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You searched for subject:(Stochastic differential equations). Showing records 1 – 30 of 356 total matches.

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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

 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 (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 October 25, 2020. http://hdl.handle.net/10657/4814.

MLA Handbook (7th Edition):

Ouegnin, Francois Alexis 1979-. “Non-Parametric Estimation of Stochastic Differential Equations.” 2017. Web. 25 Oct 2020.

Vancouver:

Ouegnin FA1. Non-Parametric Estimation of Stochastic Differential Equations. [Internet] [Doctoral dissertation]. University of Houston; 2017. [cited 2020 Oct 25]. 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

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 (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 October 25, 2020. 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. 25 Oct 2020.

Vancouver:

Ozen HC. Long Time Propagation of Stochasticity by Dynamical Polynomial Chaos Expansions. [Internet] [Doctoral dissertation]. Columbia University; 2017. [cited 2020 Oct 25]. 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

 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 (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 October 25, 2020. http://hdl.handle.net/1808/27802.

MLA Handbook (7th Edition):

Lewis, Peter. “Regularity of Stochastic Burgers’-Type Equations.” 2018. Web. 25 Oct 2020.

Vancouver:

Lewis P. Regularity of Stochastic Burgers’-Type Equations. [Internet] [Doctoral dissertation]. University of Kansas; 2018. [cited 2020 Oct 25]. 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

 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 (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 October 25, 2020. 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. 25 Oct 2020.

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 2020 Oct 25]. 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

 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 (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 October 25, 2020. 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. 25 Oct 2020.

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 2020 Oct 25]. 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

 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 (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 October 25, 2020. http://hdl.handle.net/10150/556867.

MLA Handbook (7th Edition):

McDaniel, Austin James. “The Effects of Time Delay on Noisy Systems .” 2015. Web. 25 Oct 2020.

Vancouver:

McDaniel AJ. The Effects of Time Delay on Noisy Systems . [Internet] [Doctoral dissertation]. University of Arizona; 2015. [cited 2020 Oct 25]. 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

 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 (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 October 25, 2020. http://hdl.handle.net/1802/33152.

MLA Handbook (7th Edition):

Lin, Kevin. “Hitting properties of a stochastic PDE.” 2017. Web. 25 Oct 2020.

Vancouver:

Lin K. Hitting properties of a stochastic PDE. [Internet] [Doctoral dissertation]. University of Rochester; 2017. [cited 2020 Oct 25]. 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

 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 (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 October 25, 2020. https://doi.org/10.7916/d8-1xh3-7c82.

MLA Handbook (7th Edition):

Ghosal, Promit. “Time evolution of the Kardar-Parisi-Zhang equation.” 2020. Web. 25 Oct 2020.

Vancouver:

Ghosal P. Time evolution of the Kardar-Parisi-Zhang equation. [Internet] [Doctoral dissertation]. Columbia University; 2020. [cited 2020 Oct 25]. 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

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

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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 October 25, 2020. 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. 25 Oct 2020.

Vancouver:

René A. Spectral Solution Method for Distributed Delay Stochastic Differential Equations . [Internet] [Thesis]. University of Ottawa; 2016. [cited 2020 Oct 25]. 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

 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 (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 October 25, 2020. https://era.library.ualberta.ca/files/6w924d05r.

MLA Handbook (7th Edition):

Krasin, Vladislav. “Comparison theorem and its applications to finance.” 2010. Web. 25 Oct 2020.

Vancouver:

Krasin V. Comparison theorem and its applications to finance. [Internet] [Doctoral dissertation]. University of Alberta; 2010. [cited 2020 Oct 25]. 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

 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 (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 October 25, 2020. 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. 25 Oct 2020.

Vancouver:

Massoud M. Statistical verification techniques for stochastic dynamic systems . [Internet] [Thesis]. State University of New York at New Paltz; 2015. [cited 2020 Oct 25]. 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

 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

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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 October 25, 2020. 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. 25 Oct 2020.

Vancouver:

Dandapani A. Enlargement of Filtration and the Strict Local Martingale Property in Stochastic Differential Equations. [Internet] [Doctoral dissertation]. Columbia University; 2016. [cited 2020 Oct 25]. 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

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

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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 October 25, 2020. 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. 25 Oct 2020.

Vancouver:

Taylor P. Simulating Gaussian random fields and solving stochastic differential equations using bounded Wiener increments. [Internet] [Doctoral dissertation]. University of Manchester; 2014. [cited 2020 Oct 25]. 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


Michigan State University

14. Huang, Liying. Stochastic differential equations and their numerical approximations.

Degree: PhD, Department of Mathematics, 1995, Michigan State University

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 October 25, 2020. http://etd.lib.msu.edu/islandora/object/etd:29961.

MLA Handbook (7th Edition):

Huang, Liying. “Stochastic differential equations and their numerical approximations.” 1995. Web. 25 Oct 2020.

