Advanced search options

Advanced Search Options 🞨

Browse by author name (“Author name starts with…”).

Find ETDs with:

in
/  
in
/  
in
/  
in

Written in Published in Earliest date Latest date

Sorted by

Results per page:

Sorted by: relevance · author · university · dateNew search

You searched for subject:(stochastic calculus). Showing records 1 – 30 of 59 total matches.

[1] [2]

Search Limiters

Last 2 Years | English Only

Degrees

Country

▼ Search Limiters


Georgia Tech

1. Phanish, Deepa. Optimal clustering and inter-cluster routing in large-scale wireless ad hoc and sensor networks.

Degree: PhD, Electrical and Computer Engineering, 2017, Georgia Tech

 A large number of small sensing devices connected together with wireless transceivers can be used to effectively monitor various environments. However, these devices have limited… (more)

Subjects/Keywords: Optimization; Stochastic geometry; Variational calculus

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

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

APA (6th Edition):

Phanish, D. (2017). Optimal clustering and inter-cluster routing in large-scale wireless ad hoc and sensor networks. (Doctoral Dissertation). Georgia Tech. Retrieved from http://hdl.handle.net/1853/59223

Chicago Manual of Style (16th Edition):

Phanish, Deepa. “Optimal clustering and inter-cluster routing in large-scale wireless ad hoc and sensor networks.” 2017. Doctoral Dissertation, Georgia Tech. Accessed December 15, 2019. http://hdl.handle.net/1853/59223.

MLA Handbook (7th Edition):

Phanish, Deepa. “Optimal clustering and inter-cluster routing in large-scale wireless ad hoc and sensor networks.” 2017. Web. 15 Dec 2019.

Vancouver:

Phanish D. Optimal clustering and inter-cluster routing in large-scale wireless ad hoc and sensor networks. [Internet] [Doctoral dissertation]. Georgia Tech; 2017. [cited 2019 Dec 15]. Available from: http://hdl.handle.net/1853/59223.

Council of Science Editors:

Phanish D. Optimal clustering and inter-cluster routing in large-scale wireless ad hoc and sensor networks. [Doctoral Dissertation]. Georgia Tech; 2017. Available from: http://hdl.handle.net/1853/59223


University of Waterloo

2. Singla, Sahil. On Using Storage and Genset for Mitigating Power Grid Failures.

Degree: 2013, University of Waterloo

 Although modern society is critically reliant on power grids, even modern power grids are subject to unavoidable outages due to storms, lightning strikes, and equipment… (more)

Subjects/Keywords: Stochastic Calculus; Smart grid

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

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

APA (6th Edition):

Singla, S. (2013). On Using Storage and Genset for Mitigating Power Grid Failures. (Thesis). University of Waterloo. Retrieved from http://hdl.handle.net/10012/7448

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):

Singla, Sahil. “On Using Storage and Genset for Mitigating Power Grid Failures.” 2013. Thesis, University of Waterloo. Accessed December 15, 2019. http://hdl.handle.net/10012/7448.

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

MLA Handbook (7th Edition):

Singla, Sahil. “On Using Storage and Genset for Mitigating Power Grid Failures.” 2013. Web. 15 Dec 2019.

Vancouver:

Singla S. On Using Storage and Genset for Mitigating Power Grid Failures. [Internet] [Thesis]. University of Waterloo; 2013. [cited 2019 Dec 15]. Available from: http://hdl.handle.net/10012/7448.

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

Council of Science Editors:

Singla S. On Using Storage and Genset for Mitigating Power Grid Failures. [Thesis]. University of Waterloo; 2013. Available from: http://hdl.handle.net/10012/7448

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


University of Alberta

3. Tang, Ling-Qi. Results in anticipative stochastic calculus.

Degree: PhD, Department of Statistics and Applied Probability, 1992, University of Alberta

Subjects/Keywords: Stochastic processes.; Calculus.

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

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

APA (6th Edition):

Tang, L. (1992). Results in anticipative stochastic calculus. (Doctoral Dissertation). University of Alberta. Retrieved from https://era.library.ualberta.ca/files/gf06g469c

Chicago Manual of Style (16th Edition):

Tang, Ling-Qi. “Results in anticipative stochastic calculus.” 1992. Doctoral Dissertation, University of Alberta. Accessed December 15, 2019. https://era.library.ualberta.ca/files/gf06g469c.

MLA Handbook (7th Edition):

Tang, Ling-Qi. “Results in anticipative stochastic calculus.” 1992. Web. 15 Dec 2019.

Vancouver:

Tang L. Results in anticipative stochastic calculus. [Internet] [Doctoral dissertation]. University of Alberta; 1992. [cited 2019 Dec 15]. Available from: https://era.library.ualberta.ca/files/gf06g469c.

Council of Science Editors:

Tang L. Results in anticipative stochastic calculus. [Doctoral Dissertation]. University of Alberta; 1992. Available from: https://era.library.ualberta.ca/files/gf06g469c


University of Pretoria

4. Fordred, Gordon Ian. An application of the Malliavin calculus in finance.

Degree: Mathematics and Applied Mathematics, 2009, University of Pretoria

 This dissertation provides a brief theoretical introduction to the Malliavin calculus leading to a particular application in finance. The Malliavin calculus concepts are used to… (more)

Subjects/Keywords: Greeks; Stochastic calculus of variations; Malliavin calculus; UCTD

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

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

APA (6th Edition):

Fordred, G. I. (2009). An application of the Malliavin calculus in finance. (Masters Thesis). University of Pretoria. Retrieved from http://hdl.handle.net/2263/26091

Chicago Manual of Style (16th Edition):

Fordred, Gordon Ian. “An application of the Malliavin calculus in finance.” 2009. Masters Thesis, University of Pretoria. Accessed December 15, 2019. http://hdl.handle.net/2263/26091.

MLA Handbook (7th Edition):

Fordred, Gordon Ian. “An application of the Malliavin calculus in finance.” 2009. Web. 15 Dec 2019.

Vancouver:

Fordred GI. An application of the Malliavin calculus in finance. [Internet] [Masters thesis]. University of Pretoria; 2009. [cited 2019 Dec 15]. Available from: http://hdl.handle.net/2263/26091.

Council of Science Editors:

Fordred GI. An application of the Malliavin calculus in finance. [Masters Thesis]. University of Pretoria; 2009. Available from: http://hdl.handle.net/2263/26091


University of Pretoria

5. [No author]. An application of the Malliavin calculus in finance .

Degree: 2009, University of Pretoria

 This dissertation provides a brief theoretical introduction to the Malliavin calculus leading to a particular application in finance. The Malliavin calculus concepts are used to… (more)

Subjects/Keywords: Greeks; Stochastic calculus of variations; Malliavin calculus; UCTD

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

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

APA (6th Edition):

author], [. (2009). An application of the Malliavin calculus in finance . (Masters Thesis). University of Pretoria. Retrieved from http://upetd.up.ac.za/thesis/available/etd-07062009-123751/

Chicago Manual of Style (16th Edition):

author], [No. “An application of the Malliavin calculus in finance .” 2009. Masters Thesis, University of Pretoria. Accessed December 15, 2019. http://upetd.up.ac.za/thesis/available/etd-07062009-123751/.

