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University of Houston
1. Ouegnin, Francois Alexis 1979-. Non-Parametric Estimation of Stochastic Differential Equations.
Degree: PhD, Mathematics, 2017, University of Houston
URL: http://hdl.handle.net/10657/4814
Subjects/Keywords: Stochastic differential equations (SDE); Estimation
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APA (6th Edition):
Ouegnin, F. A. 1. (2017). Non-Parametric Estimation of Stochastic Differential Equations. (Doctoral Dissertation). University of Houston. Retrieved from http://hdl.handle.net/10657/4814
Chicago Manual of Style (16th Edition):
Ouegnin, Francois Alexis 1979-. “Non-Parametric Estimation of Stochastic Differential Equations.” 2017. Doctoral Dissertation, University of Houston. Accessed March 01, 2021. http://hdl.handle.net/10657/4814.
MLA Handbook (7th Edition):
Ouegnin, Francois Alexis 1979-. “Non-Parametric Estimation of Stochastic Differential Equations.” 2017. Web. 01 Mar 2021.
Vancouver:
Ouegnin FA1. Non-Parametric Estimation of Stochastic Differential Equations. [Internet] [Doctoral dissertation]. University of Houston; 2017. [cited 2021 Mar 01]. Available from: http://hdl.handle.net/10657/4814.
Council of Science Editors:
Ouegnin FA1. Non-Parametric Estimation of Stochastic Differential Equations. [Doctoral Dissertation]. University of Houston; 2017. Available from: http://hdl.handle.net/10657/4814
Columbia University
2. Ozen, Hasan Cagan. Long Time Propagation of Stochasticity by Dynamical Polynomial Chaos Expansions.
Degree: 2017, Columbia University
URL: https://doi.org/10.7916/D8WH32C5
Subjects/Keywords: Mathematics; Stochastic differential equations; Algorithms
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APA (6th Edition):
Ozen, H. C. (2017). Long Time Propagation of Stochasticity by Dynamical Polynomial Chaos Expansions. (Doctoral Dissertation). Columbia University. Retrieved from https://doi.org/10.7916/D8WH32C5
Chicago Manual of Style (16th Edition):
Ozen, Hasan Cagan. “Long Time Propagation of Stochasticity by Dynamical Polynomial Chaos Expansions.” 2017. Doctoral Dissertation, Columbia University. Accessed March 01, 2021. https://doi.org/10.7916/D8WH32C5.
MLA Handbook (7th Edition):
Ozen, Hasan Cagan. “Long Time Propagation of Stochasticity by Dynamical Polynomial Chaos Expansions.” 2017. Web. 01 Mar 2021.
Vancouver:
Ozen HC. Long Time Propagation of Stochasticity by Dynamical Polynomial Chaos Expansions. [Internet] [Doctoral dissertation]. Columbia University; 2017. [cited 2021 Mar 01]. Available from: https://doi.org/10.7916/D8WH32C5.
Council of Science Editors:
Ozen HC. Long Time Propagation of Stochasticity by Dynamical Polynomial Chaos Expansions. [Doctoral Dissertation]. Columbia University; 2017. Available from: https://doi.org/10.7916/D8WH32C5
University of Kansas
3. Lewis, Peter. Regularity of Stochastic Burgers’-Type Equations.
Degree: PhD, Mathematics, 2018, University of Kansas
URL: http://hdl.handle.net/1808/27802
Subjects/Keywords: Mathematics; Stochastic partial differential equations
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APA (6th Edition):
Lewis, P. (2018). Regularity of Stochastic Burgers’-Type Equations. (Doctoral Dissertation). University of Kansas. Retrieved from http://hdl.handle.net/1808/27802
Chicago Manual of Style (16th Edition):
Lewis, Peter. “Regularity of Stochastic Burgers’-Type Equations.” 2018. Doctoral Dissertation, University of Kansas. Accessed March 01, 2021. http://hdl.handle.net/1808/27802.
MLA Handbook (7th Edition):
Lewis, Peter. “Regularity of Stochastic Burgers’-Type Equations.” 2018. Web. 01 Mar 2021.
Vancouver:
Lewis P. Regularity of Stochastic Burgers’-Type Equations. [Internet] [Doctoral dissertation]. University of Kansas; 2018. [cited 2021 Mar 01]. Available from: http://hdl.handle.net/1808/27802.
Council of Science Editors:
Lewis P. Regularity of Stochastic Burgers’-Type Equations. [Doctoral Dissertation]. University of Kansas; 2018. Available from: http://hdl.handle.net/1808/27802
University of Pretoria
4. [No author]. Existence result for a class of stochastic quasilinear partial differential equations with non-standard growth .
Degree: 2011, University of Pretoria
URL: http://upetd.up.ac.za/thesis/available/etd-11172011-103734/
Subjects/Keywords: Stochastic differential equations; Quasi-linear stochastic; UCTD
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APA (6th Edition):
author], [. (2011). Existence result for a class of stochastic quasilinear partial differential equations with non-standard growth . (Masters Thesis). University of Pretoria. Retrieved from http://upetd.up.ac.za/thesis/available/etd-11172011-103734/
Chicago Manual of Style (16th Edition):
author], [No. “Existence result for a class of stochastic quasilinear partial differential equations with non-standard growth .” 2011. Masters Thesis, University of Pretoria. Accessed March 01, 2021. http://upetd.up.ac.za/thesis/available/etd-11172011-103734/.
MLA Handbook (7th Edition):
author], [No. “Existence result for a class of stochastic quasilinear partial differential equations with non-standard growth .” 2011. Web. 01 Mar 2021.
Vancouver:
author] [. Existence result for a class of stochastic quasilinear partial differential equations with non-standard growth . [Internet] [Masters thesis]. University of Pretoria; 2011. [cited 2021 Mar 01]. Available from: http://upetd.up.ac.za/thesis/available/etd-11172011-103734/.
Council of Science Editors:
author] [. Existence result for a class of stochastic quasilinear partial differential equations with non-standard growth . [Masters Thesis]. University of Pretoria; 2011. Available from: http://upetd.up.ac.za/thesis/available/etd-11172011-103734/
Loughborough University
5. Yeadon, Cyrus. Approximating solutions of backward doubly stochastic differential equations with measurable coefficients using a time discretization scheme.
