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- 2004 – 2008 (16)

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Delft University of Technology

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

Degree: 2011, Delft University of Technology

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

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

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

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

APA (6^{th} Edition):

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

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

Van Leeuwen, J P H. “A nonlinear Schrödinger equation in L² with multiplicative white noise:.” 2011. Masters Thesis, Delft University of Technology. Accessed March 25, 2018. http://resolver.tudelft.nl/uuid:33bc6c32-bf78-4a99-82a4-f315b21781be.

MLA Handbook (7^{th} Edition):

Van Leeuwen, J P H. “A nonlinear Schrödinger equation in L² with multiplicative white noise:.” 2011. Web. 25 Mar 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 Mar 25]. 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

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

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

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

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APA (6^{th} Edition):

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

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):

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 March 25, 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 (7^{th} Edition):

Tang, Herbert Hoi Chi. “The Effects of Extrinsic and Intrinsic Noise on a Tumour and a Proposed Metastasis Model.” 2015. Web. 25 Mar 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 Mar 25]. 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

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

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

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

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

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APA (6^{th} Edition):

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

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

Huang, Hanlin. “Optimal Portfolio-Consumption with Habit Formation under Partial Observations.” 2016. Masters Thesis, University of Alberta. Accessed March 25, 2018. https://era.library.ualberta.ca/files/cmc87pq439.

MLA Handbook (7^{th} Edition):

Huang, Hanlin. “Optimal Portfolio-Consumption with Habit Formation under Partial Observations.” 2016. Web. 25 Mar 2018.

Vancouver:

Huang H. Optimal Portfolio-Consumption with Habit Formation under Partial Observations. [Internet] [Masters thesis]. University of Alberta; 2016. [cited 2018 Mar 25]. 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

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

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

Subjects/Keywords: Uncertainty quantification; stochastic partial differential equation

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APA (6^{th} Edition):

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

Not specified: Masters Thesis or Doctoral Dissertation

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

Chen, Peng. “Novel Uncertainty Quantification Techniques For Problems Described By Stochastic Partial Differential Equations .” 2014. Thesis, Cornell University. Accessed March 25, 2018. http://hdl.handle.net/1813/38898.

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} Edition):

Chen, Peng. “Novel Uncertainty Quantification Techniques For Problems Described By Stochastic Partial Differential Equations .” 2014. Web. 25 Mar 2018.

Vancouver:

Chen P. Novel Uncertainty Quantification Techniques For Problems Described By Stochastic Partial Differential Equations . [Internet] [Thesis]. Cornell University; 2014. [cited 2018 Mar 25]. Available from: http://hdl.handle.net/1813/38898.

Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

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

Not specified: Masters Thesis or Doctoral Dissertation

University of Kansas

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

Degree: PhD, Mathematics, 2015, University of Kansas

URL: http://hdl.handle.net/1808/21706

► 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 (6^{th} 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 (16^{th} Edition):

Li, Xi. “Dynamics of A Degenerate Fokker-Planck Equation and Its Application.” 2015. Doctoral Dissertation, University of Kansas. Accessed March 25, 2018. http://hdl.handle.net/1808/21706.

MLA Handbook (7^{th} Edition):

Li, Xi. “Dynamics of A Degenerate Fokker-Planck Equation and Its Application.” 2015. Web. 25 Mar 2018.

Vancouver:

Li X. Dynamics of A Degenerate Fokker-Planck Equation and Its Application. [Internet] [Doctoral dissertation]. University of Kansas; 2015. [cited 2018 Mar 25]. 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

URL: http://hdl.handle.net/2346/ETD-TTU-2011-08-1590

► 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 (6^{th} 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 (16^{th} Edition):

Liu, Han. “Escape time distribution for stochastic flows.” 2011. Masters Thesis, Texas Tech University. Accessed March 25, 2018. http://hdl.handle.net/2346/ETD-TTU-2011-08-1590.

MLA Handbook (7^{th} Edition):

Liu, Han. “Escape time distribution for stochastic flows.” 2011. Web. 25 Mar 2018.