MLA Handbook (7th Edition):

author], [No. “An application of the Malliavin calculus in finance .” 2009. Web. 15 Dec 2019.

Vancouver:

author] [. An application of the Malliavin calculus in finance . [Internet] [Masters thesis]. University of Pretoria; 2009. [cited 2019 Dec 15]. Available from: http://upetd.up.ac.za/thesis/available/etd-07062009-123751/.

Council of Science Editors:

author] [. An application of the Malliavin calculus in finance . [Masters Thesis]. University of Pretoria; 2009. Available from: http://upetd.up.ac.za/thesis/available/etd-07062009-123751/


The Ohio State University

6. Sterle, Lance. Modeling Path Dependent Derivatives Using CUDA Parallel Platform.

Degree: Master of Mathematical Sciences, Mathematical Sciences, 2017, The Ohio State University

 The pricing of derivative securities with path dependence is governed by stochastic differential equations which rarely have a closed-form, analytic solution. Thesecomplex derivatives can be… (more)

Subjects/Keywords: Mathematics; Finance; Parallel Computing; Derivatives Pricing; Stochastic Calculus; Monte Carlo Simulation

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

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

APA (6th Edition):

Sterle, L. (2017). Modeling Path Dependent Derivatives Using CUDA Parallel Platform. (Masters Thesis). The Ohio State University. Retrieved from http://rave.ohiolink.edu/etdc/view?acc_num=osu149263565284954

Chicago Manual of Style (16th Edition):

Sterle, Lance. “Modeling Path Dependent Derivatives Using CUDA Parallel Platform.” 2017. Masters Thesis, The Ohio State University. Accessed December 15, 2019. http://rave.ohiolink.edu/etdc/view?acc_num=osu149263565284954.

MLA Handbook (7th Edition):

Sterle, Lance. “Modeling Path Dependent Derivatives Using CUDA Parallel Platform.” 2017. Web. 15 Dec 2019.

Vancouver:

Sterle L. Modeling Path Dependent Derivatives Using CUDA Parallel Platform. [Internet] [Masters thesis]. The Ohio State University; 2017. [cited 2019 Dec 15]. Available from: http://rave.ohiolink.edu/etdc/view?acc_num=osu149263565284954.

Council of Science Editors:

Sterle L. Modeling Path Dependent Derivatives Using CUDA Parallel Platform. [Masters Thesis]. The Ohio State University; 2017. Available from: http://rave.ohiolink.edu/etdc/view?acc_num=osu149263565284954


Penn State University

7. Wang, Jianrui. PiDES: A FORMALISM FOR COMPLEX ADAPTIVE DISCRETE EVENT SIMULATION.

Degree: PhD, Industrial Engineering, 2009, Penn State University

 Formalism is a powerful tool for precisely defining and analyzing Discrete Event Simulation (DES). Many formalisms, such as FSA, GSMP, DEVS, Petri Net, SPADE, etc.,… (more)

Subjects/Keywords: formalism; high level architecture; discrete event simulation; stochastic pi-calculus

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

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

APA (6th Edition):

Wang, J. (2009). PiDES: A FORMALISM FOR COMPLEX ADAPTIVE DISCRETE EVENT SIMULATION. (Doctoral Dissertation). Penn State University. Retrieved from https://etda.libraries.psu.edu/catalog/9014

Chicago Manual of Style (16th Edition):

Wang, Jianrui. “PiDES: A FORMALISM FOR COMPLEX ADAPTIVE DISCRETE EVENT SIMULATION.” 2009. Doctoral Dissertation, Penn State University. Accessed December 15, 2019. https://etda.libraries.psu.edu/catalog/9014.

MLA Handbook (7th Edition):

Wang, Jianrui. “PiDES: A FORMALISM FOR COMPLEX ADAPTIVE DISCRETE EVENT SIMULATION.” 2009. Web. 15 Dec 2019.

Vancouver:

Wang J. PiDES: A FORMALISM FOR COMPLEX ADAPTIVE DISCRETE EVENT SIMULATION. [Internet] [Doctoral dissertation]. Penn State University; 2009. [cited 2019 Dec 15]. Available from: https://etda.libraries.psu.edu/catalog/9014.

Council of Science Editors:

Wang J. PiDES: A FORMALISM FOR COMPLEX ADAPTIVE DISCRETE EVENT SIMULATION. [Doctoral Dissertation]. Penn State University; 2009. Available from: https://etda.libraries.psu.edu/catalog/9014


University of Oxford

8. Yang, Weiye. Stochastic analysis and stochastic PDEs on fractals.

Degree: PhD, 2018, University of Oxford

Stochastic analysis on fractals is, as one might expect, a subfield of analysis on fractals. An intuitive starting point is to observe that on many… (more)

Subjects/Keywords: Mathematics; Partial Differential Equations; Probability; Calculus; Geometry; Stochastic Analysis; Fractals

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

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

APA (6th Edition):

Yang, W. (2018). Stochastic analysis and stochastic PDEs on fractals. (Doctoral Dissertation). University of Oxford. Retrieved from http://ora.ox.ac.uk/objects/uuid:43a7af74-c531-424a-9f3d-4277138affbb ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.757847

Chicago Manual of Style (16th Edition):

Yang, Weiye. “Stochastic analysis and stochastic PDEs on fractals.” 2018. Doctoral Dissertation, University of Oxford. Accessed December 15, 2019. http://ora.ox.ac.uk/objects/uuid:43a7af74-c531-424a-9f3d-4277138affbb ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.757847.

MLA Handbook (7th Edition):

Yang, Weiye. “Stochastic analysis and stochastic PDEs on fractals.” 2018. Web. 15 Dec 2019.

Vancouver:

Yang W. Stochastic analysis and stochastic PDEs on fractals. [Internet] [Doctoral dissertation]. University of Oxford; 2018. [cited 2019 Dec 15]. Available from: http://ora.ox.ac.uk/objects/uuid:43a7af74-c531-424a-9f3d-4277138affbb ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.757847.