Degree: PhD, 2015, Loughborough University
URL: http://hdl.handle.net/2134/20643
Subjects/Keywords: 519.2; Backward doubly stochastic differential equations; Stochastic partial differential equations
Record Details
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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager
APA (6th Edition):
Yeadon, C. (2015). Approximating solutions of backward doubly stochastic differential equations with measurable coefficients using a time discretization scheme. (Doctoral Dissertation). Loughborough University. Retrieved from http://hdl.handle.net/2134/20643
Chicago Manual of Style (16th Edition):
Yeadon, Cyrus. “Approximating solutions of backward doubly stochastic differential equations with measurable coefficients using a time discretization scheme.” 2015. Doctoral Dissertation, Loughborough University. Accessed March 01, 2021. http://hdl.handle.net/2134/20643.
MLA Handbook (7th Edition):
Yeadon, Cyrus. “Approximating solutions of backward doubly stochastic differential equations with measurable coefficients using a time discretization scheme.” 2015. Web. 01 Mar 2021.
Vancouver:
Yeadon C. Approximating solutions of backward doubly stochastic differential equations with measurable coefficients using a time discretization scheme. [Internet] [Doctoral dissertation]. Loughborough University; 2015. [cited 2021 Mar 01]. Available from: http://hdl.handle.net/2134/20643.
Council of Science Editors:
Yeadon C. Approximating solutions of backward doubly stochastic differential equations with measurable coefficients using a time discretization scheme. [Doctoral Dissertation]. Loughborough University; 2015. Available from: http://hdl.handle.net/2134/20643
University of Arizona
6. McDaniel, Austin James. The Effects of Time Delay on Noisy Systems .
Degree: 2015, University of Arizona
URL: http://hdl.handle.net/10150/556867
Subjects/Keywords: stochastic differential equations; time delay; Applied Mathematics; stochastic differential delay equations
Record Details
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APA (6th Edition):
McDaniel, A. J. (2015). The Effects of Time Delay on Noisy Systems . (Doctoral Dissertation). University of Arizona. Retrieved from http://hdl.handle.net/10150/556867
Chicago Manual of Style (16th Edition):
McDaniel, Austin James. “The Effects of Time Delay on Noisy Systems .” 2015. Doctoral Dissertation, University of Arizona. Accessed March 01, 2021. http://hdl.handle.net/10150/556867.
MLA Handbook (7th Edition):
McDaniel, Austin James. “The Effects of Time Delay on Noisy Systems .” 2015. Web. 01 Mar 2021.
Vancouver:
McDaniel AJ. The Effects of Time Delay on Noisy Systems . [Internet] [Doctoral dissertation]. University of Arizona; 2015. [cited 2021 Mar 01]. Available from: http://hdl.handle.net/10150/556867.
Council of Science Editors:
McDaniel AJ. The Effects of Time Delay on Noisy Systems . [Doctoral Dissertation]. University of Arizona; 2015. Available from: http://hdl.handle.net/10150/556867
University of Rochester
7. Lin, Kevin. Hitting properties of a stochastic PDE.
Degree: PhD, 2017, University of Rochester
URL: http://hdl.handle.net/1802/33152
Subjects/Keywords: Probability theory; Stochastic partial differential equations; Stochastic wave equations
Record Details
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APA (6th Edition):
Lin, K. (2017). Hitting properties of a stochastic PDE. (Doctoral Dissertation). University of Rochester. Retrieved from http://hdl.handle.net/1802/33152
Chicago Manual of Style (16th Edition):
Lin, Kevin. “Hitting properties of a stochastic PDE.” 2017. Doctoral Dissertation, University of Rochester. Accessed March 01, 2021. http://hdl.handle.net/1802/33152.
MLA Handbook (7th Edition):
Lin, Kevin. “Hitting properties of a stochastic PDE.” 2017. Web. 01 Mar 2021.
Vancouver:
Lin K. Hitting properties of a stochastic PDE. [Internet] [Doctoral dissertation]. University of Rochester; 2017. [cited 2021 Mar 01]. Available from: http://hdl.handle.net/1802/33152.
Council of Science Editors:
Lin K. Hitting properties of a stochastic PDE. [Doctoral Dissertation]. University of Rochester; 2017. Available from: http://hdl.handle.net/1802/33152
Columbia University
8. Ghosal, Promit. Time evolution of the Kardar-Parisi-Zhang equation.
Degree: 2020, Columbia University
URL: https://doi.org/10.7916/d8-1xh3-7c82
Subjects/Keywords: Mathematics; Statistical mechanics; Stochastic differential equations; Differential equations, Partial; Applied mathematics
Record Details
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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager
APA (6th Edition):
Ghosal, P. (2020). Time evolution of the Kardar-Parisi-Zhang equation. (Doctoral Dissertation). Columbia University. Retrieved from https://doi.org/10.7916/d8-1xh3-7c82
Chicago Manual of Style (16th Edition):
Ghosal, Promit. “Time evolution of the Kardar-Parisi-Zhang equation.” 2020. Doctoral Dissertation, Columbia University. Accessed March 01, 2021. https://doi.org/10.7916/d8-1xh3-7c82.
MLA Handbook (7th Edition):
Ghosal, Promit. “Time evolution of the Kardar-Parisi-Zhang equation.” 2020. Web. 01 Mar 2021.
Vancouver:
Ghosal P. Time evolution of the Kardar-Parisi-Zhang equation. [Internet] [Doctoral dissertation]. Columbia University; 2020. [cited 2021 Mar 01]. Available from: https://doi.org/10.7916/d8-1xh3-7c82.
Council of Science Editors:
Ghosal P. Time evolution of the Kardar-Parisi-Zhang equation. [Doctoral Dissertation]. Columbia University; 2020. Available from: https://doi.org/10.7916/d8-1xh3-7c82
University of Ottawa
9. René, Alexandre. Spectral Solution Method for Distributed Delay Stochastic Differential Equations .
Degree: 2016, University of Ottawa
URL: http://hdl.handle.net/10393/34327
Subjects/Keywords: stochastic differential equations; distributed delay differential equations; biorthogonal decomposition
Record Details
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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager
APA (6th Edition):
René, A. (2016). Spectral Solution Method for Distributed Delay Stochastic Differential Equations . (Thesis). University of Ottawa. Retrieved from http://hdl.handle.net/10393/34327
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):
René, Alexandre. “Spectral Solution Method for Distributed Delay Stochastic Differential Equations .” 2016. Thesis, University of Ottawa. Accessed March 01, 2021. http://hdl.handle.net/10393/34327.