Vancouver:

Huang L. Stochastic differential equations and their numerical approximations. [Internet] [Doctoral dissertation]. Michigan State University; 1995. [cited 2020 Oct 25]. 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


University of Southern California

15. 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

 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

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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 October 25, 2020. 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. 25 Oct 2020.

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 2020 Oct 25]. 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


University of Edinburgh

16. Dareiotis, Anastasios Constantinos. Stochastic partial differential and integro-differential equations.

Degree: PhD, 2015, University of Edinburgh

 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

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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 October 25, 2020. http://hdl.handle.net/1842/14186.

MLA Handbook (7th Edition):

Dareiotis, Anastasios Constantinos. “Stochastic partial differential and integro-differential equations.” 2015. Web. 25 Oct 2020.

Vancouver:

Dareiotis AC. Stochastic partial differential and integro-differential equations. [Internet] [Doctoral dissertation]. University of Edinburgh; 2015. [cited 2020 Oct 25]. 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


University of Rochester

17. Henao, Alejandro Gomez (1983 - ). Uniqueness properties in the theory of stochastic differential equations.

Degree: PhD, 2013, University of Rochester

 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

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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 October 25, 2020. 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. 25 Oct 2020.

Vancouver:

Henao AG(-). Uniqueness properties in the theory of stochastic differential equations. [Internet] [Doctoral dissertation]. University of Rochester; 2013. [cited 2020 Oct 25]. 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

18. Deng, Jian. Uncertainty Quantification of Dynamical Systems and Stochastic Symplectic Schemes.

Degree: PhD, Department of Mathematical and Statistical Sciences, 2013, University of Alberta

 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

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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 October 25, 2020. https://era.library.ualberta.ca/files/n583xv59r.

MLA Handbook (7th Edition):

Deng, Jian. “Uncertainty Quantification of Dynamical Systems and Stochastic Symplectic Schemes.” 2013. Web. 25 Oct 2020.

Vancouver:

Deng J. Uncertainty Quantification of Dynamical Systems and Stochastic Symplectic Schemes. [Internet] [Doctoral dissertation]. University of Alberta; 2013. [cited 2020 Oct 25]. 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

19. Ndounkeu, Ludovic Tangpi. Optimal cross hedging of Insurance derivatives using quadratic BSDEs.

Degree: MSc, Mathematical Sciences, 2011, Stellenbosch University

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

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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 October 25, 2020. 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. 25 Oct 2020.

Vancouver:

Ndounkeu LT. Optimal cross hedging of Insurance derivatives using quadratic BSDEs. [Internet] [Masters thesis]. Stellenbosch University; 2011. [cited 2020 Oct 25]. 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

20. Hartwig, Ronald Craig. Cumulants of an IQF via differential equations.

Degree: 1973, Texas Tech University

Subjects/Keywords: Stochastic differential equations; Stochastic processes

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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 October 25, 2020. 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. 25 Oct 2020.

Vancouver:

Hartwig RC. Cumulants of an IQF via differential equations. [Internet] [Thesis]. Texas Tech University; 1973. [cited 2020 Oct 25]. 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

21. Exarchos, Ioannis. Stochastic optimal control - a forward and backward sampling approach.

Degree: PhD, Aerospace Engineering, 2017, Georgia Tech

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 (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 October 25, 2020. http://hdl.handle.net/1853/59263.

MLA Handbook (7th Edition):

Exarchos, Ioannis. “Stochastic optimal control - a forward and backward sampling approach.” 2017. Web. 25 Oct 2020.

Vancouver:

Exarchos I. Stochastic optimal control - a forward and backward sampling approach. [Internet] [Doctoral dissertation]. Georgia Tech; 2017. [cited 2020 Oct 25]. 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

22. Roberts, Dale. Equations with Boundary Noise.

Degree: Mathematics & Statistics, 2011, University of New South Wales

 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 (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 October 25, 2020. 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. 25 Oct 2020.

Vancouver:

Roberts D. Equations with Boundary Noise. [Internet] [Doctoral dissertation]. University of New South Wales; 2011. [cited 2020 Oct 25]. 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

23. Liu, Yanghui. Numerical solutions of rough differential equations and stochastic differential equations.

Degree: PhD, Mathematics, 2016, University of Kansas

 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

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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 October 25, 2020. http://hdl.handle.net/1808/21866.

MLA Handbook (7th Edition):

Liu, Yanghui. “Numerical solutions of rough differential equations and stochastic differential equations.” 2016. Web. 25 Oct 2020.

Vancouver:

Liu Y. Numerical solutions of rough differential equations and stochastic differential equations. [Internet] [Doctoral dissertation]. University of Kansas; 2016. [cited 2020 Oct 25]. 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

24. 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)

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

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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 October 25, 2020. 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. 25 Oct 2020.

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 2020 Oct 25]. 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 Oxford

25. Liu, Xuan. Some contribution to analysis and stochastic analysis.

Degree: PhD, 2018, University of Oxford

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

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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 October 25, 2020. 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. 25 Oct 2020.

