/objects/uuid:7de118d2-a61b-4125-a615-29ff82ac7316 ; http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.655012.

MLA Handbook (7th Edition):

Schwarz, Daniel Christopher. “Price modelling and asset valuation in carbon emission and electricity markets.” 2012. Web. 20 Jul 2018.

Vancouver:

Schwarz DC. Price modelling and asset valuation in carbon emission and electricity markets. [Internet] [Doctoral dissertation]. University of Oxford; 2012. [cited 2018 Jul 20]. Available from: http://ora.ox.ac.uk/objects/uuid:7de118d2-a61b-4125-a615-29ff82ac7316 ; http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.655012.

Council of Science Editors:

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


RMIT University

17. Akay, T. Forecasting stylised features of electricity prices in the Australian National Electricity Market.

Degree: 2015, RMIT University

 This thesis tests whether forecast accuracy improves when models that explicitly capture the stylised features of the Australian National Electricity Market (NEM) are employed to… (more)

Subjects/Keywords: Fields of Research; Stochastic differential equation; Extreme Value Theory; Copula simulations; Electricity price modelling; ARIMA

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APA (6th Edition):

Akay, T. (2015). Forecasting stylised features of electricity prices in the Australian National Electricity Market. (Thesis). RMIT University. Retrieved from http://researchbank.rmit.edu.au/view/rmit:161601

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):

Akay, T. “Forecasting stylised features of electricity prices in the Australian National Electricity Market.” 2015. Thesis, RMIT University. Accessed July 20, 2018. http://researchbank.rmit.edu.au/view/rmit:161601.

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

MLA Handbook (7th Edition):

Akay, T. “Forecasting stylised features of electricity prices in the Australian National Electricity Market.” 2015. Web. 20 Jul 2018.

Vancouver:

Akay T. Forecasting stylised features of electricity prices in the Australian National Electricity Market. [Internet] [Thesis]. RMIT University; 2015. [cited 2018 Jul 20]. Available from: http://researchbank.rmit.edu.au/view/rmit:161601.

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

Council of Science Editors:

Akay T. Forecasting stylised features of electricity prices in the Australian National Electricity Market. [Thesis]. RMIT University; 2015. Available from: http://researchbank.rmit.edu.au/view/rmit:161601

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


University of Illinois – Urbana-Champaign

18. Yeong, Hoong Chieh. Dimensional reduction in nonlinear estimation of multiscale systems.

Degree: PhD, Aerospace Engineering, 2017, University of Illinois – Urbana-Champaign

 State or signal estimation of stochastic systems based on measurement data is an important problem in many areas of science and engineering. The true signal… (more)

Subjects/Keywords: Nonlinear filtering; Homogenization; Stochastic partial differential equation; Particle filter; Maximum likelihood estimation; Mutual information

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APA (6th Edition):

Yeong, H. C. (2017). Dimensional reduction in nonlinear estimation of multiscale systems. (Doctoral Dissertation). University of Illinois – Urbana-Champaign. Retrieved from http://hdl.handle.net/2142/99320

Chicago Manual of Style (16th Edition):

Yeong, Hoong Chieh. “Dimensional reduction in nonlinear estimation of multiscale systems.” 2017. Doctoral Dissertation, University of Illinois – Urbana-Champaign. Accessed July 20, 2018. http://hdl.handle.net/2142/99320.

MLA Handbook (7th Edition):

Yeong, Hoong Chieh. “Dimensional reduction in nonlinear estimation of multiscale systems.” 2017. Web. 20 Jul 2018.

Vancouver:

Yeong HC. Dimensional reduction in nonlinear estimation of multiscale systems. [Internet] [Doctoral dissertation]. University of Illinois – Urbana-Champaign; 2017. [cited 2018 Jul 20]. Available from: http://hdl.handle.net/2142/99320.

