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You searched for subject:(martingale condition). Showing records 1 – 6 of 6 total matches.

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University of Oxford

1. Zhang, Zichen. Local gradient estimate for porous medium and fast diffusion equations by Martingale method.

Degree: PhD, 2014, University of Oxford

 This thesis focuses on a certain type of nonlinear parabolic partial differential equations, i.e. PME and FDE. Chapter 1 consists of a survey on results… (more)

Subjects/Keywords: 515; Porous medium equation; Fast diffusion equation; Martingale; Curvature-dimension condition; Aronson-Benilan estimate

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

APA (6th Edition):

Zhang, Z. (2014). Local gradient estimate for porous medium and fast diffusion equations by Martingale method. (Doctoral Dissertation). University of Oxford. Retrieved from http://ora.ox.ac.uk/objects/uuid:551f79f8-b309-4a1f-8afa-c7dc433dad82 ; http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.655039

Chicago Manual of Style (16th Edition):

Zhang, Zichen. “Local gradient estimate for porous medium and fast diffusion equations by Martingale method.” 2014. Doctoral Dissertation, University of Oxford. Accessed November 28, 2020. http://ora.ox.ac.uk/objects/uuid:551f79f8-b309-4a1f-8afa-c7dc433dad82 ; http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.655039.

MLA Handbook (7th Edition):

Zhang, Zichen. “Local gradient estimate for porous medium and fast diffusion equations by Martingale method.” 2014. Web. 28 Nov 2020.

Vancouver:

Zhang Z. Local gradient estimate for porous medium and fast diffusion equations by Martingale method. [Internet] [Doctoral dissertation]. University of Oxford; 2014. [cited 2020 Nov 28]. Available from: http://ora.ox.ac.uk/objects/uuid:551f79f8-b309-4a1f-8afa-c7dc433dad82 ; http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.655039.

Council of Science Editors:

Zhang Z. Local gradient estimate for porous medium and fast diffusion equations by Martingale method. [Doctoral Dissertation]. University of Oxford; 2014. Available from: http://ora.ox.ac.uk/objects/uuid:551f79f8-b309-4a1f-8afa-c7dc433dad82 ; http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.655039


University of Cincinnati

2. Zhang, Na. Limit Theorems for Random Fields.

Degree: PhD, Arts and Sciences: Mathematical Sciences, 2019, University of Cincinnati

 The focus of this dissertation is on the dependent structure and limit theorems of high dimensional probability theory. In this dissertation, we investigate two related… (more)

Subjects/Keywords: Mathematics; central limit theorem; quenched central limit theorem; random fields; Fourier transform; projective condition; martingale approximation

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APA (6th Edition):

Zhang, N. (2019). Limit Theorems for Random Fields. (Doctoral Dissertation). University of Cincinnati. Retrieved from http://rave.ohiolink.edu/etdc/view?acc_num=ucin1563527352284677

Chicago Manual of Style (16th Edition):

Zhang, Na. “Limit Theorems for Random Fields.” 2019. Doctoral Dissertation, University of Cincinnati. Accessed November 28, 2020. http://rave.ohiolink.edu/etdc/view?acc_num=ucin1563527352284677.

MLA Handbook (7th Edition):

Zhang, Na. “Limit Theorems for Random Fields.” 2019. Web. 28 Nov 2020.

Vancouver:

Zhang N. Limit Theorems for Random Fields. [Internet] [Doctoral dissertation]. University of Cincinnati; 2019. [cited 2020 Nov 28]. Available from: http://rave.ohiolink.edu/etdc/view?acc_num=ucin1563527352284677.

Council of Science Editors:

Zhang N. Limit Theorems for Random Fields. [Doctoral Dissertation]. University of Cincinnati; 2019. Available from: http://rave.ohiolink.edu/etdc/view?acc_num=ucin1563527352284677


Penn State University

3. Zhu, Shengbo. Essays on Financial Economics and Econometrics.

Degree: 2020, Penn State University

 In a recent seminal paper, Steve Ross proposed an attractive strategy to extract the physical distribution and risk aversion from just state prices. However, empirical… (more)

Subjects/Keywords: Ross recovery theorem; equivalent martingale measure; stochastic discount factor; martingale condition; state price; path price; intrinsic inconsistency; implied process; fundamental theorem of asset pricing; canonical probability space; Markovian quasi-MLE; conditional asymptotic independence; mixing condition; near-epoch dependence

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APA (6th Edition):

Zhu, S. (2020). Essays on Financial Economics and Econometrics. (Thesis). Penn State University. Retrieved from https://submit-etda.libraries.psu.edu/catalog/18113szz126

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):

Zhu, Shengbo. “Essays on Financial Economics and Econometrics.” 2020. Thesis, Penn State University. Accessed November 28, 2020. https://submit-etda.libraries.psu.edu/catalog/18113szz126.