Vancouver:

Liu X. Some contribution to analysis and stochastic analysis. [Internet] [Doctoral dissertation]. University of Oxford; 2018. [cited 2020 Oct 25]. 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


University of Manchester

26. Yue, Wen. Absolute continuity of the laws, existence and uniqueness of solutions of some SDEs and SPDEs.

Degree: PhD, 2014, University of Manchester

 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;

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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 October 25, 2020. 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. 25 Oct 2020.

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 2020 Oct 25]. 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


Western Kentucky University

27. 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

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

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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 October 25, 2020. 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. 25 Oct 2020.

Vancouver:

Cheng G. Analyzing and Solving Non-Linear Stochastic Dynamic Models on Non-Periodic Discrete Time Domains. [Internet] [Masters thesis]. Western Kentucky University; 2013. [cited 2020 Oct 25]. Available from: https://digitalcommons.wku.edu/theses/1236.

Council of Science Editors:

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


University of Oxford

28. Lionnet, Arnaud. Topics on backward stochastic differential equations : theoretical and practical aspects.

Degree: PhD, 2013, University of Oxford

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

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

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APA (6th Edition):

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

Chicago Manual of Style (16th Edition):

Lionnet, Arnaud. “Topics on backward stochastic differential equations : theoretical and practical aspects.” 2013. Doctoral Dissertation, University of Oxford. Accessed October 25, 2020. http://ora.ox.ac.uk/objects/uuid:0c1154d0-61ac-428a-8ef7-29a546f2da42 ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.595938.

MLA Handbook (7th Edition):

Lionnet, Arnaud. “Topics on backward stochastic differential equations : theoretical and practical aspects.” 2013. Web. 25 Oct 2020.

Vancouver:

Lionnet A. Topics on backward stochastic differential equations : theoretical and practical aspects. [Internet] [Doctoral dissertation]. University of Oxford; 2013. [cited 2020 Oct 25]. Available from: http://ora.ox.ac.uk/objects/uuid:0c1154d0-61ac-428a-8ef7-29a546f2da42 ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.595938.

Council of Science Editors:

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


University of Manchester

29. Taylor, Phillip. Simulating Gaussian Random Fields and Solving Stochastic Differential Equations using Bounded Wiener Increments.

Degree: 2014, University of Manchester

See full text for abstract. Advisors/Committee Members: SHARDLOW, TONY T, Powell, Catherine, Shardlow, Tony.

Subjects/Keywords: Stochastic Differential Equations; Random Fields

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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 http://www.manchester.ac.uk/escholar/uk-ac-man-scw:218285

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 October 25, 2020. http://www.manchester.ac.uk/escholar/uk-ac-man-scw:218285.

MLA Handbook (7th Edition):

Taylor, Phillip. “Simulating Gaussian Random Fields and Solving Stochastic Differential Equations using Bounded Wiener Increments.” 2014. Web. 25 Oct 2020.

Vancouver:

Taylor P. Simulating Gaussian Random Fields and Solving Stochastic Differential Equations using Bounded Wiener Increments. [Internet] [Doctoral dissertation]. University of Manchester; 2014. [cited 2020 Oct 25]. Available from: http://www.manchester.ac.uk/escholar/uk-ac-man-scw:218285.

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: http://www.manchester.ac.uk/escholar/uk-ac-man-scw:218285


University of Adelaide

30. Maizurna, Isna. Semigroup methods for degenerate cauchy problems and stochastic evolution equations / Isna Maizurna.

Degree: 1999, University of Adelaide

Subjects/Keywords: Cauchy problem.; Stochastic differential equations.

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APA (6th Edition):

Maizurna, I. (1999). Semigroup methods for degenerate cauchy problems and stochastic evolution equations / Isna Maizurna. (Thesis). University of Adelaide. Retrieved from http://hdl.handle.net/2440/19449

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):

Maizurna, Isna. “Semigroup methods for degenerate cauchy problems and stochastic evolution equations / Isna Maizurna.” 1999. Thesis, University of Adelaide. Accessed October 25, 2020. http://hdl.handle.net/2440/19449.

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

MLA Handbook (7th Edition):

Maizurna, Isna. “Semigroup methods for degenerate cauchy problems and stochastic evolution equations / Isna Maizurna.” 1999. Web. 25 Oct 2020.

Vancouver:

Maizurna I. Semigroup methods for degenerate cauchy problems and stochastic evolution equations / Isna Maizurna. [Internet] [Thesis]. University of Adelaide; 1999. [cited 2020 Oct 25]. Available from: http://hdl.handle.net/2440/19449.

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

Council of Science Editors:

Maizurna I. Semigroup methods for degenerate cauchy problems and stochastic evolution equations / Isna Maizurna. [Thesis]. University of Adelaide; 1999. Available from: http://hdl.handle.net/2440/19449

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

[1] [2] [3] [4] [5] … [12]

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