Council of Science Editors:

Yang W. Stochastic analysis and stochastic PDEs on fractals. [Doctoral Dissertation]. University of Oxford; 2018. Available from: http://ora.ox.ac.uk/objects/uuid:43a7af74-c531-424a-9f3d-4277138affbb ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.757847


University of New South Wales

9. Ortega Piwonka, Juan Ignacio. Stochastic models for optically trapped nanowires.

Degree: Mathematics & Statistics, 2017, University of New South Wales

 In many physical systems noise plays a minor role, as a perturbation to deterministic motion; or a major role, in supressing a deterministic signal. In… (more)

Subjects/Keywords: Nanowires; Stochastic calculus; Optical tweezers; Bias to cyclic motion

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

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

APA (6th Edition):

Ortega Piwonka, J. I. (2017). Stochastic models for optically trapped nanowires. (Doctoral Dissertation). University of New South Wales. Retrieved from http://handle.unsw.edu.au/1959.4/58403 ; https://unsworks.unsw.edu.au/fapi/datastream/unsworks:45969/SOURCE02?view=true

Chicago Manual of Style (16th Edition):

Ortega Piwonka, Juan Ignacio. “Stochastic models for optically trapped nanowires.” 2017. Doctoral Dissertation, University of New South Wales. Accessed December 15, 2019. http://handle.unsw.edu.au/1959.4/58403 ; https://unsworks.unsw.edu.au/fapi/datastream/unsworks:45969/SOURCE02?view=true.

MLA Handbook (7th Edition):

Ortega Piwonka, Juan Ignacio. “Stochastic models for optically trapped nanowires.” 2017. Web. 15 Dec 2019.

Vancouver:

Ortega Piwonka JI. Stochastic models for optically trapped nanowires. [Internet] [Doctoral dissertation]. University of New South Wales; 2017. [cited 2019 Dec 15]. Available from: http://handle.unsw.edu.au/1959.4/58403 ; https://unsworks.unsw.edu.au/fapi/datastream/unsworks:45969/SOURCE02?view=true.

Council of Science Editors:

Ortega Piwonka JI. Stochastic models for optically trapped nanowires. [Doctoral Dissertation]. University of New South Wales; 2017. Available from: http://handle.unsw.edu.au/1959.4/58403 ; https://unsworks.unsw.edu.au/fapi/datastream/unsworks:45969/SOURCE02?view=true


Western Kentucky University

10. Turhan, Nezihe. Deterministic and Stochastic Bellman's Optimality Principles on Isolated Time Domains and Their Applications in Finance.

Degree: MS, Department of Mathematics and Computer Science, 2011, Western Kentucky University

  The concept of dynamic programming was originally used in late 1949, mostly during the 1950s, by Richard Bellman to describe decision making problems. By… (more)

Subjects/Keywords: time scale calculus; stochastic calculus; dynamic programming; finance programming models; optimal growth model; Dynamical Systems; Finance and Financial Management

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

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

APA (6th Edition):

Turhan, N. (2011). Deterministic and Stochastic Bellman's Optimality Principles on Isolated Time Domains and Their Applications in Finance. (Masters Thesis). Western Kentucky University. Retrieved from https://digitalcommons.wku.edu/theses/1045

Chicago Manual of Style (16th Edition):

Turhan, Nezihe. “Deterministic and Stochastic Bellman's Optimality Principles on Isolated Time Domains and Their Applications in Finance.” 2011. Masters Thesis, Western Kentucky University. Accessed December 15, 2019. https://digitalcommons.wku.edu/theses/1045.

MLA Handbook (7th Edition):

Turhan, Nezihe. “Deterministic and Stochastic Bellman's Optimality Principles on Isolated Time Domains and Their Applications in Finance.” 2011. Web. 15 Dec 2019.

Vancouver:

Turhan N. Deterministic and Stochastic Bellman's Optimality Principles on Isolated Time Domains and Their Applications in Finance. [Internet] [Masters thesis]. Western Kentucky University; 2011. [cited 2019 Dec 15]. Available from: https://digitalcommons.wku.edu/theses/1045.

Council of Science Editors:

Turhan N. Deterministic and Stochastic Bellman's Optimality Principles on Isolated Time Domains and Their Applications in Finance. [Masters Thesis]. Western Kentucky University; 2011. Available from: https://digitalcommons.wku.edu/theses/1045


University of Manchester

11. Wilson, Daniel. Local time-space calculus with applications.

Degree: PhD, 2018, University of Manchester

Subjects/Keywords: 510; Stochastic Calculus; Stochastic Differential Equations; Local Time

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

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

APA (6th Edition):

Wilson, D. (2018). Local time-space calculus with applications. (Doctoral Dissertation). University of Manchester. Retrieved from https://www.research.manchester.ac.uk/portal/en/theses/local-timespace-calculus-with-applications(f04e32e3-4c9b-4348-a7f3-803dee125e43).html ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.764664

Chicago Manual of Style (16th Edition):

Wilson, Daniel. “Local time-space calculus with applications.” 2018. Doctoral Dissertation, University of Manchester. Accessed December 15, 2019. https://www.research.manchester.ac.uk/portal/en/theses/local-timespace-calculus-with-applications(f04e32e3-4c9b-4348-a7f3-803dee125e43).html ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.764664.

MLA Handbook (7th Edition):

Wilson, Daniel. “Local time-space calculus with applications.” 2018. Web. 15 Dec 2019.

Vancouver:

Wilson D. Local time-space calculus with applications. [Internet] [Doctoral dissertation]. University of Manchester; 2018. [cited 2019 Dec 15]. Available from: https://www.research.manchester.ac.uk/portal/en/theses/local-timespace-calculus-with-applications(f04e32e3-4c9b-4348-a7f3-803dee125e43).html ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.764664.

Council of Science Editors:

Wilson D. Local time-space calculus with applications. [Doctoral Dissertation]. University of Manchester; 2018. Available from: https://www.research.manchester.ac.uk/portal/en/theses/local-timespace-calculus-with-applications(f04e32e3-4c9b-4348-a7f3-803dee125e43).html ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.764664


University of Manchester

12. Wilson, Daniel. Local Time-Space Calculus with Applications.

Degree: 2019, University of Manchester

See full text for abstract. Advisors/Committee Members: VAN SCHAIK, KEES K, Peskir, Goran, Van Schaik, Kees.

Subjects/Keywords: Local Time; Stochastic Calculus; Stochastic Differential Equations

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

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

APA (6th Edition):

Wilson, D. (2019). Local Time-Space Calculus with Applications. (Doctoral Dissertation). University of Manchester. Retrieved from http://www.manchester.ac.uk/escholar/uk-ac-man-scw:317837

Chicago Manual of Style (16th Edition):

Wilson, Daniel. “Local Time-Space Calculus with Applications.” 2019. Doctoral Dissertation, University of Manchester. Accessed December 15, 2019. http://www.manchester.ac.uk/escholar/uk-ac-man-scw:317837.

MLA Handbook (7th Edition):

Wilson, Daniel. “Local Time-Space Calculus with Applications.” 2019. Web. 15 Dec 2019.

Vancouver:

Wilson D. Local Time-Space Calculus with Applications. [Internet] [Doctoral dissertation]. University of Manchester; 2019. [cited 2019 Dec 15]. Available from: http://www.manchester.ac.uk/escholar/uk-ac-man-scw:317837.