Vancouver:

Liu H. Escape time distribution for stochastic flows. [Internet] [Masters thesis]. Texas Tech University; 2011. [cited 2018 Mar 25]. 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

URL: http://handle.unsw.edu.au/1959.4/53286

► 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 (6^{th} 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 (16^{th} Edition):

Glass, Timothy. “Affine processes: invariant measures and convergence.” 2013. Doctoral Dissertation, University of New South Wales. Accessed March 25, 2018. http://handle.unsw.edu.au/1959.4/53286.

MLA Handbook (7^{th} Edition):

Glass, Timothy. “Affine processes: invariant measures and convergence.” 2013. Web. 25 Mar 2018.

Vancouver:

Glass T. Affine processes: invariant measures and convergence. [Internet] [Doctoral dissertation]. University of New South Wales; 2013. [cited 2018 Mar 25]. 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

URL: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/601952/rec/4576

► 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 (6^{th} 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/4576

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

Zhang, Tian. “Optimal investment and reinsurance problems and related non-Markovian FBSDES with constraints.” 2015. Doctoral Dissertation, University of Southern California. Accessed March 25, 2018. http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/601952/rec/4576.

MLA Handbook (7^{th} Edition):

Zhang, Tian. “Optimal investment and reinsurance problems and related non-Markovian FBSDES with constraints.” 2015. Web. 25 Mar 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 Mar 25]. Available from: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/601952/rec/4576.

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/4576

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

Degree: 2015, University of Tennessee – Knoxville

URL: http://trace.tennessee.edu/utk_graddiss/3430

► 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 (6^{th} 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 (16^{th} 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 March 25, 2018. http://trace.tennessee.edu/utk_graddiss/3430.

MLA Handbook (7^{th} Edition):

Jum, Ernest. “Numerical Approximation of Stochastic Differential Equations Driven by Levy Motion with Infinitely Many Jumps.” 2015. Web. 25 Mar 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 Mar 25]. 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

URL: http://digital.library.temple.edu/u?/p245801coll10,133166

►

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

APA (6^{th} 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 (16^{th} Edition):

Xiong, Sheng. “Stochastic Differential Equations: Some Risk and Insurance Applications.” 2011. Doctoral Dissertation, Temple University. Accessed March 25, 2018. http://digital.library.temple.edu/u?/p245801coll10,133166.

MLA Handbook (7^{th} Edition):

Xiong, Sheng. “Stochastic Differential Equations: Some Risk and Insurance Applications.” 2011. Web. 25 Mar 2018.

Vancouver:

Xiong S. Stochastic Differential Equations: Some Risk and Insurance Applications. [Internet] [Doctoral dissertation]. Temple University; 2011. [cited 2018 Mar 25]. 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

URL: http://hdl.handle.net/2346/18406

Subjects/Keywords: Stochastic differential equations; Riccati equation

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APA (6^{th} 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 (16^{th} Edition):

Yao, Mong Ling. “Initial studies of riccati equations arising in stochastic linear system theory.” 1977. Masters Thesis, Texas Tech University. Accessed March 25, 2018. http://hdl.handle.net/2346/18406.

MLA Handbook (7^{th} Edition):

Yao, Mong Ling. “Initial studies of riccati equations arising in stochastic linear system theory.” 1977. Web. 25 Mar 2018.

Vancouver:

Yao ML. Initial studies of riccati equations arising in stochastic linear system theory. [Internet] [Masters thesis]. Texas Tech University; 1977. [cited 2018 Mar 25]. 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

URL: http://hdl.handle.net/2346/58466

► 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 (6^{th} 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 (16^{th} Edition):

Almasi, Pooya. “A jump-diffusion stochastic differential equation eodel for insurance in risk-sharing villages.” 2013. Masters Thesis, Texas Tech University. Accessed March 25, 2018. http://hdl.handle.net/2346/58466.

