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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

► Parametric estimation techniques are commonly used, in academia and industry, to estimate the drift and diffusion of *Stochastic* *Differential* *Equations* (SDE). Their major limitation is…
(more)

Subjects/Keywords: Stochastic differential equations (SDE); Estimation

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

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

► *Stochastic* *differential* *equations* (SDEs) and *stochastic* partial *differential* *equations* (SPDEs) play an important role in many areas of engineering and applied sciences such as atmospheric…
(more)

Subjects/Keywords: Mathematics; Stochastic differential equations; Algorithms

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

► In classical partial *differential* *equations* (PDEs), it is well known that the solution to Burgers' equation in one spatial dimension with positive viscosity can be…
(more)

Subjects/Keywords: Mathematics; Stochastic partial differential equations

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

► In this dissertation, we investigate a very interesting class of quasi-linear *stochastic* partial *differential* *equations*. The main purpose of this article is to prove an…
(more)

Subjects/Keywords: Stochastic differential equations; Quasi-linear stochastic; UCTD

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

► It has been shown that backward doubly *stochastic* *differential* *equations* (BDSDEs) provide a probabilistic representation for a certain class of nonlinear parabolic *stochastic* partial *differential*…
(more)

Subjects/Keywords: 519.2; Backward doubly stochastic differential equations; Stochastic partial differential equations

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

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

► We consider a general *stochastic* *differential* delay equation (SDDE) with multiplicative colored noise. We study the limit as the time delays and the correlation times…
(more)

Subjects/Keywords: stochastic differential equations; time delay; Applied Mathematics; stochastic differential delay equations

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

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

► In this thesis, we investigate the hitting properties of a class of *stochastic* partial diffierential *equations* (SPDEs). SPDEs are PDEs with *stochastic* terms, analogous to…
(more)

Subjects/Keywords: Probability theory; Stochastic partial differential equations; Stochastic wave equations

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APA (6^{th} Edition):

Lin, K. (2017). Hitting properties of a stochastic PDE. (Doctoral Dissertation). University of Rochester. Retrieved from http://hdl.handle.net/1802/33152

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

Lin, Kevin. “Hitting properties of a stochastic PDE.” 2017. Doctoral Dissertation, University of Rochester. Accessed March 01, 2021. http://hdl.handle.net/1802/33152.

MLA Handbook (7^{th} 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

► The use of the non-linear SPDEs are inevitable in both physics and applied mathematics since many of the physical phenomena in nature can be effectively…
(more)

Subjects/Keywords: Mathematics; Statistical mechanics; Stochastic differential equations; Differential equations, Partial; Applied mathematics

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

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

► *Stochastic* delay *differential* *equations* naturally arise in models of complex natural phenomena, yet continue to resist efforts to find analytical solutions to them: general solutions…
(more)

Subjects/Keywords: stochastic differential equations; distributed delay differential equations; biorthogonal decomposition

Record Details Similar Records

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

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

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

► The current Thesis is devoted to comprehensive studies of comparison, or *stochastic* domination, theorems. It presents a combination of theoretical research and practical ideas formulated…
(more)

Subjects/Keywords: Mathematical finance, stochastic differential equations, comparison theorem

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

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

► Electronic chip design, aircraft stability, finance, economy and even our social life can be affected by random events. Noise is a random process that occurs…
(more)

Subjects/Keywords: Stochastic differential equations; Dynamics; Noise; Nonlinear systems

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APA (6^{th} 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

Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^{th} 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.

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} 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.

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

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

► In this thesis, we study the strict local martingale property of solutions of various types of *stochastic* *differential* *equations* and the effect of an initial…
(more)

Subjects/Keywords: Stochastic differential equations; Martingales (Mathematics); Mathematics

Record Details Similar Records

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

APA (6^{th} Edition):

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 (16^{th} 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 (7^{th} 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

This thesis is in two parts. Part I concerns simulation of random fields using the circulant embedding method, and Part II studies the numerical solution of stochastic differential equations (SDEs).

Subjects/Keywords: 519.2; Stochastic Differential Equations; Random Fields

Record Details Similar Records

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

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

► In this dissertation, we propose a regime switch term structure model built as forward-backward *stochastic* *differential* *equations*. We first generalize the model and study the…
(more)

Subjects/Keywords: discontinuous coefficient; regime switching; stochastic differential equations

Record Details Similar Records

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

Record Details Similar Records

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

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

► *Stochastic* *Differential* *Equations* (SDE) offer a rich framework to model the probabilistic evolution of the state of a system. Numerical approximation methods are typically needed…
(more)

Subjects/Keywords: options; Stochastic Differential Equations; Numerical Methods

Record Details Similar Records

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

APA (6^{th} 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

Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^{th} 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.

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} 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.