Council of Science Editors:

Wilson D. Local Time-Space Calculus with Applications. [Doctoral Dissertation]. University of Manchester; 2019. Available from: http://www.manchester.ac.uk/escholar/uk-ac-man-scw:317837

13. Mermigas, Dimitrios. Ποσοτικοποίηση της ασφάλειας συστημάτων πληροφορικής με τη χρήση στοχαστικών μεθόδων.

Degree: 2012, University of Piraeus (UNIPI); Πανεπιστήμιο Πειραιώς

The world around us has already entered in a whole new era, regarding the use of Information Systems. The consequence of that is the increasing… (more)

Subjects/Keywords: Ποσοτικοποίηση ασφάλειας; Στοχαστικές διαδικασίες; Ασφάλεια; Διαχείριση κινδύνου; Security quantification; Stochastic calculus; Computer security; Risk management

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

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

APA (6th Edition):

Mermigas, D. (2012). Ποσοτικοποίηση της ασφάλειας συστημάτων πληροφορικής με τη χρήση στοχαστικών μεθόδων. (Thesis). University of Piraeus (UNIPI); Πανεπιστήμιο Πειραιώς. Retrieved from http://hdl.handle.net/10442/hedi/34593

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):

Mermigas, Dimitrios. “Ποσοτικοποίηση της ασφάλειας συστημάτων πληροφορικής με τη χρήση στοχαστικών μεθόδων.” 2012. Thesis, University of Piraeus (UNIPI); Πανεπιστήμιο Πειραιώς. Accessed December 15, 2019. http://hdl.handle.net/10442/hedi/34593.

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

MLA Handbook (7th Edition):

Mermigas, Dimitrios. “Ποσοτικοποίηση της ασφάλειας συστημάτων πληροφορικής με τη χρήση στοχαστικών μεθόδων.” 2012. Web. 15 Dec 2019.

Vancouver:

Mermigas D. Ποσοτικοποίηση της ασφάλειας συστημάτων πληροφορικής με τη χρήση στοχαστικών μεθόδων. [Internet] [Thesis]. University of Piraeus (UNIPI); Πανεπιστήμιο Πειραιώς; 2012. [cited 2019 Dec 15]. Available from: http://hdl.handle.net/10442/hedi/34593.

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

Council of Science Editors:

Mermigas D. Ποσοτικοποίηση της ασφάλειας συστημάτων πληροφορικής με τη χρήση στοχαστικών μεθόδων. [Thesis]. University of Piraeus (UNIPI); Πανεπιστήμιο Πειραιώς; 2012. Available from: http://hdl.handle.net/10442/hedi/34593

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


UCLA

14. Mahboubi, Pejman. Intermittency of the Malliavin Derivatives and Regularity of the Densities for a Stochastic Heat Equation.

Degree: Mathematics, 2012, UCLA

 In recent decades, as a result of mathematicians' endeavor to come up with more realistic models for complex phenomena, the acceptance of a stochastic model… (more)

Subjects/Keywords: Mathematics; Intermittency; KPZ; Lyapunov Exponents; Malliavin Calculus; Martingale Measures; Stochastic Partial Differential Equations

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

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

APA (6th Edition):

Mahboubi, P. (2012). Intermittency of the Malliavin Derivatives and Regularity of the Densities for a Stochastic Heat Equation. (Thesis). UCLA. Retrieved from http://www.escholarship.org/uc/item/9zc7t81k

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):

Mahboubi, Pejman. “Intermittency of the Malliavin Derivatives and Regularity of the Densities for a Stochastic Heat Equation.” 2012. Thesis, UCLA. Accessed December 15, 2019. http://www.escholarship.org/uc/item/9zc7t81k.

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

MLA Handbook (7th Edition):

Mahboubi, Pejman. “Intermittency of the Malliavin Derivatives and Regularity of the Densities for a Stochastic Heat Equation.” 2012. Web. 15 Dec 2019.

Vancouver:

Mahboubi P. Intermittency of the Malliavin Derivatives and Regularity of the Densities for a Stochastic Heat Equation. [Internet] [Thesis]. UCLA; 2012. [cited 2019 Dec 15]. Available from: http://www.escholarship.org/uc/item/9zc7t81k.

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

Council of Science Editors:

Mahboubi P. Intermittency of the Malliavin Derivatives and Regularity of the Densities for a Stochastic Heat Equation. [Thesis]. UCLA; 2012. Available from: http://www.escholarship.org/uc/item/9zc7t81k

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

15. Harter, Jonathan. Martingales sur les variétés de valeur terminale donnée : Martingales in manifolds with prescribed terminal value.

Degree: Docteur es, Mathématiques Pures, 2018, Bordeaux

Définies il y a quelques décennies, les martingales dans les variétés sont maintenant des objets bien connus. Des questions très simples restent en suspens cependant.… (more)

Subjects/Keywords: Martingales; Variétés; Calcul stochastique; EDSRs; EDSRs quadratiques; Martingales; Manifolds; Stochastic calculus; BSDEs; Quadratic BSDEs

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

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

APA (6th Edition):

Harter, J. (2018). Martingales sur les variétés de valeur terminale donnée : Martingales in manifolds with prescribed terminal value. (Doctoral Dissertation). Bordeaux. Retrieved from http://www.theses.fr/2018BORD0074

Chicago Manual of Style (16th Edition):

Harter, Jonathan. “Martingales sur les variétés de valeur terminale donnée : Martingales in manifolds with prescribed terminal value.” 2018. Doctoral Dissertation, Bordeaux. Accessed December 15, 2019. http://www.theses.fr/2018BORD0074.

MLA Handbook (7th Edition):

Harter, Jonathan. “Martingales sur les variétés de valeur terminale donnée : Martingales in manifolds with prescribed terminal value.” 2018. Web. 15 Dec 2019.

Vancouver:

Harter J. Martingales sur les variétés de valeur terminale donnée : Martingales in manifolds with prescribed terminal value. [Internet] [Doctoral dissertation]. Bordeaux; 2018. [cited 2019 Dec 15]. Available from: http://www.theses.fr/2018BORD0074.

Council of Science Editors:

Harter J. Martingales sur les variétés de valeur terminale donnée : Martingales in manifolds with prescribed terminal value. [Doctoral Dissertation]. Bordeaux; 2018. Available from: http://www.theses.fr/2018BORD0074


University of Kansas

16. ZHOU, HONGJUAN. Parameter estimation for stochastic differential equations driven by fractional Brownian motion.

Degree: PhD, Mathematics, 2018, University of Kansas

 This dissertation systematically considers the inference problem for stochastic differential equations (SDE) driven by fractional Brownian motion. For the volatility parameter and Hurst parameter, the… (more)

Subjects/Keywords: Mathematics; Statistics; fractional Brownian motion; Malliavin calculus; parameter estimation; power variation; stochastic differential equation

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

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

APA (6th Edition):

ZHOU, H. (2018). Parameter estimation for stochastic differential equations driven by fractional Brownian motion. (Doctoral Dissertation). University of Kansas. Retrieved from http://hdl.handle.net/1808/27944

Chicago Manual of Style (16th Edition):

ZHOU, HONGJUAN. “Parameter estimation for stochastic differential equations driven by fractional Brownian motion.” 2018. Doctoral Dissertation, University of Kansas. Accessed December 15, 2019. http://hdl.handle.net/1808/27944.

