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University of Pretoria

1.
Ali, Zakaria Idriss.
Existence result
for a class of *stochastic* quasilinear partial *differential*
*equations* with non-standard growth.

Degree: Mathematics and Applied Mathematics, 2011, University of Pretoria

URL: http://hdl.handle.net/2263/29519

► 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

Record Details Similar Records

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

APA (6^{th} Edition):

Ali, Z. I. (2011). Existence result for a class of stochastic quasilinear partial differential equations with non-standard growth. (Masters Thesis). University of Pretoria. Retrieved from http://hdl.handle.net/2263/29519

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

Ali, Zakaria Idriss. “Existence result for a class of stochastic quasilinear partial differential equations with non-standard growth.” 2011. Masters Thesis, University of Pretoria. Accessed March 21, 2018. http://hdl.handle.net/2263/29519.

MLA Handbook (7^{th} Edition):

Ali, Zakaria Idriss. “Existence result for a class of stochastic quasilinear partial differential equations with non-standard growth.” 2011. Web. 21 Mar 2018.

Vancouver:

Ali ZI. Existence result for a class of stochastic quasilinear partial differential equations with non-standard growth. [Internet] [Masters thesis]. University of Pretoria; 2011. [cited 2018 Mar 21]. Available from: http://hdl.handle.net/2263/29519.

Council of Science Editors:

Ali ZI. Existence result for a class of stochastic quasilinear partial differential equations with non-standard growth. [Masters Thesis]. University of Pretoria; 2011. Available from: http://hdl.handle.net/2263/29519

University of Pretoria

2.
[No author].
Existence result for a class of *stochastic* quasilinear
partial *differential* *equations* with non-standard
growth
.

Degree: 2011, University of Pretoria

URL: http://upetd.up.ac.za/thesis/available/etd-11172011-103734/

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

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

Record Details Similar Records

❌

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

APA (6^{th} Edition):

author], [. (2011). Existence result for a class of stochastic quasilinear partial differential equations with non-standard growth . (Masters Thesis). University of Pretoria. Retrieved from http://upetd.up.ac.za/thesis/available/etd-11172011-103734/

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

author], [No. “Existence result for a class of stochastic quasilinear partial differential equations with non-standard growth .” 2011. Masters Thesis, University of Pretoria. Accessed March 21, 2018. http://upetd.up.ac.za/thesis/available/etd-11172011-103734/.

MLA Handbook (7^{th} Edition):

author], [No. “Existence result for a class of stochastic quasilinear partial differential equations with non-standard growth .” 2011. Web. 21 Mar 2018.

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 2018 Mar 21]. 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

3.
Yeadon, Cyrus.
Approximating solutions of backward doubly *stochastic* *differential* *equations* with measurable coefficients using a time discretization scheme.

Degree: PhD, 2015, Loughborough University

URL: https://dspace.lboro.ac.uk/2134/20643 ; http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.682529

► 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

Record Details Similar Records

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

APA (6^{th} Edition):

Yeadon, C. (2015). Approximating solutions of backward doubly stochastic differential equations with measurable coefficients using a time discretization scheme. (Doctoral Dissertation). Loughborough University. Retrieved from https://dspace.lboro.ac.uk/2134/20643 ; http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.682529

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

Yeadon, Cyrus. “Approximating solutions of backward doubly stochastic differential equations with measurable coefficients using a time discretization scheme.” 2015. Doctoral Dissertation, Loughborough University. Accessed March 21, 2018. https://dspace.lboro.ac.uk/2134/20643 ; http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.682529.

MLA Handbook (7^{th} Edition):

Yeadon, Cyrus. “Approximating solutions of backward doubly stochastic differential equations with measurable coefficients using a time discretization scheme.” 2015. Web. 21 Mar 2018.

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 2018 Mar 21]. Available from: https://dspace.lboro.ac.uk/2134/20643 ; http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.682529.