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
MLA Handbook (7th Edition):
René, Alexandre. “Spectral Solution Method for Distributed Delay Stochastic Differential Equations .” 2016. Web. 01 Mar 2021.
Vancouver:
René A. Spectral Solution Method for Distributed Delay Stochastic Differential Equations . [Internet] [Thesis]. University of Ottawa; 2016. [cited 2021 Mar 01]. Available from: http://hdl.handle.net/10393/34327.
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
Council of Science Editors:
René A. Spectral Solution Method for Distributed Delay Stochastic Differential Equations . [Thesis]. University of Ottawa; 2016. Available from: http://hdl.handle.net/10393/34327
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
University of Alberta
10. Krasin, Vladislav. Comparison theorem and its applications to finance.
Degree: PhD, Department of Mathematical and Statistical Sciences, 2010, University of Alberta
URL: https://era.library.ualberta.ca/files/6w924d05r
Subjects/Keywords: Mathematical finance, stochastic differential equations, comparison theorem
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APA (6th Edition):
Krasin, V. (2010). Comparison theorem and its applications to finance. (Doctoral Dissertation). University of Alberta. Retrieved from https://era.library.ualberta.ca/files/6w924d05r
Chicago Manual of Style (16th Edition):
Krasin, Vladislav. “Comparison theorem and its applications to finance.” 2010. Doctoral Dissertation, University of Alberta. Accessed March 01, 2021. https://era.library.ualberta.ca/files/6w924d05r.
MLA Handbook (7th Edition):
Krasin, Vladislav. “Comparison theorem and its applications to finance.” 2010. Web. 01 Mar 2021.
Vancouver:
Krasin V. Comparison theorem and its applications to finance. [Internet] [Doctoral dissertation]. University of Alberta; 2010. [cited 2021 Mar 01]. Available from: https://era.library.ualberta.ca/files/6w924d05r.
Council of Science Editors:
Krasin V. Comparison theorem and its applications to finance. [Doctoral Dissertation]. University of Alberta; 2010. Available from: https://era.library.ualberta.ca/files/6w924d05r
11. Massoud, Mohammad. Statistical verification techniques for stochastic dynamic systems .
Degree: 2015, State University of New York at New Paltz
URL: http://hdl.handle.net/1951/66389
Subjects/Keywords: Stochastic differential equations; Dynamics; Noise; Nonlinear systems
Record Details
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APA (6th Edition):
Massoud, M. (2015). Statistical verification techniques for stochastic dynamic systems . (Thesis). State University of New York at New Paltz. Retrieved from http://hdl.handle.net/1951/66389
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):
Massoud, Mohammad. “Statistical verification techniques for stochastic dynamic systems .” 2015. Thesis, State University of New York at New Paltz. Accessed March 01, 2021. http://hdl.handle.net/1951/66389.
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
MLA Handbook (7th Edition):
Massoud, Mohammad. “Statistical verification techniques for stochastic dynamic systems .” 2015. Web. 01 Mar 2021.
Vancouver:
Massoud M. Statistical verification techniques for stochastic dynamic systems . [Internet] [Thesis]. State University of New York at New Paltz; 2015. [cited 2021 Mar 01]. Available from: http://hdl.handle.net/1951/66389.
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
Council of Science Editors:
Massoud M. Statistical verification techniques for stochastic dynamic systems . [Thesis]. State University of New York at New Paltz; 2015. Available from: http://hdl.handle.net/1951/66389
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
Columbia University
12. Dandapani, Aditi. Enlargement of Filtration and the Strict Local Martingale Property in Stochastic Differential Equations.
Degree: 2016, Columbia University
URL: https://doi.org/10.7916/D8XW4JZ2
Subjects/Keywords: Stochastic differential equations; Martingales (Mathematics); Mathematics
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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager
APA (6th Edition):
Dandapani, A. (2016). Enlargement of Filtration and the Strict Local Martingale Property in Stochastic Differential Equations. (Doctoral Dissertation). Columbia University. Retrieved from https://doi.org/10.7916/D8XW4JZ2
Chicago Manual of Style (16th Edition):
Dandapani, Aditi. “Enlargement of Filtration and the Strict Local Martingale Property in Stochastic Differential Equations.” 2016. Doctoral Dissertation, Columbia University. Accessed March 01, 2021. https://doi.org/10.7916/D8XW4JZ2.
MLA Handbook (7th Edition):
Dandapani, Aditi. “Enlargement of Filtration and the Strict Local Martingale Property in Stochastic Differential Equations.” 2016. Web. 01 Mar 2021.
Vancouver:
Dandapani A. Enlargement of Filtration and the Strict Local Martingale Property in Stochastic Differential Equations. [Internet] [Doctoral dissertation]. Columbia University; 2016. [cited 2021 Mar 01]. Available from: https://doi.org/10.7916/D8XW4JZ2.
Council of Science Editors:
Dandapani A. Enlargement of Filtration and the Strict Local Martingale Property in Stochastic Differential Equations. [Doctoral Dissertation]. Columbia University; 2016. Available from: https://doi.org/10.7916/D8XW4JZ2
University of Manchester
13. Taylor, Phillip. Simulating Gaussian random fields and solving stochastic differential equations using bounded Wiener increments.
Degree: PhD, 2014, University of Manchester
URL: https://www.research.manchester.ac.uk/portal/en/theses/simulating-gaussian-random-fields-and-solving-stochastic-differential-equations-using-bounded-wiener-increments(b77a0fcc-3d86-46b2-8dbf-2a689d9f8f77).html
;
http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.603185
Subjects/Keywords: 519.2; Stochastic Differential Equations; Random Fields
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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager
APA (6th Edition):
Taylor, P. (2014). Simulating Gaussian random fields and solving stochastic differential equations using bounded Wiener increments. (Doctoral Dissertation). University of Manchester. Retrieved from https://www.research.manchester.ac.uk/portal/en/theses/simulating-gaussian-random-fields-and-solving-stochastic-differential-equations-using-bounded-wiener-increments(b77a0fcc-3d86-46b2-8dbf-2a689d9f8f77).html ; http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.603185
Chicago Manual of Style (16th Edition):
Taylor, Phillip. “Simulating Gaussian random fields and solving stochastic differential equations using bounded Wiener increments.” 2014. Doctoral Dissertation, University of Manchester. Accessed March 01, 2021. https://www.research.manchester.ac.uk/portal/en/theses/simulating-gaussian-random-fields-and-solving-stochastic-differential-equations-using-bounded-wiener-increments(b77a0fcc-3d86-46b2-8dbf-2a689d9f8f77).html ; http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.603185.