MLA Handbook (7th Edition):

ZHOU, HONGJUAN. “Parameter estimation for stochastic differential equations driven by fractional Brownian motion.” 2018. Web. 15 Dec 2019.

Vancouver:

ZHOU H. Parameter estimation for stochastic differential equations driven by fractional Brownian motion. [Internet] [Doctoral dissertation]. University of Kansas; 2018. [cited 2019 Dec 15]. Available from: http://hdl.handle.net/1808/27944.

Council of Science Editors:

ZHOU H. Parameter estimation for stochastic differential equations driven by fractional Brownian motion. [Doctoral Dissertation]. University of Kansas; 2018. Available from: http://hdl.handle.net/1808/27944

17. Benoist, Tristan. Open quantum systems and quantum stochastic processes : Systèmes quantiques ouverts et processus stochastiques quantiques.

Degree: Docteur es, Physique mathématique, 2014, Paris, Ecole normale supérieure

De nombreux phénomènes de physique quantique ne peuvent être compris que par l'analyse des systèmes ouverts. Un appareil de mesure, par exemple, est un système… (more)

Subjects/Keywords: Systèmes ouverts; Calcul Stochastique Quantique; Trajectoires quantiques; Igénierie de réservoir; Open systems; Quantum Stochastic Calculus; Quantum trajectories; Reservoir engineering; 530.15

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

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

APA (6th Edition):

Benoist, T. (2014). Open quantum systems and quantum stochastic processes : Systèmes quantiques ouverts et processus stochastiques quantiques. (Doctoral Dissertation). Paris, Ecole normale supérieure. Retrieved from http://www.theses.fr/2014ENSU0006

Chicago Manual of Style (16th Edition):

Benoist, Tristan. “Open quantum systems and quantum stochastic processes : Systèmes quantiques ouverts et processus stochastiques quantiques.” 2014. Doctoral Dissertation, Paris, Ecole normale supérieure. Accessed December 15, 2019. http://www.theses.fr/2014ENSU0006.

MLA Handbook (7th Edition):

Benoist, Tristan. “Open quantum systems and quantum stochastic processes : Systèmes quantiques ouverts et processus stochastiques quantiques.” 2014. Web. 15 Dec 2019.

Vancouver:

Benoist T. Open quantum systems and quantum stochastic processes : Systèmes quantiques ouverts et processus stochastiques quantiques. [Internet] [Doctoral dissertation]. Paris, Ecole normale supérieure; 2014. [cited 2019 Dec 15]. Available from: http://www.theses.fr/2014ENSU0006.

Council of Science Editors:

Benoist T. Open quantum systems and quantum stochastic processes : Systèmes quantiques ouverts et processus stochastiques quantiques. [Doctoral Dissertation]. Paris, Ecole normale supérieure; 2014. Available from: http://www.theses.fr/2014ENSU0006


EPFL

18. Kalbasi, Kamran. Discrete stochastic heat equation driven by fractional noise: Feynman-Kac representation and asymptotic behavior.

Degree: 2014, EPFL

 We consider the parabolic Anderson model on ℤd driven by fractional noise. We prove that it has a mild solution given by Feynman-Kac representation which… (more)

Subjects/Keywords: Parabolic Anderson model; Stochastic heat equation; Fractional Brownian motion; Feynman-Kac formula; Lyapunov exponents; Malliavin calculus

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

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

APA (6th Edition):

Kalbasi, K. (2014). Discrete stochastic heat equation driven by fractional noise: Feynman-Kac representation and asymptotic behavior. (Thesis). EPFL. Retrieved from http://infoscience.epfl.ch/record/202160

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):

Kalbasi, Kamran. “Discrete stochastic heat equation driven by fractional noise: Feynman-Kac representation and asymptotic behavior.” 2014. Thesis, EPFL. Accessed December 15, 2019. http://infoscience.epfl.ch/record/202160.

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

MLA Handbook (7th Edition):

Kalbasi, Kamran. “Discrete stochastic heat equation driven by fractional noise: Feynman-Kac representation and asymptotic behavior.” 2014. Web. 15 Dec 2019.

Vancouver:

Kalbasi K. Discrete stochastic heat equation driven by fractional noise: Feynman-Kac representation and asymptotic behavior. [Internet] [Thesis]. EPFL; 2014. [cited 2019 Dec 15]. Available from: http://infoscience.epfl.ch/record/202160.

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

Council of Science Editors:

Kalbasi K. Discrete stochastic heat equation driven by fractional noise: Feynman-Kac representation and asymptotic behavior. [Thesis]. EPFL; 2014. Available from: http://infoscience.epfl.ch/record/202160

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

19. Arras, Benjamin. Autour de quelques processus à accroissements stationnaires et autosimilaires : Around some selfsimilar processes with stationary increments.

Degree: Docteur es, Mathématiques, 2014, Châtenay-Malabry, Ecole centrale de Paris

Dans ce travail de thèse, nous nous intéressons à certaines propriétés d'une classe de processus stochastiques à accroissements stationnaires et autosimilaires. Ces processus sont représentés… (more)

Subjects/Keywords: Calcul stochastique; Développement en ondelettes; Intégrale multuple de Wiener-Itô; Stochastic calculus; Wavelet expansion; Multiple Wiener-Itô integral

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

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

APA (6th Edition):

Arras, B. (2014). Autour de quelques processus à accroissements stationnaires et autosimilaires : Around some selfsimilar processes with stationary increments. (Doctoral Dissertation). Châtenay-Malabry, Ecole centrale de Paris. Retrieved from http://www.theses.fr/2014ECAP0060

Chicago Manual of Style (16th Edition):

Arras, Benjamin. “Autour de quelques processus à accroissements stationnaires et autosimilaires : Around some selfsimilar processes with stationary increments.” 2014. Doctoral Dissertation, Châtenay-Malabry, Ecole centrale de Paris. Accessed December 15, 2019. http://www.theses.fr/2014ECAP0060.

MLA Handbook (7th Edition):

Arras, Benjamin. “Autour de quelques processus à accroissements stationnaires et autosimilaires : Around some selfsimilar processes with stationary increments.” 2014. Web. 15 Dec 2019.

Vancouver:

Arras B. Autour de quelques processus à accroissements stationnaires et autosimilaires : Around some selfsimilar processes with stationary increments. [Internet] [Doctoral dissertation]. Châtenay-Malabry, Ecole centrale de Paris; 2014. [cited 2019 Dec 15]. Available from: http://www.theses.fr/2014ECAP0060.