MLA Handbook (7^{th} Edition):

Almasi, Pooya. “A jump-diffusion stochastic differential equation eodel for insurance in risk-sharing villages.” 2013. Web. 25 Mar 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 Mar 25]. 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

URL: https://dspace.lboro.ac.uk/2134/7777 ; http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.551266

► 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 (6^{th} 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 (16^{th} Edition):

Yevik, Andrei. “Numerical approximations to the stationary solutions of stochastic differential equations.” 2011. Doctoral Dissertation, Loughborough University. Accessed March 25, 2018. https://dspace.lboro.ac.uk/2134/7777 ; http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.551266.

MLA Handbook (7^{th} Edition):

Yevik, Andrei. “Numerical approximations to the stationary solutions of stochastic differential equations.” 2011. Web. 25 Mar 2018.

Vancouver:

Yevik A. Numerical approximations to the stationary solutions of stochastic differential equations. [Internet] [Doctoral dissertation]. Loughborough University; 2011. [cited 2018 Mar 25]. 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

URL: http://hdl.handle.net/2346/ETD-TTU-2011-08-1628

► 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 (6^{th} 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 (16^{th} 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 March 25, 2018. http://hdl.handle.net/2346/ETD-TTU-2011-08-1628.

MLA Handbook (7^{th} 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. 25 Mar 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 Mar 25]. 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

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

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

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

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

APA (6^{th} Edition):

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

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

Le, Khoa Nguyen. “Nonlinear Integrals, Diffusion in Random Environments and Stochastic Partial Differential Equations.” 2015. Doctoral Dissertation, University of Kansas. Accessed March 25, 2018. http://hdl.handle.net/1808/19176.

MLA Handbook (7^{th} Edition):

Le, Khoa Nguyen. “Nonlinear Integrals, Diffusion in Random Environments and Stochastic Partial Differential Equations.” 2015. Web. 25 Mar 2018.

Vancouver:

Le KN. Nonlinear Integrals, Diffusion in Random Environments and Stochastic Partial Differential Equations. [Internet] [Doctoral dissertation]. University of Kansas; 2015. [cited 2018 Mar 25]. 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

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

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

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

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

APA (6^{th} Edition):

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

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

Schwarz, Daniel Christopher. “Price modelling and asset valuation in carbon emission and electricity markets.” 2012. Doctoral Dissertation, University of Oxford. Accessed March 25, 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 (7^{th} Edition):

Schwarz, Daniel Christopher. “Price modelling and asset valuation in carbon emission and electricity markets.” 2012. Web. 25 Mar 2018.

Vancouver:

Schwarz DC. Price modelling and asset valuation in carbon emission and electricity markets. [Internet] [Doctoral dissertation]. University of Oxford; 2012. [cited 2018 Mar 25]. 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

17.
Zhang, Yanqiao.
Estimation and Hypothesis Testing for *Stochastic* *Differential* Equations with Time-Dependent Parameters.

Degree: 2012, University of Waterloo

URL: http://hdl.handle.net/10012/7009

► 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…

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APA (6^{th} 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

Not specified: Masters Thesis or Doctoral Dissertation

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

Zhang, Yanqiao. “Estimation and Hypothesis Testing for Stochastic Differential Equations with Time-Dependent Parameters.” 2012. Thesis, University of Waterloo. Accessed March 25, 2018. http://hdl.handle.net/10012/7009.

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} Edition):

Zhang, Yanqiao. “Estimation and Hypothesis Testing for Stochastic Differential Equations with Time-Dependent Parameters.” 2012. Web. 25 Mar 2018.

Vancouver:

Zhang Y. Estimation and Hypothesis Testing for Stochastic Differential Equations with Time-Dependent Parameters. [Internet] [Thesis]. University of Waterloo; 2012. [cited 2018 Mar 25]. Available from: http://hdl.handle.net/10012/7009.

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

Not specified: Masters Thesis or Doctoral Dissertation

University of Kansas

18.
Wang, Peixin.
Application of *stochastic* *differential* equations to option pricing.

Degree: MA, Mathematics, 2016, University of Kansas

URL: http://hdl.handle.net/1808/21914

► 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 (6^{th} 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 (16^{th} Edition):

Wang, Peixin. “Application of stochastic differential equations to option pricing.” 2016. Masters Thesis, University of Kansas. Accessed March 25, 2018. http://hdl.handle.net/1808/21914.