Council of Science Editors:

Yeong HC. Dimensional reduction in nonlinear estimation of multiscale systems. [Doctoral Dissertation]. University of Illinois – Urbana-Champaign; 2017. Available from: http://hdl.handle.net/2142/99320


University of Kansas

19. Wang, Peixin. Application of stochastic differential equations to option pricing.

Degree: MA, Mathematics, 2016, University of Kansas

 The financial world is a world of random things and unpredictable events. Along with the innovative development of diversity and complexity in modern financial market,… (more)

Subjects/Keywords: Mathematics; Applied mathematics; Black-Scholes model; BSDE; Mathematica; optimal cotrol; option pricing; stochastic differential equation

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APA (6th Edition):

Wang, P. (2016). Application of stochastic differential equations to option pricing. (Masters Thesis). University of Kansas. Retrieved from http://hdl.handle.net/1808/21914

Chicago Manual of Style (16th Edition):

Wang, Peixin. “Application of stochastic differential equations to option pricing.” 2016. Masters Thesis, University of Kansas. Accessed July 20, 2018. http://hdl.handle.net/1808/21914.

MLA Handbook (7th Edition):

Wang, Peixin. “Application of stochastic differential equations to option pricing.” 2016. Web. 20 Jul 2018.

Vancouver:

Wang P. Application of stochastic differential equations to option pricing. [Internet] [Masters thesis]. University of Kansas; 2016. [cited 2018 Jul 20]. Available from: http://hdl.handle.net/1808/21914.

Council of Science Editors:

Wang P. Application of stochastic differential equations to option pricing. [Masters Thesis]. University of Kansas; 2016. Available from: http://hdl.handle.net/1808/21914


University of Edinburgh

20. Thomas, Philipp. Systematic approximation methods for stochastic biochemical kinetics.

Degree: PhD, 2015, University of Edinburgh

 Experimental studies have shown that the protein abundance in living cells varies from few tens to several thousands molecules per species. Molecular fluctuations roughly scale… (more)

Subjects/Keywords: 519.2; stochastic differential equations; Chemical Master Equation; van Kampen's system size expansion; biochemical networks

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APA (6th Edition):

Thomas, P. (2015). Systematic approximation methods for stochastic biochemical kinetics. (Doctoral Dissertation). University of Edinburgh. Retrieved from http://hdl.handle.net/1842/16197

Chicago Manual of Style (16th Edition):

Thomas, Philipp. “Systematic approximation methods for stochastic biochemical kinetics.” 2015. Doctoral Dissertation, University of Edinburgh. Accessed July 20, 2018. http://hdl.handle.net/1842/16197.

MLA Handbook (7th Edition):

Thomas, Philipp. “Systematic approximation methods for stochastic biochemical kinetics.” 2015. Web. 20 Jul 2018.

Vancouver:

Thomas P. Systematic approximation methods for stochastic biochemical kinetics. [Internet] [Doctoral dissertation]. University of Edinburgh; 2015. [cited 2018 Jul 20]. Available from: http://hdl.handle.net/1842/16197.

Council of Science Editors:

Thomas P. Systematic approximation methods for stochastic biochemical kinetics. [Doctoral Dissertation]. University of Edinburgh; 2015. Available from: http://hdl.handle.net/1842/16197

21. Zhang, Yanqiao. Estimation and Hypothesis Testing for Stochastic Differential Equations with Time-Dependent Parameters.

Degree: 2012, University of Waterloo

 There are two sources of information available in empirical research in finance: one corresponding to historical data and the other to prices currently observed in… (more)

Subjects/Keywords: Time-dependent; Stochastic Differential Equation

…dependent stochastic differential equations (SDEs) under P measure and consists of two… …the linearity of the drift component in the stochastic differential equation employed for the… …185 xiii Chapter 1 Background and Motivation 1.1 Introduction to the Problem Stochastic… …knowledge in stochastic processes include those of Lipster and Shiryaev (2001, 2010)… …for stochastic processes is of great importance from the theoretical as well as from… 

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

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APA (6th Edition):

Zhang, Y. (2012). Estimation and Hypothesis Testing for Stochastic Differential Equations with Time-Dependent Parameters. (Thesis). University of Waterloo. Retrieved from http://hdl.handle.net/10012/7009

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):

Zhang, Yanqiao. “Estimation and Hypothesis Testing for Stochastic Differential Equations with Time-Dependent Parameters.” 2012. Thesis, University of Waterloo. Accessed July 20, 2018. http://hdl.handle.net/10012/7009.

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

MLA Handbook (7th Edition):

Zhang, Yanqiao. “Estimation and Hypothesis Testing for Stochastic Differential Equations with Time-Dependent Parameters.” 2012. Web. 20 Jul 2018.