MLA Handbook (7th Edition):
Taylor, Phillip. “Simulating Gaussian random fields and solving stochastic differential equations using bounded Wiener increments.” 2014. Web. 01 Mar 2021.
Vancouver:
Taylor P. Simulating Gaussian random fields and solving stochastic differential equations using bounded Wiener increments. [Internet] [Doctoral dissertation]. University of Manchester; 2014. [cited 2021 Mar 01]. Available from: https://www.research.manchester.ac.uk/portal/en/theses/simulating-gaussian-random-fields-and-solving-stochastic-differential-equations-using-bounded-wiener-increments(b77a0fcc-3d86-46b2-8dbf-2a689d9f8f77).html ; http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.603185.
Council of Science Editors:
Taylor P. Simulating Gaussian random fields and solving stochastic differential equations using bounded Wiener increments. [Doctoral Dissertation]. University of Manchester; 2014. Available from: https://www.research.manchester.ac.uk/portal/en/theses/simulating-gaussian-random-fields-and-solving-stochastic-differential-equations-using-bounded-wiener-increments(b77a0fcc-3d86-46b2-8dbf-2a689d9f8f77).html ; http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.603185
University of Southern California
14. Chen, Jianfu. Forward-backward stochastic differential equations with discontinuous coefficient and regime switching term structure model.
Degree: PhD, Applied Mathematics, 2011, University of Southern California
URL: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll127/id/444005/rec/2878
Subjects/Keywords: discontinuous coefficient; regime switching; stochastic differential equations
Record Details
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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager
APA (6th Edition):
Chen, J. (2011). Forward-backward stochastic differential equations with discontinuous coefficient and regime switching term structure model. (Doctoral Dissertation). University of Southern California. Retrieved from http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll127/id/444005/rec/2878
Chicago Manual of Style (16th Edition):
Chen, Jianfu. “Forward-backward stochastic differential equations with discontinuous coefficient and regime switching term structure model.” 2011. Doctoral Dissertation, University of Southern California. Accessed March 01, 2021. http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll127/id/444005/rec/2878.
MLA Handbook (7th Edition):
Chen, Jianfu. “Forward-backward stochastic differential equations with discontinuous coefficient and regime switching term structure model.” 2011. Web. 01 Mar 2021.
Vancouver:
Chen J. Forward-backward stochastic differential equations with discontinuous coefficient and regime switching term structure model. [Internet] [Doctoral dissertation]. University of Southern California; 2011. [cited 2021 Mar 01]. Available from: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll127/id/444005/rec/2878.
Council of Science Editors:
Chen J. Forward-backward stochastic differential equations with discontinuous coefficient and regime switching term structure model. [Doctoral Dissertation]. University of Southern California; 2011. Available from: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll127/id/444005/rec/2878
Michigan State University
15. Huang, Liying. Stochastic differential equations and their numerical approximations.
Degree: PhD, Department of Mathematics, 1995, Michigan State University
URL: http://etd.lib.msu.edu/islandora/object/etd:29961
Subjects/Keywords: Stochastic differential equations
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APA (6th Edition):
Huang, L. (1995). Stochastic differential equations and their numerical approximations. (Doctoral Dissertation). Michigan State University. Retrieved from http://etd.lib.msu.edu/islandora/object/etd:29961
Chicago Manual of Style (16th Edition):
Huang, Liying. “Stochastic differential equations and their numerical approximations.” 1995. Doctoral Dissertation, Michigan State University. Accessed March 01, 2021. http://etd.lib.msu.edu/islandora/object/etd:29961.
MLA Handbook (7th Edition):
Huang, Liying. “Stochastic differential equations and their numerical approximations.” 1995. Web. 01 Mar 2021.
Vancouver:
Huang L. Stochastic differential equations and their numerical approximations. [Internet] [Doctoral dissertation]. Michigan State University; 1995. [cited 2021 Mar 01]. Available from: http://etd.lib.msu.edu/islandora/object/etd:29961.
Council of Science Editors:
Huang L. Stochastic differential equations and their numerical approximations. [Doctoral Dissertation]. Michigan State University; 1995. Available from: http://etd.lib.msu.edu/islandora/object/etd:29961
King Abdullah University of Science and Technology
16. Happola, Juho. Efficient Numerical Methods for Stochastic Differential Equations in Computational Finance.
Degree: Computer, Electrical and Mathematical Sciences and Engineering (CEMSE) Division, 2017, King Abdullah University of Science and Technology
URL: http://hdl.handle.net/10754/625924
Subjects/Keywords: options; Stochastic Differential Equations; Numerical Methods
Record Details
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APA (6th Edition):
Happola, J. (2017). Efficient Numerical Methods for Stochastic Differential Equations in Computational Finance. (Thesis). King Abdullah University of Science and Technology. Retrieved from http://hdl.handle.net/10754/625924
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):
Happola, Juho. “Efficient Numerical Methods for Stochastic Differential Equations in Computational Finance.” 2017. Thesis, King Abdullah University of Science and Technology. Accessed March 01, 2021. http://hdl.handle.net/10754/625924.
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
MLA Handbook (7th Edition):
Happola, Juho. “Efficient Numerical Methods for Stochastic Differential Equations in Computational Finance.” 2017. Web. 01 Mar 2021.
Vancouver:
Happola J. Efficient Numerical Methods for Stochastic Differential Equations in Computational Finance. [Internet] [Thesis]. King Abdullah University of Science and Technology; 2017. [cited 2021 Mar 01]. Available from: http://hdl.handle.net/10754/625924.