MLA Handbook (7^{th} Edition):

Wang, Peixin. “Application of stochastic differential equations to option pricing.” 2016. Web. 25 Mar 2018.

Vancouver:

Wang P. Application of stochastic differential equations to option pricing. [Internet] [Masters thesis]. University of Kansas; 2016. [cited 2018 Mar 25]. 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

19.
Thomas, Philipp.
Systematic approximation methods for *stochastic* biochemical kinetics.

Degree: PhD, 2015, University of Edinburgh

URL: http://hdl.handle.net/1842/16197

► 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 (6^{th} 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 (16^{th} Edition):

Thomas, Philipp. “Systematic approximation methods for stochastic biochemical kinetics.” 2015. Doctoral Dissertation, University of Edinburgh. Accessed March 25, 2018. http://hdl.handle.net/1842/16197.

MLA Handbook (7^{th} Edition):

Thomas, Philipp. “Systematic approximation methods for stochastic biochemical kinetics.” 2015. Web. 25 Mar 2018.

Vancouver:

Thomas P. Systematic approximation methods for stochastic biochemical kinetics. [Internet] [Doctoral dissertation]. University of Edinburgh; 2015. [cited 2018 Mar 25]. 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

RMIT University

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

Degree: 2015, RMIT University

URL: http://researchbank.rmit.edu.au/view/rmit:161601

► 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 (6^{th} 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

Not specified: Masters Thesis or Doctoral Dissertation

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

Akay, T. “Forecasting stylised features of electricity prices in the Australian National Electricity Market.” 2015. Thesis, RMIT University. Accessed March 25, 2018. http://researchbank.rmit.edu.au/view/rmit:161601.

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} Edition):

Akay, T. “Forecasting stylised features of electricity prices in the Australian National Electricity Market.” 2015. Web. 25 Mar 2018.

Vancouver:

Akay T. Forecasting stylised features of electricity prices in the Australian National Electricity Market. [Internet] [Thesis]. RMIT University; 2015. [cited 2018 Mar 25]. Available from: http://researchbank.rmit.edu.au/view/rmit:161601.

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

Not specified: Masters Thesis or Doctoral Dissertation

University of Southern California

21.
Nibert, Joel H.
Stability of a *stochastic* predator prey model.

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

URL: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/89098/rec/5991

► 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 (6^{th} 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/5991

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

Nibert, Joel H. “Stability of a stochastic predator prey model.” 2012. Doctoral Dissertation, University of Southern California. Accessed March 25, 2018. http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/89098/rec/5991.

MLA Handbook (7^{th} Edition):

Nibert, Joel H. “Stability of a stochastic predator prey model.” 2012. Web. 25 Mar 2018.

Vancouver:

Nibert JH. Stability of a stochastic predator prey model. [Internet] [Doctoral dissertation]. University of Southern California; 2012. [cited 2018 Mar 25]. Available from: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/89098/rec/5991.

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/5991

University of Illinois – Urbana-Champaign

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

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

URL: http://hdl.handle.net/2142/99320

► 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

Record Details Similar Records

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APA (6^{th} 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 (16^{th} Edition):

Yeong, Hoong Chieh. “Dimensional reduction in nonlinear estimation of multiscale systems.” 2017. Doctoral Dissertation, University of Illinois – Urbana-Champaign. Accessed March 25, 2018. http://hdl.handle.net/2142/99320.

MLA Handbook (7^{th} Edition):

Yeong, Hoong Chieh. “Dimensional reduction in nonlinear estimation of multiscale systems.” 2017. Web. 25 Mar 2018.