Vancouver:

Zhang Y. Estimation and Hypothesis Testing for Stochastic Differential Equations with Time-Dependent Parameters. [Internet] [Thesis]. University of Waterloo; 2012. [cited 2018 Jul 20]. Available from: http://hdl.handle.net/10012/7009.

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

Council of Science Editors:

Zhang Y. Estimation and Hypothesis Testing for Stochastic Differential Equations with Time-Dependent Parameters. [Thesis]. University of Waterloo; 2012. Available from: http://hdl.handle.net/10012/7009

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


University of Southern California

22. Nibert, Joel H. Stability of a stochastic predator prey model.

Degree: PhD, Mathematics, 2012, University of Southern California

 We consider a stochastic analog of the Lotka-Volterra model for the population dynamics of two interacting species, predator and prey. We investigate the long time… (more)

Subjects/Keywords: predator-prey; stochastic differential equation; Lyapunov function; Lyapunov exponent; asymptotic stability; invariant measure

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APA (6th Edition):

Nibert, J. H. (2012). Stability of a stochastic predator prey model. (Doctoral Dissertation). University of Southern California. Retrieved from http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/89098/rec/6017

Chicago Manual of Style (16th Edition):

Nibert, Joel H. “Stability of a stochastic predator prey model.” 2012. Doctoral Dissertation, University of Southern California. Accessed July 20, 2018. http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/89098/rec/6017.

MLA Handbook (7th Edition):

Nibert, Joel H. “Stability of a stochastic predator prey model.” 2012. Web. 20 Jul 2018.

Vancouver:

Nibert JH. Stability of a stochastic predator prey model. [Internet] [Doctoral dissertation]. University of Southern California; 2012. [cited 2018 Jul 20]. Available from: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/89098/rec/6017.

Council of Science Editors:

Nibert JH. Stability of a stochastic predator prey model. [Doctoral Dissertation]. University of Southern California; 2012. Available from: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/89098/rec/6017


Virginia Tech

23. Wang, Shuo. Analysis and Application of Haseltine and Rawlings's Hybrid Stochastic Simulation Algorithm.

Degree: PhD, Computer Science and Applications, 2016, Virginia Tech

Stochastic effects in cellular systems are usually modeled and simulated with Gillespie's stochastic simulation algorithm (SSA), which follows the same theoretical derivation as the chemical… (more)

Subjects/Keywords: hybrid stochastic simulation algorithm; linear chain reaction system; ordinary differential equation; cell cycle model

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APA (6th Edition):

Wang, S. (2016). Analysis and Application of Haseltine and Rawlings's Hybrid Stochastic Simulation Algorithm. (Doctoral Dissertation). Virginia Tech. Retrieved from http://hdl.handle.net/10919/82717

Chicago Manual of Style (16th Edition):

Wang, Shuo. “Analysis and Application of Haseltine and Rawlings's Hybrid Stochastic Simulation Algorithm.” 2016. Doctoral Dissertation, Virginia Tech. Accessed July 20, 2018. http://hdl.handle.net/10919/82717.

MLA Handbook (7th Edition):

Wang, Shuo. “Analysis and Application of Haseltine and Rawlings's Hybrid Stochastic Simulation Algorithm.” 2016. Web. 20 Jul 2018.

Vancouver:

Wang S. Analysis and Application of Haseltine and Rawlings's Hybrid Stochastic Simulation Algorithm. [Internet] [Doctoral dissertation]. Virginia Tech; 2016. [cited 2018 Jul 20]. Available from: http://hdl.handle.net/10919/82717.

Council of Science Editors:

Wang S. Analysis and Application of Haseltine and Rawlings's Hybrid Stochastic Simulation Algorithm. [Doctoral Dissertation]. Virginia Tech; 2016. Available from: http://hdl.handle.net/10919/82717


Texas Tech University

24. Huff, Krystin Elizabeth Steelman. Modeling the Early Stages of Within-Host Viral Infection and Clinical Progression of Hantavirus Pulmonary Syndrome.