Council of Science Editors:

Arras B. Autour de quelques processus à accroissements stationnaires et autosimilaires : Around some selfsimilar processes with stationary increments. [Doctoral Dissertation]. Châtenay-Malabry, Ecole centrale de Paris; 2014. Available from: http://www.theses.fr/2014ECAP0060


Loughborough University

20. Luo, Ye. Random periodic solutions of stochastic functional differential equations.

Degree: PhD, 2014, Loughborough University

 In this thesis, we study the existence of random periodic solutions for both nonlinear dissipative stochastic functional differential equations (SFDEs) and semilinear nondissipative SFDEs in… (more)

Subjects/Keywords: 519.2; Random periodic solution; Random dynamical system; Stochastic functional differential equation; Pullback-convergence technique; Coupling method; Malliavin calculus; Relative compactness.

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

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

APA (6th Edition):

Luo, Y. (2014). Random periodic solutions of stochastic functional differential equations. (Doctoral Dissertation). Loughborough University. Retrieved from https://dspace.lboro.ac.uk/2134/16112 ; http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.631608

Chicago Manual of Style (16th Edition):

Luo, Ye. “Random periodic solutions of stochastic functional differential equations.” 2014. Doctoral Dissertation, Loughborough University. Accessed December 15, 2019. https://dspace.lboro.ac.uk/2134/16112 ; http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.631608.

MLA Handbook (7th Edition):

Luo, Ye. “Random periodic solutions of stochastic functional differential equations.” 2014. Web. 15 Dec 2019.

Vancouver:

Luo Y. Random periodic solutions of stochastic functional differential equations. [Internet] [Doctoral dissertation]. Loughborough University; 2014. [cited 2019 Dec 15]. Available from: https://dspace.lboro.ac.uk/2134/16112 ; http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.631608.

Council of Science Editors:

Luo Y. Random periodic solutions of stochastic functional differential equations. [Doctoral Dissertation]. Loughborough University; 2014. Available from: https://dspace.lboro.ac.uk/2134/16112 ; http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.631608

21. Aboura, Omar. Approximation et estimation de densité pour des équations d'évolution stochastique : No English title available.

Degree: Docteur es, Mathématiques, 2013, Paris 1

Dans la première partie de cette thèse, nous obtenons l’existence d’une densité et des estimées gaussiennes pour la solution d’une équation différentielle stochastique rétrograde. C’est… (more)

Subjects/Keywords: Équation différentielle stochastique; Calcul de Malliavin; Équation de la chaleur; Schéma d’Euler; Stochastic differential equations; Malliavin calculus; Euler scheme; 519

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

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

APA (6th Edition):

Aboura, O. (2013). Approximation et estimation de densité pour des équations d'évolution stochastique : No English title available. (Doctoral Dissertation). Paris 1. Retrieved from http://www.theses.fr/2013PA010071

Chicago Manual of Style (16th Edition):

Aboura, Omar. “Approximation et estimation de densité pour des équations d'évolution stochastique : No English title available.” 2013. Doctoral Dissertation, Paris 1. Accessed December 15, 2019. http://www.theses.fr/2013PA010071.

MLA Handbook (7th Edition):

Aboura, Omar. “Approximation et estimation de densité pour des équations d'évolution stochastique : No English title available.” 2013. Web. 15 Dec 2019.

Vancouver:

Aboura O. Approximation et estimation de densité pour des équations d'évolution stochastique : No English title available. [Internet] [Doctoral dissertation]. Paris 1; 2013. [cited 2019 Dec 15]. Available from: http://www.theses.fr/2013PA010071.

Council of Science Editors:

Aboura O. Approximation et estimation de densité pour des équations d'évolution stochastique : No English title available. [Doctoral Dissertation]. Paris 1; 2013. Available from: http://www.theses.fr/2013PA010071


University of Notre Dame

22. Patrick Mousaw. Valuation of Flexible Fuel Energy Conversion Networks Under Uncertainty</h1>.

Degree: PhD, Chemical Engineering, 2011, University of Notre Dame

  This dissertation introduces a modeling framework, suitable for analysis, for systems that can be characterized either directly by the first and second laws of… (more)

Subjects/Keywords: stochastic calculus; advance process controls; bilinear optimization; hedging; risk management; quantitative finance; monte carle; branch and bound; finite-time thermodynamics

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

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

APA (6th Edition):

Mousaw, P. (2011). Valuation of Flexible Fuel Energy Conversion Networks Under Uncertainty</h1>. (Doctoral Dissertation). University of Notre Dame. Retrieved from https://curate.nd.edu/show/76537081527

Chicago Manual of Style (16th Edition):

Mousaw, Patrick. “Valuation of Flexible Fuel Energy Conversion Networks Under Uncertainty</h1>.” 2011. Doctoral Dissertation, University of Notre Dame. Accessed December 15, 2019. https://curate.nd.edu/show/76537081527.

MLA Handbook (7th Edition):

Mousaw, Patrick. “Valuation of Flexible Fuel Energy Conversion Networks Under Uncertainty</h1>.” 2011. Web. 15 Dec 2019.

Vancouver:

Mousaw P. Valuation of Flexible Fuel Energy Conversion Networks Under Uncertainty</h1>. [Internet] [Doctoral dissertation]. University of Notre Dame; 2011. [cited 2019 Dec 15]. Available from: https://curate.nd.edu/show/76537081527.

Council of Science Editors:

Mousaw P. Valuation of Flexible Fuel Energy Conversion Networks Under Uncertainty</h1>. [Doctoral Dissertation]. University of Notre Dame; 2011. Available from: https://curate.nd.edu/show/76537081527


University of Adelaide

23. Bonnet, Frederic D. R. Option pricing using path integrals.

Degree: 2010, University of Adelaide

 It is well established that stock market volatility has a memory of the past, moreover it is found that volatility correlations are long ranged. As… (more)

Subjects/Keywords: financial engineering; stochastic calculus; path integral; quantum field theory; fat tails; option pricing; Options Prices Mathematical models

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

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

APA (6th Edition):

Bonnet, F. D. R. (2010). Option pricing using path integrals. (Thesis). University of Adelaide. Retrieved from http://hdl.handle.net/2440/56951

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):

Bonnet, Frederic D R. “Option pricing using path integrals.” 2010. Thesis, University of Adelaide. Accessed December 15, 2019. http://hdl.handle.net/2440/56951.

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

MLA Handbook (7th Edition):

Bonnet, Frederic D R. “Option pricing using path integrals.” 2010. Web. 15 Dec 2019.

Vancouver:

Bonnet FDR. Option pricing using path integrals. [Internet] [Thesis]. University of Adelaide; 2010. [cited 2019 Dec 15]. Available from: http://hdl.handle.net/2440/56951.