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

MLA Handbook (7th Edition):

Zhu, Shengbo. “Essays on Financial Economics and Econometrics.” 2020. Web. 28 Nov 2020.

Vancouver:

Zhu S. Essays on Financial Economics and Econometrics. [Internet] [Thesis]. Penn State University; 2020. [cited 2020 Nov 28]. Available from: https://submit-etda.libraries.psu.edu/catalog/18113szz126.

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

Council of Science Editors:

Zhu S. Essays on Financial Economics and Econometrics. [Thesis]. Penn State University; 2020. Available from: https://submit-etda.libraries.psu.edu/catalog/18113szz126

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

4. Bitseki Penda, Siméon Valère. Inégalités de déviations, principe de déviations modérées et théorèmes limites pour des processus indexés par un arbre binaire et pour des modèles markoviens : Deviation inequalities, moderate deviations principle and some limit theorems for binary tree-indexed processes and for Markovian models.

Degree: Docteur es, Mathématiques Appliquées, 2012, Université Blaise-Pascale, Clermont-Ferrand II

 Le contrôle explicite de la convergence des sommes convenablement normalisées de variables aléatoires, ainsi que l'étude du principe de déviations modérées associé à ces sommes… (more)

Subjects/Keywords: Chaînes de Markov bifurcantes; Processus bifurcant autorégressif; Processus de Markov; Théorèmes limites; Ergodicité; Inégalités de déviations; Principe de déviations modérées; Martingale; Vieillissement cellulaire; Estimateurs des moindres carrés; Statistique de Durbin-Watson; Processus autorégressif d'ordre 1; Autocorrélation résiduelle; Conditions de Lyapunov; Condition de minoration; Bifurcating Markov chains; Bifurcating autoregressive processes; Markov process; Limit theorems; Ergodicity; Deviation inequalities; Moderate deviation principle; Martingale; Cellular aging; Least squares estimators; Durbin-Watson statistic; First-order autoregressive process; Serial correlation; Lyapunov condition; Minorization condition

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APA (6th Edition):

Bitseki Penda, S. V. (2012). Inégalités de déviations, principe de déviations modérées et théorèmes limites pour des processus indexés par un arbre binaire et pour des modèles markoviens : Deviation inequalities, moderate deviations principle and some limit theorems for binary tree-indexed processes and for Markovian models. (Doctoral Dissertation). Université Blaise-Pascale, Clermont-Ferrand II. Retrieved from http://www.theses.fr/2012CLF22291

Chicago Manual of Style (16th Edition):

Bitseki Penda, Siméon Valère. “Inégalités de déviations, principe de déviations modérées et théorèmes limites pour des processus indexés par un arbre binaire et pour des modèles markoviens : Deviation inequalities, moderate deviations principle and some limit theorems for binary tree-indexed processes and for Markovian models.” 2012. Doctoral Dissertation, Université Blaise-Pascale, Clermont-Ferrand II. Accessed November 28, 2020. http://www.theses.fr/2012CLF22291.

MLA Handbook (7th Edition):

Bitseki Penda, Siméon Valère. “Inégalités de déviations, principe de déviations modérées et théorèmes limites pour des processus indexés par un arbre binaire et pour des modèles markoviens : Deviation inequalities, moderate deviations principle and some limit theorems for binary tree-indexed processes and for Markovian models.” 2012. Web. 28 Nov 2020.

Vancouver:

Bitseki Penda SV. Inégalités de déviations, principe de déviations modérées et théorèmes limites pour des processus indexés par un arbre binaire et pour des modèles markoviens : Deviation inequalities, moderate deviations principle and some limit theorems for binary tree-indexed processes and for Markovian models. [Internet] [Doctoral dissertation]. Université Blaise-Pascale, Clermont-Ferrand II; 2012. [cited 2020 Nov 28]. Available from: http://www.theses.fr/2012CLF22291.