Degree: 2018, Texas Tech University

 Viral zoonotic infections such as those caused by rabies virus, West Nile virus, and hantavirus are of serious public health concern, with each virus replicated… (more)

Subjects/Keywords: Markov chain; probability of extinction; stochastic differential equation; viral infection; hantavirus pulmonary syndrome

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APA (6th Edition):

Huff, K. E. S. (2018). Modeling the Early Stages of Within-Host Viral Infection and Clinical Progression of Hantavirus Pulmonary Syndrome. (Thesis). Texas Tech University. Retrieved from http://hdl.handle.net/2346/73928

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):

Huff, Krystin Elizabeth Steelman. “Modeling the Early Stages of Within-Host Viral Infection and Clinical Progression of Hantavirus Pulmonary Syndrome.” 2018. Thesis, Texas Tech University. Accessed July 20, 2018. http://hdl.handle.net/2346/73928.

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

MLA Handbook (7th Edition):

Huff, Krystin Elizabeth Steelman. “Modeling the Early Stages of Within-Host Viral Infection and Clinical Progression of Hantavirus Pulmonary Syndrome.” 2018. Web. 20 Jul 2018.

Vancouver:

Huff KES. Modeling the Early Stages of Within-Host Viral Infection and Clinical Progression of Hantavirus Pulmonary Syndrome. [Internet] [Thesis]. Texas Tech University; 2018. [cited 2018 Jul 20]. Available from: http://hdl.handle.net/2346/73928.

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

Council of Science Editors:

Huff KES. Modeling the Early Stages of Within-Host Viral Infection and Clinical Progression of Hantavirus Pulmonary Syndrome. [Thesis]. Texas Tech University; 2018. Available from: http://hdl.handle.net/2346/73928

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


University of Edinburgh

25. Kumar, Chaman. Explicit numerical schemes of SDEs driven by Lévy noise with super-linear coeffcients and their application to delay equations.

Degree: PhD, 2015, University of Edinburgh

 We investigate an explicit tamed Euler scheme of stochastic differential equation with random coefficients driven by Lévy noise, which has super-linear drift coefficient. The strong… (more)

Subjects/Keywords: 514; Lévy noise; stochastic differential equation; delayed equation; tamed Euler scheme; tamed Milstein scheme; super-linear coefficients

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APA (6th Edition):

Kumar, C. (2015). Explicit numerical schemes of SDEs driven by Lévy noise with super-linear coeffcients and their application to delay equations. (Doctoral Dissertation). University of Edinburgh. Retrieved from http://hdl.handle.net/1842/15946

Chicago Manual of Style (16th Edition):

Kumar, Chaman. “Explicit numerical schemes of SDEs driven by Lévy noise with super-linear coeffcients and their application to delay equations.” 2015. Doctoral Dissertation, University of Edinburgh. Accessed July 20, 2018. http://hdl.handle.net/1842/15946.

MLA Handbook (7th Edition):

Kumar, Chaman. “Explicit numerical schemes of SDEs driven by Lévy noise with super-linear coeffcients and their application to delay equations.” 2015. Web. 20 Jul 2018.

Vancouver:

Kumar C. Explicit numerical schemes of SDEs driven by Lévy noise with super-linear coeffcients and their application to delay equations. [Internet] [Doctoral dissertation]. University of Edinburgh; 2015. [cited 2018 Jul 20]. Available from: http://hdl.handle.net/1842/15946.

Council of Science Editors:

Kumar C. Explicit numerical schemes of SDEs driven by Lévy noise with super-linear coeffcients and their application to delay equations. [Doctoral Dissertation]. University of Edinburgh; 2015. Available from: http://hdl.handle.net/1842/15946


Université Catholique de Louvain

26. Dufays, Renaud. Towards the automatic design of compartment models for marine transport processes.

Degree: 2017, Université Catholique de Louvain

In the context of solving marine problems, compartment models act as a complementary tool to the usual discretization methods such as finite difference or finite… (more)

Subjects/Keywords: Compartment model; Box model; Stability; Clustering; Network; Reactive transport equation; Advection-diffusion equation; Stochastic differential equations; SDE; Community detection

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APA (6th Edition):

Dufays, R. (2017). Towards the automatic design of compartment models for marine transport processes. (Thesis). Université Catholique de Louvain. Retrieved from http://hdl.handle.net/2078.1/thesis:12908

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):

Dufays, Renaud. “Towards the automatic design of compartment models for marine transport processes.” 2017. Thesis, Université Catholique de Louvain. Accessed July 20, 2018. http://hdl.handle.net/2078.1/thesis:12908.