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

Council of Science Editors:

Bonnet FDR. Option pricing using path integrals. [Thesis]. University of Adelaide; 2010. Available from: http://hdl.handle.net/2440/56951

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


University of Kansas

24. Jaramillo, Arturo. Limit distributions for functionals of Gaussian processes.

Degree: PhD, Mathematics, 2018, University of Kansas

 This thesis is devoted to the study of the convergence in distribution of functionals of Gaussian processes. Most of the problems that we present are… (more)

Subjects/Keywords: Mathematics; Statistics; Theoretical mathematics; fracional Brownian motion; limit theorems; Local times; Malliavin calculus; random matrices; stochastic integration

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

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

APA (6th Edition):

Jaramillo, A. (2018). Limit distributions for functionals of Gaussian processes. (Doctoral Dissertation). University of Kansas. Retrieved from http://hdl.handle.net/1808/27886

Chicago Manual of Style (16th Edition):

Jaramillo, Arturo. “Limit distributions for functionals of Gaussian processes.” 2018. Doctoral Dissertation, University of Kansas. Accessed December 15, 2019. http://hdl.handle.net/1808/27886.

MLA Handbook (7th Edition):

Jaramillo, Arturo. “Limit distributions for functionals of Gaussian processes.” 2018. Web. 15 Dec 2019.

Vancouver:

Jaramillo A. Limit distributions for functionals of Gaussian processes. [Internet] [Doctoral dissertation]. University of Kansas; 2018. [cited 2019 Dec 15]. Available from: http://hdl.handle.net/1808/27886.

Council of Science Editors:

Jaramillo A. Limit distributions for functionals of Gaussian processes. [Doctoral Dissertation]. University of Kansas; 2018. Available from: http://hdl.handle.net/1808/27886


Loughborough University

25. Luo, Ye. Random periodic solutions of stochastic functional differential equations.

Degree: PhD, 2014, Loughborough University

 In this thesis, we study the existence of random periodic solutions for both nonlinear dissipative stochastic functional differential equations (SFDEs) and semilinear nondissipative SFDEs in… (more)

Subjects/Keywords: 519.2; Random periodic solution; Random dynamical system; Stochastic functional differential equation; Pullback-convergence technique; Coupling method; Malliavin calculus; Relative compactness.

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

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

APA (6th Edition):

Luo, Y. (2014). Random periodic solutions of stochastic functional differential equations. (Doctoral Dissertation). Loughborough University. Retrieved from http://hdl.handle.net/2134/16112

Chicago Manual of Style (16th Edition):

Luo, Ye. “Random periodic solutions of stochastic functional differential equations.” 2014. Doctoral Dissertation, Loughborough University. Accessed December 15, 2019. http://hdl.handle.net/2134/16112.

MLA Handbook (7th Edition):

Luo, Ye. “Random periodic solutions of stochastic functional differential equations.” 2014. Web. 15 Dec 2019.

Vancouver:

Luo Y. Random periodic solutions of stochastic functional differential equations. [Internet] [Doctoral dissertation]. Loughborough University; 2014. [cited 2019 Dec 15]. Available from: http://hdl.handle.net/2134/16112.

Council of Science Editors:

Luo Y. Random periodic solutions of stochastic functional differential equations. [Doctoral Dissertation]. Loughborough University; 2014. Available from: http://hdl.handle.net/2134/16112

26. De Marco, Stefano. On probability distributions of diffusions and financial models with non-globally smooth coefficients : Sur les lois de diffusions et de modèles financiers avec coefficients non globalement réguliers.

Degree: Docteur es, Mathématiques appliquées et applications des mathématiques, 2010, Université Paris-Est

Des travaux récents dans le domaine des mathématiques financières ont fait émerger l'importance de l'étude de la régularité et du comportement fin des queues de… (more)

Subjects/Keywords: Equations différentielles Stochastiques; Mathématiques financières; Estimation de densités; Calcul de Malliavin; Volatilité stochastique; Volatilité implicite; Stochastic differential equations; Mathematical Finance; Density estimation; Malliavin calculus; Stochastic Volatility; Implied volatility

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

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

APA (6th Edition):

De Marco, S. (2010). On probability distributions of diffusions and financial models with non-globally smooth coefficients : Sur les lois de diffusions et de modèles financiers avec coefficients non globalement réguliers. (Doctoral Dissertation). Université Paris-Est. Retrieved from http://www.theses.fr/2010PEST1017

Chicago Manual of Style (16th Edition):

De Marco, Stefano. “On probability distributions of diffusions and financial models with non-globally smooth coefficients : Sur les lois de diffusions et de modèles financiers avec coefficients non globalement réguliers.” 2010. Doctoral Dissertation, Université Paris-Est. Accessed December 15, 2019. http://www.theses.fr/2010PEST1017.

MLA Handbook (7th Edition):

De Marco, Stefano. “On probability distributions of diffusions and financial models with non-globally smooth coefficients : Sur les lois de diffusions et de modèles financiers avec coefficients non globalement réguliers.” 2010. Web. 15 Dec 2019.

Vancouver:

De Marco S. On probability distributions of diffusions and financial models with non-globally smooth coefficients : Sur les lois de diffusions et de modèles financiers avec coefficients non globalement réguliers. [Internet] [Doctoral dissertation]. Université Paris-Est; 2010. [cited 2019 Dec 15]. Available from: http://www.theses.fr/2010PEST1017.

Council of Science Editors:

De Marco S. On probability distributions of diffusions and financial models with non-globally smooth coefficients : Sur les lois de diffusions et de modèles financiers avec coefficients non globalement réguliers. [Doctoral Dissertation]. Université Paris-Est; 2010. Available from: http://www.theses.fr/2010PEST1017

27. Almada Monter, Sergio Angel. Scaling limit for the diffusion exit problem.

Degree: PhD, Mathematics, 2011, Georgia Tech

 A stochastic differential equation with vanishing martingale term is studied. Specifically, given a domain D, the asymptotic scaling properties of both the exit time from… (more)

Subjects/Keywords: Stochastic calculus; Small noise; Stochastic dynamics; Probability; Dynamical systems; Stochastic differential equations; Stochastic analysis; Dynamics

…36 6 ix SUMMARY A stochastic differential equation with vanishing martingale term is… …stochastic pathwise expansions in noise intensity series. x CHAPTER I INTRODUCTION In this… …see [41] or [54] for all stochastic analysis references). 1 Given… …stochastic partial differential equations version of the theory. In Section 1.1 we give a brief… …stochastic flows. (2) The question now is to find the optimal constant CT,δ in (5… 

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

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

APA (6th Edition):

Almada Monter, S. A. (2011). Scaling limit for the diffusion exit problem. (Doctoral Dissertation). Georgia Tech. Retrieved from http://hdl.handle.net/1853/39518

Chicago Manual of Style (16th Edition):

Almada Monter, Sergio Angel. “Scaling limit for the diffusion exit problem.” 2011. Doctoral Dissertation, Georgia Tech. Accessed December 15, 2019. http://hdl.handle.net/1853/39518.