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
Council of Science Editors:
Happola J. Efficient Numerical Methods for Stochastic Differential Equations in Computational Finance. [Thesis]. King Abdullah University of Science and Technology; 2017. Available from: http://hdl.handle.net/10754/625924
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
University of Edinburgh
17. Dareiotis, Anastasios Constantinos. Stochastic partial differential and integro-differential equations.
Degree: PhD, 2015, University of Edinburgh
URL: http://hdl.handle.net/1842/14186
Subjects/Keywords: 519.2; stochastic partial differential equations; stochastic partial integro-differential equations; SPDEs; SPIDEs
Record Details
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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager
APA (6th Edition):
Dareiotis, A. C. (2015). Stochastic partial differential and integro-differential equations. (Doctoral Dissertation). University of Edinburgh. Retrieved from http://hdl.handle.net/1842/14186
Chicago Manual of Style (16th Edition):
Dareiotis, Anastasios Constantinos. “Stochastic partial differential and integro-differential equations.” 2015. Doctoral Dissertation, University of Edinburgh. Accessed March 01, 2021. http://hdl.handle.net/1842/14186.
MLA Handbook (7th Edition):
Dareiotis, Anastasios Constantinos. “Stochastic partial differential and integro-differential equations.” 2015. Web. 01 Mar 2021.
Vancouver:
Dareiotis AC. Stochastic partial differential and integro-differential equations. [Internet] [Doctoral dissertation]. University of Edinburgh; 2015. [cited 2021 Mar 01]. Available from: http://hdl.handle.net/1842/14186.
Council of Science Editors:
Dareiotis AC. Stochastic partial differential and integro-differential equations. [Doctoral Dissertation]. University of Edinburgh; 2015. Available from: http://hdl.handle.net/1842/14186
Michigan State University
18. Kang, Lening. Nash equilibria in the continuous-time principal-agent problem with multiple principals.
Degree: 2013, Michigan State University
URL: http://etd.lib.msu.edu/islandora/object/etd:1955
Subjects/Keywords: Equilibrium (Economics) – Mathematical models; Finance – Mathematical models; Stochastic differential equations; Stochastic analysis; Statistics; Finance; Nash equilibrium; Backward stochastic differential equations
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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager
APA (6th Edition):
Kang, L. (2013). Nash equilibria in the continuous-time principal-agent problem with multiple principals. (Thesis). Michigan State University. Retrieved from http://etd.lib.msu.edu/islandora/object/etd:1955
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):
Kang, Lening. “Nash equilibria in the continuous-time principal-agent problem with multiple principals.” 2013. Thesis, Michigan State University. Accessed March 01, 2021. http://etd.lib.msu.edu/islandora/object/etd:1955.
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
MLA Handbook (7th Edition):
Kang, Lening. “Nash equilibria in the continuous-time principal-agent problem with multiple principals.” 2013. Web. 01 Mar 2021.
Vancouver:
Kang L. Nash equilibria in the continuous-time principal-agent problem with multiple principals. [Internet] [Thesis]. Michigan State University; 2013. [cited 2021 Mar 01]. Available from: http://etd.lib.msu.edu/islandora/object/etd:1955.
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
Council of Science Editors:
Kang L. Nash equilibria in the continuous-time principal-agent problem with multiple principals. [Thesis]. Michigan State University; 2013. Available from: http://etd.lib.msu.edu/islandora/object/etd:1955
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
University of Rochester
19. Henao, Alejandro Gomez (1983 - ). Uniqueness properties in the theory of stochastic differential equations.
Degree: PhD, 2013, University of Rochester
URL: http://hdl.handle.net/1802/26859
Subjects/Keywords: Binary matrices; Stochastic differential equations; Stochastic processes; Uniqueness
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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager
APA (6th Edition):
Henao, A. G. (. -. ). (2013). Uniqueness properties in the theory of stochastic differential equations. (Doctoral Dissertation). University of Rochester. Retrieved from http://hdl.handle.net/1802/26859
Chicago Manual of Style (16th Edition):
Henao, Alejandro Gomez (1983 - ). “Uniqueness properties in the theory of stochastic differential equations.” 2013. Doctoral Dissertation, University of Rochester. Accessed March 01, 2021. http://hdl.handle.net/1802/26859.
MLA Handbook (7th Edition):
Henao, Alejandro Gomez (1983 - ). “Uniqueness properties in the theory of stochastic differential equations.” 2013. Web. 01 Mar 2021.
Vancouver:
Henao AG(-). Uniqueness properties in the theory of stochastic differential equations. [Internet] [Doctoral dissertation]. University of Rochester; 2013. [cited 2021 Mar 01]. Available from: http://hdl.handle.net/1802/26859.
Council of Science Editors:
Henao AG(-). Uniqueness properties in the theory of stochastic differential equations. [Doctoral Dissertation]. University of Rochester; 2013. Available from: http://hdl.handle.net/1802/26859
University of Alberta
20. Deng, Jian. Uncertainty Quantification of Dynamical Systems and Stochastic Symplectic Schemes.
Degree: PhD, Department of Mathematical and Statistical Sciences, 2013, University of Alberta
URL: https://era.library.ualberta.ca/files/n583xv59r
Subjects/Keywords: stochastic symplectic integrator; Uncertainty Quantification; Stochastic differential equations
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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager
APA (6th Edition):
Deng, J. (2013). Uncertainty Quantification of Dynamical Systems and Stochastic Symplectic Schemes. (Doctoral Dissertation). University of Alberta. Retrieved from https://era.library.ualberta.ca/files/n583xv59r
Chicago Manual of Style (16th Edition):
Deng, Jian. “Uncertainty Quantification of Dynamical Systems and Stochastic Symplectic Schemes.” 2013. Doctoral Dissertation, University of Alberta. Accessed March 01, 2021. https://era.library.ualberta.ca/files/n583xv59r.
MLA Handbook (7th Edition):
Deng, Jian. “Uncertainty Quantification of Dynamical Systems and Stochastic Symplectic Schemes.” 2013. Web. 01 Mar 2021.
Vancouver:
Deng J. Uncertainty Quantification of Dynamical Systems and Stochastic Symplectic Schemes. [Internet] [Doctoral dissertation]. University of Alberta; 2013. [cited 2021 Mar 01]. Available from: https://era.library.ualberta.ca/files/n583xv59r.