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

MLA Handbook (7th Edition):

Dufays, Renaud. “Towards the automatic design of compartment models for marine transport processes.” 2017. Web. 20 Jul 2018.

Vancouver:

Dufays R. Towards the automatic design of compartment models for marine transport processes. [Internet] [Thesis]. Université Catholique de Louvain; 2017. [cited 2018 Jul 20]. Available from: http://hdl.handle.net/2078.1/thesis:12908.

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

Council of Science Editors:

Dufays R. Towards the automatic design of compartment models for marine transport processes. [Thesis]. Université Catholique de Louvain; 2017. Available from: http://hdl.handle.net/2078.1/thesis:12908

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


Louisiana State University

27. Zhai, Jiayu. General Stochastic Integral and Itô Formula with Application to Stochastic Differential Equations and Mathematical Finance.

Degree: PhD, Numerical Analysis and Computation, 2018, Louisiana State University

  A general stochastic integration theory for adapted and instantly independent stochastic processes arises when we consider anticipative stochastic differential equations. In Part I of… (more)

Subjects/Keywords: stochastic integral; Itô's formula; near-martingale; stochastic differential equation; general Black-Sholes model; minimum action method

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APA (6th Edition):

Zhai, J. (2018). General Stochastic Integral and Itô Formula with Application to Stochastic Differential Equations and Mathematical Finance. (Doctoral Dissertation). Louisiana State University. Retrieved from https://digitalcommons.lsu.edu/gradschool_dissertations/4518

Chicago Manual of Style (16th Edition):

Zhai, Jiayu. “General Stochastic Integral and Itô Formula with Application to Stochastic Differential Equations and Mathematical Finance.” 2018. Doctoral Dissertation, Louisiana State University. Accessed July 20, 2018. https://digitalcommons.lsu.edu/gradschool_dissertations/4518.

MLA Handbook (7th Edition):

Zhai, Jiayu. “General Stochastic Integral and Itô Formula with Application to Stochastic Differential Equations and Mathematical Finance.” 2018. Web. 20 Jul 2018.

Vancouver:

Zhai J. General Stochastic Integral and Itô Formula with Application to Stochastic Differential Equations and Mathematical Finance. [Internet] [Doctoral dissertation]. Louisiana State University; 2018. [cited 2018 Jul 20]. Available from: https://digitalcommons.lsu.edu/gradschool_dissertations/4518.

Council of Science Editors:

Zhai J. General Stochastic Integral and Itô Formula with Application to Stochastic Differential Equations and Mathematical Finance. [Doctoral Dissertation]. Louisiana State University; 2018. Available from: https://digitalcommons.lsu.edu/gradschool_dissertations/4518


University of Illinois – Urbana-Champaign

28. Vlasic, Andrew. Stochastic stability of replicator dynamics with random jumps.

Degree: PhD, 0439, 2012, University of Illinois – Urbana-Champaign

 We further generalize the stochastic version of the replicator dynamics due to Fudenberg and Harris. In particular, we add a random jump term to the… (more)

Subjects/Keywords: Asymptotic stochastic stability; evolutionarily stable strategy; invariant measure; Lyapunov function; Nash equilibrium; recurrence; stochastic differential equation

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APA (6th Edition):

Vlasic, A. (2012). Stochastic stability of replicator dynamics with random jumps. (Doctoral Dissertation). University of Illinois – Urbana-Champaign. Retrieved from http://hdl.handle.net/2142/34446

Chicago Manual of Style (16th Edition):

Vlasic, Andrew. “Stochastic stability of replicator dynamics with random jumps.” 2012. Doctoral Dissertation, University of Illinois – Urbana-Champaign. Accessed July 20, 2018. http://hdl.handle.net/2142/34446.

MLA Handbook (7th Edition):

Vlasic, Andrew. “Stochastic stability of replicator dynamics with random jumps.” 2012. Web. 20 Jul 2018.

Vancouver:

Vlasic A. Stochastic stability of replicator dynamics with random jumps. [Internet] [Doctoral dissertation]. University of Illinois – Urbana-Champaign; 2012. [cited 2018 Jul 20]. Available from: http://hdl.handle.net/2142/34446.