Vancouver:

Yeong HC. Dimensional reduction in nonlinear estimation of multiscale systems. [Internet] [Doctoral dissertation]. University of Illinois – Urbana-Champaign; 2017. [cited 2018 Mar 25]. 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

Université Catholique de Louvain

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

Degree: 2017, Université Catholique de Louvain

URL: http://hdl.handle.net/2078.1/thesis:12908

►

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 (6^{th} 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

Not specified: Masters Thesis or Doctoral Dissertation

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

Dufays, Renaud. “Towards the automatic design of compartment models for marine transport processes.” 2017. Thesis, Université Catholique de Louvain. Accessed March 25, 2018. http://hdl.handle.net/2078.1/thesis:12908.

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} Edition):

Dufays, Renaud. “Towards the automatic design of compartment models for marine transport processes.” 2017. Web. 25 Mar 2018.

Vancouver:

Dufays R. Towards the automatic design of compartment models for marine transport processes. [Internet] [Thesis]. Université Catholique de Louvain; 2017. [cited 2018 Mar 25]. Available from: http://hdl.handle.net/2078.1/thesis:12908.

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

Not specified: Masters Thesis or Doctoral Dissertation

University of Edinburgh

24. 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

URL: http://hdl.handle.net/1842/15946

► 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 (6^{th} 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 (16^{th} 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 March 25, 2018. http://hdl.handle.net/1842/15946.

MLA Handbook (7^{th} Edition):

Kumar, Chaman. “Explicit numerical schemes of SDEs driven by Lévy noise with super-linear coeffcients and their application to delay equations.” 2015. Web. 25 Mar 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 Mar 25]. 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

University of Illinois – Urbana-Champaign

25.
Vlasic, Andrew.
* Stochastic* stability of replicator dynamics with random jumps.

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

URL: http://hdl.handle.net/2142/34446

► 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

Record Details Similar Records

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APA (6^{th} 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 (16^{th} Edition):

Vlasic, Andrew. “Stochastic stability of replicator dynamics with random jumps.” 2012. Doctoral Dissertation, University of Illinois – Urbana-Champaign. Accessed March 25, 2018. http://hdl.handle.net/2142/34446.

MLA Handbook (7^{th} Edition):

Vlasic, Andrew. “Stochastic stability of replicator dynamics with random jumps.” 2012. Web. 25 Mar 2018.

Vancouver:

Vlasic A. Stochastic stability of replicator dynamics with random jumps. [Internet] [Doctoral dissertation]. University of Illinois – Urbana-Champaign; 2012. [cited 2018 Mar 25]. 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

26.
Simsek, Hakan.
*Stochastic**differential* *equation* model for cotton fiber breakage.

Degree: Mathematics, 2007, Texas Tech University

URL: http://hdl.handle.net/2346/9081

► 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…

Record Details Similar Records

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APA (6^{th} 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 (16^{th} Edition):

Simsek, Hakan. “Stochastic differential equation model for cotton fiber breakage.” 2007. Masters Thesis, Texas Tech University. Accessed March 25, 2018. http://hdl.handle.net/2346/9081.

MLA Handbook (7^{th} Edition):

Simsek, Hakan. “Stochastic differential equation model for cotton fiber breakage.” 2007. Web. 25 Mar 2018.

Vancouver:

Simsek H. Stochastic differential equation model for cotton fiber breakage. [Internet] [Masters thesis]. Texas Tech University; 2007. [cited 2018 Mar 25]. 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

27.
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

URL: http://hdl.handle.net/2346/50749

► 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 (6^{th} 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 (16^{th} 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 March 25, 2018. http://hdl.handle.net/2346/50749.

MLA Handbook (7^{th} Edition):

Bulut, Gul. “Derivation of stochastic partial differential equations for correlated random walk models and stochastic differential equation models for phylogenetic trees.” 2012. Web. 25 Mar 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 Mar 25]. 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

East Carolina University

28.
Steely, Kristin Michelle.
Applications of *Stochastic* Processes to Cancer Research.

Degree: 2013, East Carolina University

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

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

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

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APA (6^{th} Edition):

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

Not specified: Masters Thesis or Doctoral Dissertation

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

Steely, Kristin Michelle. “Applications of Stochastic Processes to Cancer Research.” 2013. Thesis, East Carolina University. Accessed March 25, 2018. http://hdl.handle.net/10342/1764.