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

Not specified: Masters Thesis or Doctoral Dissertation

University of Edinburgh

17.
Dareiotis, Anastasios Constantinos.
* Stochastic* partial

Degree: PhD, 2015, University of Edinburgh

URL: http://hdl.handle.net/1842/14186

► In this work we present some new results concerning *stochastic* partial *differential* and integro-*differential* *equations* (SPDEs and SPIDEs) that appear in non-linear filtering. We prove…
(more)

Subjects/Keywords: 519.2; stochastic partial differential equations; stochastic partial integro-differential equations; SPDEs; SPIDEs

Record Details Similar Records

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

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

►

Thesis Ph. D. Michigan State University. Statistics 2013.

We study the principal-agent(owner-manager) problem with moral hazard in continuous time with a Brownian filtration, recursive preferences,… (more)

Subjects/Keywords: Equilibrium (Economics) – Mathematical models; Finance – Mathematical models; Stochastic differential equations; Stochastic analysis; Statistics; Finance; Nash equilibrium; Backward stochastic differential equations

Record Details Similar Records

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

APA (6^{th} 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

Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^{th} 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.

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} 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.

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

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

► The theory of *stochastic* *differential* *equations* (SDE) describes the world using *differential* *equations*, including randomness as a fundamental factor. This theory integrates randomness into the…
(more)

Subjects/Keywords: Binary matrices; Stochastic differential equations; Stochastic processes; Uniqueness

Record Details Similar Records

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

► It has been known that for some physical problems, a small change in the system parameters or in the initial/boundary conditions could leas to a…
(more)

Subjects/Keywords: stochastic symplectic integrator; Uncertainty Quantification; Stochastic differential equations

Record Details Similar Records

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

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

►

ENGLISH ABSTRACT: We consider the utility portfolio optimization problem of an investor whose activities are influenced by an exogenous financial risk (like bad weather or… (more)

Subjects/Keywords: Mathematics; Backward stochastic differential equations; Stochastic control; Insurance derivatives; Cross hedging

Record Details Similar Records

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

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

Record Details Similar Records

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

APA (6^{th} Edition):

Hartwig, R. C. (1973). Cumulants of an IQF via differential equations. (Thesis). Texas Tech University. Retrieved from http://hdl.handle.net/2346/9116

Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^{th} 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.

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} 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.

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

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

► *Stochastic* optimal control has seen significant recent development, motivated by its success in a plethora of engineering applications, such as autonomous systems, robotics, neuroscience, and…
(more)

Subjects/Keywords: Stochastic optimal control; Forward and backward stochastic differential equations

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

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

► In 1993, Da Prato and Zabczyk showed that if one considers the heat equation on the interval (0,1) with white noise Dirichlet boundary conditions then…
(more)

Subjects/Keywords: Weighted spaces; Stochastic partial differential equations; Gaussian random fields; Stochastic evolution equations

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

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

► In this dissertation, we investigate time-discrete numerical approximation schemes for rough *differential* *equations* and *stochastic* *differential* *equations* (SDE) driven by fractional Brownian motions (fBm). The…
(more)

Subjects/Keywords: Mathematics; fourth moment theorem; fractional Brownian motions; Numerical solutions; rough differential equations; stochastic differential equations

Record Details Similar Records

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

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

►

Dans cette thèse, on considère des problèmes issus de l'analyse d'EDP stochastiques paraboliques non-dégénérées et dégénérées, de lois de conservation hyperboliques stochastiques, et d'EDS avec… (more)

Subjects/Keywords: Équations aux dérivées partielles stochastiques; Équations différentielles stochastiques; Solutions cinétiques; Stochastic partial differential equations; Stochastic differential equations; Kinetic solutions

Record Details Similar Records

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

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

► This thesis consists of four parts. In the first part we recall some background theory that will be used throughout the thesis. In the second…
(more)

Subjects/Keywords: 519.2; Stochastic differential equations; Stochastic partial differential equations; Diffusion processes; Peturbed diffusion processes; Reflecting walls;

Record Details Similar Records

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

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

► The dissertation consists of two parts. The first part (Chapter 1 to 4) is on some contributions to the development of a non-linear analysis on…
(more)

Subjects/Keywords: 519.2; Mathematics; Stochastic Analysis; Singular measures; Sobolev inequalities; Backward stochastic differential equations; Sierpinski gasket; Semi-linear partial differential equations

Record Details Similar Records

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

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

► We focus on the efficient simulation of nondeterministic critical phenomena in the Ginzburg-Landau (GL) model for superconductivity. Deterministic GL is widely used to study the…
(more)

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 Similar Records

❌

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

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

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

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

Record Details Similar Records

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

APA (6^{th} Edition):

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

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

Cheng, Gang. “Analyzing and Solving Non-Linear Stochastic Dynamic Models on Non-Periodic Discrete Time Domains.” 2013. Masters Thesis, Western Kentucky University. Accessed March 01, 2021. https://digitalcommons.wku.edu/theses/1236.

MLA Handbook (7^{th} Edition):

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