Council of Science Editors:
Deng J. Uncertainty Quantification of Dynamical Systems and Stochastic Symplectic Schemes. [Doctoral Dissertation]. University of Alberta; 2013. Available from: https://era.library.ualberta.ca/files/n583xv59r
Stellenbosch University
21. Ndounkeu, Ludovic Tangpi. Optimal cross hedging of Insurance derivatives using quadratic BSDEs.
Degree: MSc, Mathematical Sciences, 2011, Stellenbosch University
URL: http://hdl.handle.net/10019.1/17950
Subjects/Keywords: Mathematics; Backward stochastic differential equations; Stochastic control; Insurance derivatives; Cross hedging
Record Details
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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager
APA (6th Edition):
Ndounkeu, L. T. (2011). Optimal cross hedging of Insurance derivatives using quadratic BSDEs. (Masters Thesis). Stellenbosch University. Retrieved from http://hdl.handle.net/10019.1/17950
Chicago Manual of Style (16th Edition):
Ndounkeu, Ludovic Tangpi. “Optimal cross hedging of Insurance derivatives using quadratic BSDEs.” 2011. Masters Thesis, Stellenbosch University. Accessed March 01, 2021. http://hdl.handle.net/10019.1/17950.
MLA Handbook (7th Edition):
Ndounkeu, Ludovic Tangpi. “Optimal cross hedging of Insurance derivatives using quadratic BSDEs.” 2011. Web. 01 Mar 2021.
Vancouver:
Ndounkeu LT. Optimal cross hedging of Insurance derivatives using quadratic BSDEs. [Internet] [Masters thesis]. Stellenbosch University; 2011. [cited 2021 Mar 01]. Available from: http://hdl.handle.net/10019.1/17950.
Council of Science Editors:
Ndounkeu LT. Optimal cross hedging of Insurance derivatives using quadratic BSDEs. [Masters Thesis]. Stellenbosch University; 2011. Available from: http://hdl.handle.net/10019.1/17950
Texas Tech University
22. Hartwig, Ronald Craig. Cumulants of an IQF via differential equations.
Degree: 1973, Texas Tech University
URL: http://hdl.handle.net/2346/9116
Subjects/Keywords: Stochastic differential equations; Stochastic processes
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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager
APA (6th Edition):
Hartwig, R. C. (1973). Cumulants of an IQF via differential equations. (Thesis). Texas Tech University. Retrieved from http://hdl.handle.net/2346/9116
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):
Hartwig, Ronald Craig. “Cumulants of an IQF via differential equations.” 1973. Thesis, Texas Tech University. Accessed March 01, 2021. http://hdl.handle.net/2346/9116.
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
MLA Handbook (7th Edition):
Hartwig, Ronald Craig. “Cumulants of an IQF via differential equations.” 1973. Web. 01 Mar 2021.
Vancouver:
Hartwig RC. Cumulants of an IQF via differential equations. [Internet] [Thesis]. Texas Tech University; 1973. [cited 2021 Mar 01]. Available from: http://hdl.handle.net/2346/9116.
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
Council of Science Editors:
Hartwig RC. Cumulants of an IQF via differential equations. [Thesis]. Texas Tech University; 1973. Available from: http://hdl.handle.net/2346/9116
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
Georgia Tech
23. Exarchos, Ioannis. Stochastic optimal control - a forward and backward sampling approach.
Degree: PhD, Aerospace Engineering, 2017, Georgia Tech
URL: http://hdl.handle.net/1853/59263
Subjects/Keywords: Stochastic optimal control; Forward and backward stochastic differential equations
Record Details
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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager
APA (6th Edition):
Exarchos, I. (2017). Stochastic optimal control - a forward and backward sampling approach. (Doctoral Dissertation). Georgia Tech. Retrieved from http://hdl.handle.net/1853/59263
Chicago Manual of Style (16th Edition):
Exarchos, Ioannis. “Stochastic optimal control - a forward and backward sampling approach.” 2017. Doctoral Dissertation, Georgia Tech. Accessed March 01, 2021. http://hdl.handle.net/1853/59263.
MLA Handbook (7th Edition):
Exarchos, Ioannis. “Stochastic optimal control - a forward and backward sampling approach.” 2017. Web. 01 Mar 2021.
Vancouver:
Exarchos I. Stochastic optimal control - a forward and backward sampling approach. [Internet] [Doctoral dissertation]. Georgia Tech; 2017. [cited 2021 Mar 01]. Available from: http://hdl.handle.net/1853/59263.
Council of Science Editors:
Exarchos I. Stochastic optimal control - a forward and backward sampling approach. [Doctoral Dissertation]. Georgia Tech; 2017. Available from: http://hdl.handle.net/1853/59263
University of New South Wales
24.
Roberts, Dale.
Equations with Boundary Noise.
Degree: Mathematics & Statistics, 2011, University of New South Wales
URL: http://handle.unsw.edu.au/1959.4/51637
;
https://unsworks.unsw.edu.au/fapi/datastream/unsworks:10304/SOURCE02?view=true
Subjects/Keywords: Weighted spaces; Stochastic partial differential equations; Gaussian random fields; Stochastic evolution equations
Record Details
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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager
APA (6th Edition):
Roberts, D. (2011). Equations with Boundary Noise. (Doctoral Dissertation). University of New South Wales. Retrieved from http://handle.unsw.edu.au/1959.4/51637 ; https://unsworks.unsw.edu.au/fapi/datastream/unsworks:10304/SOURCE02?view=true
Chicago Manual of Style (16th Edition):
Roberts, Dale. “Equations with Boundary Noise.” 2011. Doctoral Dissertation, University of New South Wales. Accessed March 01, 2021. http://handle.unsw.edu.au/1959.4/51637 ; https://unsworks.unsw.edu.au/fapi/datastream/unsworks:10304/SOURCE02?view=true.
MLA Handbook (7th Edition):
Roberts, Dale. “Equations with Boundary Noise.” 2011. Web. 01 Mar 2021.
Vancouver:
Roberts D. Equations with Boundary Noise. [Internet] [Doctoral dissertation]. University of New South Wales; 2011. [cited 2021 Mar 01]. Available from: http://handle.unsw.edu.au/1959.4/51637 ; https://unsworks.unsw.edu.au/fapi/datastream/unsworks:10304/SOURCE02?view=true.