Council of Science Editors:

Bitseki Penda SV. Inégalités de déviations, principe de déviations modérées et théorèmes limites pour des processus indexés par un arbre binaire et pour des modèles markoviens : Deviation inequalities, moderate deviations principle and some limit theorems for binary tree-indexed processes and for Markovian models. [Doctoral Dissertation]. Université Blaise-Pascale, Clermont-Ferrand II; 2012. Available from: http://www.theses.fr/2012CLF22291

5. Wahbi, Wassim. Contrôle stochastique sur les réseaux : Stochastic control on networks.

Degree: Docteur es, Mathématiques, 2018, Paris Sciences et Lettres (ComUE)

Cette thèse se décompose en trois grandes parties, qui traitent des EDP quasi linéaires paraboliques sur une jonction, des diffusions stochastiques sur une jonction, et… (more)

Subjects/Keywords: Equations aux dérivées partiels paraboliques non linéaires; Conditions aux bords de Neumann; Equations d'Hamilton Jacobi Bellman; Diffusion stochastique; Temps local; Controle stochastique; Probleme martingale; Principe de la programmation dynamique; Junction; Junction; Non linear parabolic partial differential equations; Neumann boundary condition; Hamilton Jacobi Bellman equations; Stochastic diffusion; Local time; Stochastic control; Martingale problem; Dynamic programming principle; 519

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

APA (6th Edition):

Wahbi, W. (2018). Contrôle stochastique sur les réseaux : Stochastic control on networks. (Doctoral Dissertation). Paris Sciences et Lettres (ComUE). Retrieved from http://www.theses.fr/2018PSLED072

Chicago Manual of Style (16th Edition):

Wahbi, Wassim. “Contrôle stochastique sur les réseaux : Stochastic control on networks.” 2018. Doctoral Dissertation, Paris Sciences et Lettres (ComUE). Accessed November 28, 2020. http://www.theses.fr/2018PSLED072.

MLA Handbook (7th Edition):

Wahbi, Wassim. “Contrôle stochastique sur les réseaux : Stochastic control on networks.” 2018. Web. 28 Nov 2020.

Vancouver:

Wahbi W. Contrôle stochastique sur les réseaux : Stochastic control on networks. [Internet] [Doctoral dissertation]. Paris Sciences et Lettres (ComUE); 2018. [cited 2020 Nov 28]. Available from: http://www.theses.fr/2018PSLED072.

Council of Science Editors:

Wahbi W. Contrôle stochastique sur les réseaux : Stochastic control on networks. [Doctoral Dissertation]. Paris Sciences et Lettres (ComUE); 2018. Available from: http://www.theses.fr/2018PSLED072


Louisiana State University

6. Fang, Liqun. Stochastic Navier-Stokes equations with fractional Brownian motions.

Degree: PhD, Applied Mathematics, 2009, Louisiana State University

 The aim of this dissertation is to study stochastic Navier-Stokes equations with a fractional Brownian motion noise. The second chapter will introduce the background results… (more)

Subjects/Keywords: stochastic integration; bounded; boundary condition; mild solution; stochastic process; Hodge-Leray projection; martingale; weak convergence

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

APA (6th Edition):

Fang, L. (2009). Stochastic Navier-Stokes equations with fractional Brownian motions. (Doctoral Dissertation). Louisiana State University. Retrieved from etd-11112009-200229 ; https://digitalcommons.lsu.edu/gradschool_dissertations/1680

Chicago Manual of Style (16th Edition):

Fang, Liqun. “Stochastic Navier-Stokes equations with fractional Brownian motions.” 2009. Doctoral Dissertation, Louisiana State University. Accessed November 28, 2020. etd-11112009-200229 ; https://digitalcommons.lsu.edu/gradschool_dissertations/1680.

MLA Handbook (7th Edition):

Fang, Liqun. “Stochastic Navier-Stokes equations with fractional Brownian motions.” 2009. Web. 28 Nov 2020.

Vancouver:

Fang L. Stochastic Navier-Stokes equations with fractional Brownian motions. [Internet] [Doctoral dissertation]. Louisiana State University; 2009. [cited 2020 Nov 28]. Available from: etd-11112009-200229 ; https://digitalcommons.lsu.edu/gradschool_dissertations/1680.

Council of Science Editors:

Fang L. Stochastic Navier-Stokes equations with fractional Brownian motions. [Doctoral Dissertation]. Louisiana State University; 2009. Available from: etd-11112009-200229 ; https://digitalcommons.lsu.edu/gradschool_dissertations/1680

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