MLA Handbook (7th Edition):

Almada Monter, Sergio Angel. “Scaling limit for the diffusion exit problem.” 2011. Web. 15 Dec 2019.

Vancouver:

Almada Monter SA. Scaling limit for the diffusion exit problem. [Internet] [Doctoral dissertation]. Georgia Tech; 2011. [cited 2019 Dec 15]. Available from: http://hdl.handle.net/1853/39518.

Council of Science Editors:

Almada Monter SA. Scaling limit for the diffusion exit problem. [Doctoral Dissertation]. Georgia Tech; 2011. Available from: http://hdl.handle.net/1853/39518


Université de Montréal

28. Simard, Clarence. Modélisation du carnet d'ordres limites et prévision de séries temporelles .

Degree: 2015, Université de Montréal

 Le contenu de cette thèse est divisé de la façon suivante. Après un premier chapitre d’introduction, le Chapitre 2 est consacré à introduire aussi simplement… (more)

Subjects/Keywords: Mathématiques financières; Modélisation; Carnet d'ordres limites; Arbitrage; Tarification d'options; Calcul stochastique; Copules; Séries temporelles; Prévisions; Financial mathematics; Modeling; Limit order book; Option pricing; Stochastic calculus; Copulas; Time series; Predictions

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

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

APA (6th Edition):

Simard, C. (2015). Modélisation du carnet d'ordres limites et prévision de séries temporelles . (Thesis). Université de Montréal. Retrieved from http://hdl.handle.net/1866/11670

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):

Simard, Clarence. “Modélisation du carnet d'ordres limites et prévision de séries temporelles .” 2015. Thesis, Université de Montréal. Accessed December 15, 2019. http://hdl.handle.net/1866/11670.

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

MLA Handbook (7th Edition):

Simard, Clarence. “Modélisation du carnet d'ordres limites et prévision de séries temporelles .” 2015. Web. 15 Dec 2019.

Vancouver:

Simard C. Modélisation du carnet d'ordres limites et prévision de séries temporelles . [Internet] [Thesis]. Université de Montréal; 2015. [cited 2019 Dec 15]. Available from: http://hdl.handle.net/1866/11670.

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

Council of Science Editors:

Simard C. Modélisation du carnet d'ordres limites et prévision de séries temporelles . [Thesis]. Université de Montréal; 2015. Available from: http://hdl.handle.net/1866/11670

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

29. Laquerrière, Benjamin. Interpolation et comparaison de certains processus stochastiques : Stochastic interpolation and comparison of some stochastic processes.

Degree: Docteur es, Mathématiques et applications, 2012, La Rochelle

Dans la première partie de cette thèse, on présente des inégalités de concentration convexe pour des intégrales stochastiques. Ces résultats sont obtenus par calcul stochastique… (more)

Subjects/Keywords: Inégalités de déviation; Inégalités de concentration convexe; Calcul stochastique forward/backward; Mouvement brownien conditionné; H-transformée; Deviation inequalities; Convex concentration inequalities; Forward/backward stochastic calculus; Conditionned brownian motion; H-transform

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

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

APA (6th Edition):

Laquerrière, B. (2012). Interpolation et comparaison de certains processus stochastiques : Stochastic interpolation and comparison of some stochastic processes. (Doctoral Dissertation). La Rochelle. Retrieved from http://www.theses.fr/2012LAROS364

Chicago Manual of Style (16th Edition):

Laquerrière, Benjamin. “Interpolation et comparaison de certains processus stochastiques : Stochastic interpolation and comparison of some stochastic processes.” 2012. Doctoral Dissertation, La Rochelle. Accessed December 15, 2019. http://www.theses.fr/2012LAROS364.

MLA Handbook (7th Edition):

Laquerrière, Benjamin. “Interpolation et comparaison de certains processus stochastiques : Stochastic interpolation and comparison of some stochastic processes.” 2012. Web. 15 Dec 2019.

Vancouver:

Laquerrière B. Interpolation et comparaison de certains processus stochastiques : Stochastic interpolation and comparison of some stochastic processes. [Internet] [Doctoral dissertation]. La Rochelle; 2012. [cited 2019 Dec 15]. Available from: http://www.theses.fr/2012LAROS364.

Council of Science Editors:

Laquerrière B. Interpolation et comparaison de certains processus stochastiques : Stochastic interpolation and comparison of some stochastic processes. [Doctoral Dissertation]. La Rochelle; 2012. Available from: http://www.theses.fr/2012LAROS364

30. Bascompte Viladrich, David. Models for bacteriophage systems, Weak convergence of Gaussian processes and L2 modulus of Brownian local time.

Degree: Departament de Matemàtiques, 2013, Universitat Autònoma de Barcelona

 In this dissertation three different problems are treated. In Chapter 1 we construct two families of processes that converge, in the sense of the finite… (more)

Subjects/Keywords: Gaussian processes; Stochastic calculus; Biology models; Ciències Experimentals; 519.1

…representation in terms of a stochastic integral of a deterministic kernel with respect to a standard… …extend this result to processes represented by a stochastic integral, with respect to a… …mean value theorem and computing the variance of the stochastic integral, we obtain that, for… …finally we will proceed to study a stochastic model. 2.1 Introduction Lately Bacteriophage… 

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

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

APA (6th Edition):

Bascompte Viladrich, D. (2013). Models for bacteriophage systems, Weak convergence of Gaussian processes and L2 modulus of Brownian local time. (Thesis). Universitat Autònoma de Barcelona. Retrieved from http://hdl.handle.net/10803/129911

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):

Bascompte Viladrich, David. “Models for bacteriophage systems, Weak convergence of Gaussian processes and L2 modulus of Brownian local time.” 2013. Thesis, Universitat Autònoma de Barcelona. Accessed December 15, 2019. http://hdl.handle.net/10803/129911.

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

MLA Handbook (7th Edition):

Bascompte Viladrich, David. “Models for bacteriophage systems, Weak convergence of Gaussian processes and L2 modulus of Brownian local time.” 2013. Web. 15 Dec 2019.

Vancouver:

Bascompte Viladrich D. Models for bacteriophage systems, Weak convergence of Gaussian processes and L2 modulus of Brownian local time. [Internet] [Thesis]. Universitat Autònoma de Barcelona; 2013. [cited 2019 Dec 15]. Available from: http://hdl.handle.net/10803/129911.

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

Council of Science Editors:

Bascompte Viladrich D. Models for bacteriophage systems, Weak convergence of Gaussian processes and L2 modulus of Brownian local time. [Thesis]. Universitat Autònoma de Barcelona; 2013. Available from: http://hdl.handle.net/10803/129911

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

[1] [2]

.