Council of Science Editors:

Vlasic A. Stochastic stability of replicator dynamics with random jumps. [Doctoral Dissertation]. University of Illinois – Urbana-Champaign; 2012. Available from: http://hdl.handle.net/2142/34446

29. Simsek, Hakan. Stochastic differential equation model for cotton fiber breakage.

Degree: Mathematics, 2007, Texas Tech University

 A stochastic differential equation (SDE) model is developed for fibers undergoing breakage during textile processing steps. The SDE model generalizes a classic deterministic model for… (more)

Subjects/Keywords: Breakage; Fiber; Model; Stochastic differential equation; Stochastic

…comparing and testing the stochastic differential equation model. The Monte Carlo procedure is a… …University, Hakan Simsek, May 2007 CHAPTER IV STOCHASTIC DIFFERENTIAL EQUATION MODEL In developing… …Simsek, May 2007 Table V.1: Monte Carlo (MC) and Stochastic Differential Equation… …summary, a stochastic differential equation model was developed for fibers undergoing breakage… …interval. Second, a partial differential equation (forward Kolmogorov equation) is… 

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APA (6th Edition):

Simsek, H. (2007). Stochastic differential equation model for cotton fiber breakage. (Masters Thesis). Texas Tech University. Retrieved from http://hdl.handle.net/2346/9081

Chicago Manual of Style (16th Edition):

Simsek, Hakan. “Stochastic differential equation model for cotton fiber breakage.” 2007. Masters Thesis, Texas Tech University. Accessed July 20, 2018. http://hdl.handle.net/2346/9081.

MLA Handbook (7th Edition):

Simsek, Hakan. “Stochastic differential equation model for cotton fiber breakage.” 2007. Web. 20 Jul 2018.

Vancouver:

Simsek H. Stochastic differential equation model for cotton fiber breakage. [Internet] [Masters thesis]. Texas Tech University; 2007. [cited 2018 Jul 20]. Available from: http://hdl.handle.net/2346/9081.

Council of Science Editors:

Simsek H. Stochastic differential equation model for cotton fiber breakage. [Masters Thesis]. Texas Tech University; 2007. Available from: http://hdl.handle.net/2346/9081

30. Bulut, Gul. Derivation of stochastic partial differential equations for correlated random walk models and stochastic differential equation models for phylogenetic trees.

Degree: 2012, Texas Tech University

 This work has two parts. In the first part, stochastic partial differential equations for the one-dimensional telegraph equation and the two-dimensional linear transport equation are… (more)

Subjects/Keywords: Stochastic differential equation; Stochastic partial differential equation; Telegraph equation; Transport equation; Macroevolutionary process

…OF STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS FOR CORRELATED RANDOM WALK MODELS Usually… …equation is an SPDE model for a correlated random walk. In this chapter, a stochastic version of… …the telegraph equation is derived and a stochastic version of the two-dimensional linear… …deriving the stochastic generalization. The deterministic telegraph equation is derived by… …behaves diffusion-like when λ = 7. A stochastic version of the telegraph equation is now derived… 

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APA (6th Edition):

Bulut, G. (2012). Derivation of stochastic partial differential equations for correlated random walk models and stochastic differential equation models for phylogenetic trees. (Doctoral Dissertation). Texas Tech University. Retrieved from http://hdl.handle.net/2346/50749

Chicago Manual of Style (16th Edition):

Bulut, Gul. “Derivation of stochastic partial differential equations for correlated random walk models and stochastic differential equation models for phylogenetic trees.” 2012. Doctoral Dissertation, Texas Tech University. Accessed July 20, 2018. http://hdl.handle.net/2346/50749.

MLA Handbook (7th Edition):

Bulut, Gul. “Derivation of stochastic partial differential equations for correlated random walk models and stochastic differential equation models for phylogenetic trees.” 2012. Web. 20 Jul 2018.

Vancouver:

Bulut G. Derivation of stochastic partial differential equations for correlated random walk models and stochastic differential equation models for phylogenetic trees. [Internet] [Doctoral dissertation]. Texas Tech University; 2012. [cited 2018 Jul 20]. Available from: http://hdl.handle.net/2346/50749.

Council of Science Editors:

Bulut G. Derivation of stochastic partial differential equations for correlated random walk models and stochastic differential equation models for phylogenetic trees. [Doctoral Dissertation]. Texas Tech University; 2012. Available from: http://hdl.handle.net/2346/50749

[1] [2] [3] [4]

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