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} Edition):

Steely, Kristin Michelle. “Applications of Stochastic Processes to Cancer Research.” 2013. Web. 25 Mar 2018.

Vancouver:

Steely KM. Applications of Stochastic Processes to Cancer Research. [Internet] [Thesis]. East Carolina University; 2013. [cited 2018 Mar 25]. Available from: http://hdl.handle.net/10342/1764.

Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

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

Not specified: Masters Thesis or Doctoral Dissertation

29.
Mu, Rui.
Jeux différentiels stochastiques de somme non nulle et équations différentielles stochastiques rétrogrades multidimensionnelles : Nonzero-sum *stochastic* *differential* games and backward *stochastic* *differential* equations.

Degree: Docteur es, Mathématiques, 2014, Le Mans

URL: http://www.theses.fr/2014LEMA1004

►

Cette thèse traite les jeux différentiels stochastiques de somme non nulle (JDSNN) dans le cadre de Markovien et de leurs liens avec les équations différentielles… (more)

Subjects/Keywords: Jeux différentiels stochastiques de somme non nulle; Equations différentielles stochastiques rétrogrades; Point d'équilibre de Nash; Nonzero-sum Stochastic Differential Games; Backward Stochastic Differential Equation; Nash Equilibrium Point; 515.35

Record Details Similar Records

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

APA (6^{th} Edition):

Mu, R. (2014). Jeux différentiels stochastiques de somme non nulle et équations différentielles stochastiques rétrogrades multidimensionnelles : Nonzero-sum stochastic differential games and backward stochastic differential equations. (Doctoral Dissertation). Le Mans. Retrieved from http://www.theses.fr/2014LEMA1004

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

Mu, Rui. “Jeux différentiels stochastiques de somme non nulle et équations différentielles stochastiques rétrogrades multidimensionnelles : Nonzero-sum stochastic differential games and backward stochastic differential equations.” 2014. Doctoral Dissertation, Le Mans. Accessed March 25, 2018. http://www.theses.fr/2014LEMA1004.

MLA Handbook (7^{th} Edition):

Mu, Rui. “Jeux différentiels stochastiques de somme non nulle et équations différentielles stochastiques rétrogrades multidimensionnelles : Nonzero-sum stochastic differential games and backward stochastic differential equations.” 2014. Web. 25 Mar 2018.

Vancouver:

Mu R. Jeux différentiels stochastiques de somme non nulle et équations différentielles stochastiques rétrogrades multidimensionnelles : Nonzero-sum stochastic differential games and backward stochastic differential equations. [Internet] [Doctoral dissertation]. Le Mans; 2014. [cited 2018 Mar 25]. Available from: http://www.theses.fr/2014LEMA1004.

Council of Science Editors:

Mu R. Jeux différentiels stochastiques de somme non nulle et équations différentielles stochastiques rétrogrades multidimensionnelles : Nonzero-sum stochastic differential games and backward stochastic differential equations. [Doctoral Dissertation]. Le Mans; 2014. Available from: http://www.theses.fr/2014LEMA1004

30.
Catellier, Rémi.
Perturbations irrégulières et systèmes différentiels rugueux : Irregular Perturbations and Rough *Differential* Systems.

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

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

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

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

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

APA (6^{th} Edition):

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

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

Catellier, Rémi. “Perturbations irrégulières et systèmes différentiels rugueux : Irregular Perturbations and Rough Differential Systems.” 2014. Doctoral Dissertation, Paris 9. Accessed March 25, 2018. http://www.theses.fr/2014PA090032.

MLA Handbook (7^{th} Edition):

Catellier, Rémi. “Perturbations irrégulières et systèmes différentiels rugueux : Irregular Perturbations and Rough Differential Systems.” 2014. Web. 25 Mar 2018.

Vancouver:

Catellier R. Perturbations irrégulières et systèmes différentiels rugueux : Irregular Perturbations and Rough Differential Systems. [Internet] [Doctoral dissertation]. Paris 9; 2014. [cited 2018 Mar 25]. Available from: http://www.theses.fr/2014PA090032.

Council of Science Editors:

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