Council of Science Editors:
Roberts D. Equations with Boundary Noise. [Doctoral Dissertation]. University of New South Wales; 2011. Available from: http://handle.unsw.edu.au/1959.4/51637 ; https://unsworks.unsw.edu.au/fapi/datastream/unsworks:10304/SOURCE02?view=true
University of Kansas
25. Liu, Yanghui. Numerical solutions of rough differential equations and stochastic differential equations.
Degree: PhD, Mathematics, 2016, University of Kansas
URL: http://hdl.handle.net/1808/21866
Subjects/Keywords: Mathematics; fourth moment theorem; fractional Brownian motions; Numerical solutions; rough differential equations; stochastic differential equations
Record Details
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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager
APA (6th Edition):
Liu, Y. (2016). Numerical solutions of rough differential equations and stochastic differential equations. (Doctoral Dissertation). University of Kansas. Retrieved from http://hdl.handle.net/1808/21866
Chicago Manual of Style (16th Edition):
Liu, Yanghui. “Numerical solutions of rough differential equations and stochastic differential equations.” 2016. Doctoral Dissertation, University of Kansas. Accessed March 01, 2021. http://hdl.handle.net/1808/21866.
MLA Handbook (7th Edition):
Liu, Yanghui. “Numerical solutions of rough differential equations and stochastic differential equations.” 2016. Web. 01 Mar 2021.
Vancouver:
Liu Y. Numerical solutions of rough differential equations and stochastic differential equations. [Internet] [Doctoral dissertation]. University of Kansas; 2016. [cited 2021 Mar 01]. Available from: http://hdl.handle.net/1808/21866.
Council of Science Editors:
Liu Y. Numerical solutions of rough differential equations and stochastic differential equations. [Doctoral Dissertation]. University of Kansas; 2016. Available from: http://hdl.handle.net/1808/21866
26. Hofmanová, Martina. Degenerate parabolic stochastic partial differential equations : Équations aux dérivées partielles stochastiques paraboliques dégénérées.
Degree: Docteur es, Mathématiques, 2013, Cachan, Ecole normale supérieure; Charles University. Faculty of mathematics and physics. Department of metal physics (Prague)
URL: http://www.theses.fr/2013DENS0024
Subjects/Keywords: Équations aux dérivées partielles stochastiques; Équations différentielles stochastiques; Solutions cinétiques; Stochastic partial differential equations; Stochastic differential equations; Kinetic solutions
Record Details
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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager
APA (6th Edition):
Hofmanová, M. (2013). Degenerate parabolic stochastic partial differential equations : Équations aux dérivées partielles stochastiques paraboliques dégénérées. (Doctoral Dissertation). Cachan, Ecole normale supérieure; Charles University. Faculty of mathematics and physics. Department of metal physics (Prague). Retrieved from http://www.theses.fr/2013DENS0024
Chicago Manual of Style (16th Edition):
Hofmanová, Martina. “Degenerate parabolic stochastic partial differential equations : Équations aux dérivées partielles stochastiques paraboliques dégénérées.” 2013. Doctoral Dissertation, Cachan, Ecole normale supérieure; Charles University. Faculty of mathematics and physics. Department of metal physics (Prague). Accessed March 01, 2021. http://www.theses.fr/2013DENS0024.
MLA Handbook (7th Edition):
Hofmanová, Martina. “Degenerate parabolic stochastic partial differential equations : Équations aux dérivées partielles stochastiques paraboliques dégénérées.” 2013. Web. 01 Mar 2021.
Vancouver:
Hofmanová M. Degenerate parabolic stochastic partial differential equations : Équations aux dérivées partielles stochastiques paraboliques dégénérées. [Internet] [Doctoral dissertation]. Cachan, Ecole normale supérieure; Charles University. Faculty of mathematics and physics. Department of metal physics (Prague); 2013. [cited 2021 Mar 01]. Available from: http://www.theses.fr/2013DENS0024.
Council of Science Editors:
Hofmanová M. Degenerate parabolic stochastic partial differential equations : Équations aux dérivées partielles stochastiques paraboliques dégénérées. [Doctoral Dissertation]. Cachan, Ecole normale supérieure; Charles University. Faculty of mathematics and physics. Department of metal physics (Prague); 2013. Available from: http://www.theses.fr/2013DENS0024
University of Manchester
27. Yue, Wen. Absolute continuity of the laws, existence and uniqueness of solutions of some SDEs and SPDEs.
Degree: PhD, 2014, University of Manchester
URL: https://www.research.manchester.ac.uk/portal/en/theses/absolute-continuity-of-the-laws-existence-and-uniqueness-of-solutions-of-some-sdes-and-spdes(2bc80de8-7c36-453f-a7c2-69fa4ee0e705).html
;
http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.603266
Subjects/Keywords: 519.2; Stochastic differential equations; Stochastic partial differential equations; Diffusion processes; Peturbed diffusion processes; Reflecting walls;
Record Details
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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager
APA (6th Edition):
Yue, W. (2014). Absolute continuity of the laws, existence and uniqueness of solutions of some SDEs and SPDEs. (Doctoral Dissertation). University of Manchester. Retrieved from https://www.research.manchester.ac.uk/portal/en/theses/absolute-continuity-of-the-laws-existence-and-uniqueness-of-solutions-of-some-sdes-and-spdes(2bc80de8-7c36-453f-a7c2-69fa4ee0e705).html ; http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.603266
Chicago Manual of Style (16th Edition):
Yue, Wen. “Absolute continuity of the laws, existence and uniqueness of solutions of some SDEs and SPDEs.” 2014. Doctoral Dissertation, University of Manchester. Accessed March 01, 2021. https://www.research.manchester.ac.uk/portal/en/theses/absolute-continuity-of-the-laws-existence-and-uniqueness-of-solutions-of-some-sdes-and-spdes(2bc80de8-7c36-453f-a7c2-69fa4ee0e705).html ; http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.603266.
MLA Handbook (7th Edition):
Yue, Wen. “Absolute continuity of the laws, existence and uniqueness of solutions of some SDEs and SPDEs.” 2014. Web. 01 Mar 2021.
Vancouver:
Yue W. Absolute continuity of the laws, existence and uniqueness of solutions of some SDEs and SPDEs. [Internet] [Doctoral dissertation]. University of Manchester; 2014. [cited 2021 Mar 01]. Available from: https://www.research.manchester.ac.uk/portal/en/theses/absolute-continuity-of-the-laws-existence-and-uniqueness-of-solutions-of-some-sdes-and-spdes(2bc80de8-7c36-453f-a7c2-69fa4ee0e705).html ; http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.603266.
Council of Science Editors:
Yue W. Absolute continuity of the laws, existence and uniqueness of solutions of some SDEs and SPDEs. [Doctoral Dissertation]. University of Manchester; 2014. Available from: https://www.research.manchester.ac.uk/portal/en/theses/absolute-continuity-of-the-laws-existence-and-uniqueness-of-solutions-of-some-sdes-and-spdes(2bc80de8-7c36-453f-a7c2-69fa4ee0e705).html ; http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.603266
University of Oxford
28. Liu, Xuan. Some contribution to analysis and stochastic analysis.
Degree: PhD, 2018, University of Oxford
URL: http://ora.ox.ac.uk/objects/uuid:485474c0-2501-4ef0-a0bc-492e5c6c9d62
;
https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.757850
Subjects/Keywords: 519.2; Mathematics; Stochastic Analysis; Singular measures; Sobolev inequalities; Backward stochastic differential equations; Sierpinski gasket; Semi-linear partial differential equations
Record Details
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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager
APA (6th Edition):
Liu, X. (2018). Some contribution to analysis and stochastic analysis. (Doctoral Dissertation). University of Oxford. Retrieved from http://ora.ox.ac.uk/objects/uuid:485474c0-2501-4ef0-a0bc-492e5c6c9d62 ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.757850
Chicago Manual of Style (16th Edition):
Liu, Xuan. “Some contribution to analysis and stochastic analysis.” 2018. Doctoral Dissertation, University of Oxford. Accessed March 01, 2021. http://ora.ox.ac.uk/objects/uuid:485474c0-2501-4ef0-a0bc-492e5c6c9d62 ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.757850.
MLA Handbook (7th Edition):
Liu, Xuan. “Some contribution to analysis and stochastic analysis.” 2018. Web. 01 Mar 2021.
Vancouver:
Liu X. Some contribution to analysis and stochastic analysis. [Internet] [Doctoral dissertation]. University of Oxford; 2018. [cited 2021 Mar 01]. Available from: http://ora.ox.ac.uk/objects/uuid:485474c0-2501-4ef0-a0bc-492e5c6c9d62 ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.757850.
Council of Science Editors:
Liu X. Some contribution to analysis and stochastic analysis. [Doctoral Dissertation]. University of Oxford; 2018. Available from: http://ora.ox.ac.uk/objects/uuid:485474c0-2501-4ef0-a0bc-492e5c6c9d62 ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.757850
Colorado School of Mines
29. Thompson, Ty. Algorithms and analysis for simulation of deterministic and stochastic Ginzburg-Landau models.
Degree: PhD, Applied Mathematics and Statistics, 2013, Colorado School of Mines
URL: http://hdl.handle.net/11124/77787
Subjects/Keywords: Ginzburg-Landau (GL) models; Uncertainty Quantification (UQ); superconductivity; Stochastic Partial Differential Equations (SPDEs); numerical simulation of PDEs; Superconductivity; Differential equations, Partial; Stochastic differential equations; Mathematical models
Record Details
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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager
APA (6th Edition):
Thompson, T. (2013). Algorithms and analysis for simulation of deterministic and stochastic Ginzburg-Landau models. (Doctoral Dissertation). Colorado School of Mines. Retrieved from http://hdl.handle.net/11124/77787
Chicago Manual of Style (16th Edition):
Thompson, Ty. “Algorithms and analysis for simulation of deterministic and stochastic Ginzburg-Landau models.” 2013. Doctoral Dissertation, Colorado School of Mines. Accessed March 01, 2021. http://hdl.handle.net/11124/77787.
MLA Handbook (7th Edition):
Thompson, Ty. “Algorithms and analysis for simulation of deterministic and stochastic Ginzburg-Landau models.” 2013. Web. 01 Mar 2021.
Vancouver:
Thompson T. Algorithms and analysis for simulation of deterministic and stochastic Ginzburg-Landau models. [Internet] [Doctoral dissertation]. Colorado School of Mines; 2013. [cited 2021 Mar 01]. Available from: http://hdl.handle.net/11124/77787.
Council of Science Editors:
Thompson T. Algorithms and analysis for simulation of deterministic and stochastic Ginzburg-Landau models. [Doctoral Dissertation]. Colorado School of Mines; 2013. Available from: http://hdl.handle.net/11124/77787
Western Kentucky University
30. Cheng, Gang. Analyzing and Solving Non-Linear Stochastic Dynamic Models on Non-Periodic Discrete Time Domains.
Degree: MS, Department of Mathematics, 2013, Western Kentucky University
URL: https://digitalcommons.wku.edu/theses/1236
Subjects/Keywords: Dynamic Programming; Stochastic Programming; Stochastic Control Theory; Stochastic Differential Equations; Stochastic Analysis; Martingales (Mathematics); Analysis; Applied Mathematics; Mathematics; Statistics and Probability
Record Details
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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager
APA (6th Edition):
Cheng, G. (2013). Analyzing and Solving Non-Linear Stochastic Dynamic Models on Non-Periodic Discrete Time Domains. (Masters Thesis). Western Kentucky University. Retrieved from https://digitalcommons.wku.edu/theses/1236
Chicago Manual of Style (16th Edition):
Cheng, Gang. “Analyzing and Solving Non-Linear Stochastic Dynamic Models on Non-Periodic Discrete Time Domains.” 2013. Masters Thesis, Western Kentucky University. Accessed March 01, 2021. https://digitalcommons.wku.edu/theses/1236.
MLA Handbook (7th Edition):
Cheng, Gang. “Analyzing and Solving Non-Linear Stochastic Dynamic Models on Non-Periodic Discrete Time Domains.” 2013. Web. 01 Mar 2021.
Vancouver:
Cheng G. Analyzing and Solving Non-Linear Stochastic Dynamic Models on Non-Periodic Discrete Time Domains. [Internet] [Masters thesis]. Western Kentucky University; 2013. [cited 2021 Mar 01]. Available from: https://digitalcommons.wku.edu/theses/1236.
Council of Science Editors:
Cheng G. Analyzing and Solving Non-Linear Stochastic Dynamic Models on Non-Periodic Discrete Time Domains. [Masters Thesis]. Western Kentucky University; 2013. Available from: https://digitalcommons.wku.edu/theses/1236