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: https://dspace.lboro.ac.uk/2134/20643 ; http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.682529

University of Arizona

4. McDaniel, Austin James. The Effects of Time Delay on Noisy Systems .

Degree: 2015, University of Arizona

URL: http://hdl.handle.net/10150/556867

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

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

Record Details Similar Records

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

APA (6^{th} Edition):

McDaniel, A. J. (2015). The Effects of Time Delay on Noisy Systems . (Doctoral Dissertation). University of Arizona. Retrieved from http://hdl.handle.net/10150/556867

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

McDaniel, Austin James. “The Effects of Time Delay on Noisy Systems .” 2015. Doctoral Dissertation, University of Arizona. Accessed March 21, 2018. http://hdl.handle.net/10150/556867.

MLA Handbook (7^{th} Edition):

McDaniel, Austin James. “The Effects of Time Delay on Noisy Systems .” 2015. Web. 21 Mar 2018.

Vancouver:

McDaniel AJ. The Effects of Time Delay on Noisy Systems . [Internet] [Doctoral dissertation]. University of Arizona; 2015. [cited 2018 Mar 21]. 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 KwaZulu-Natal

5.
[No author].
Applications of symmetry analysis of partial *differential* and *stochastic* *differential* *equations* arising from mathematics of finance.

Degree: Mathematics, 2011, University of KwaZulu-Natal

URL: http://hdl.handle.net/10413/9865

► In the standard modeling of the pricing of options and derivatives as generally understood these days the underlying process is taken to be a Wiener…
(more)

Subjects/Keywords: Stochastic differential equations.; Differential equations, Partial.; Lie groups.; Mathematics.

Record Details Similar Records

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

APA (6^{th} Edition):

author], [. (2011). Applications of symmetry analysis of partial differential and stochastic differential equations arising from mathematics of finance. (Thesis). University of KwaZulu-Natal. Retrieved from http://hdl.handle.net/10413/9865

Note: this citation may be lacking information needed for this citation format:

Not specified: Masters Thesis or Doctoral Dissertation

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

author], [No. “Applications of symmetry analysis of partial differential and stochastic differential equations arising from mathematics of finance. ” 2011. Thesis, University of KwaZulu-Natal. Accessed March 21, 2018. http://hdl.handle.net/10413/9865.

Note: this citation may be lacking information needed for this citation format:

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} Edition):

author], [No. “Applications of symmetry analysis of partial differential and stochastic differential equations arising from mathematics of finance. ” 2011. Web. 21 Mar 2018.

Vancouver:

author] [. Applications of symmetry analysis of partial differential and stochastic differential equations arising from mathematics of finance. [Internet] [Thesis]. University of KwaZulu-Natal; 2011. [cited 2018 Mar 21]. Available from: http://hdl.handle.net/10413/9865.

Note: this citation may be lacking information needed for this citation format:

Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

author] [. Applications of symmetry analysis of partial differential and stochastic differential equations arising from mathematics of finance. [Thesis]. University of KwaZulu-Natal; 2011. Available from: http://hdl.handle.net/10413/9865

Not specified: Masters Thesis or Doctoral Dissertation

Duke University

6.
Thomas, Rachel Lee.
Time-Scaled *Stochastic* Input to Biochemical Reaction Networks.

Degree: 2010, Duke University

URL: http://hdl.handle.net/10161/2443

► Biochemical reaction networks with a sufficiently large number of molecules may be represented as systems of *differential* *equations*. Many networks receive inputs that fluctuate…
(more)

Subjects/Keywords: Mathematics; differential equations; multiple scales; reaction networks; stochastic differential equations

Record Details Similar Records

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

APA (6^{th} Edition):

Thomas, R. L. (2010). Time-Scaled Stochastic Input to Biochemical Reaction Networks. (Thesis). Duke University. Retrieved from http://hdl.handle.net/10161/2443

Not specified: Masters Thesis or Doctoral Dissertation

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

Thomas, Rachel Lee. “Time-Scaled Stochastic Input to Biochemical Reaction Networks.” 2010. Thesis, Duke University. Accessed March 21, 2018. http://hdl.handle.net/10161/2443.

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} Edition):

Thomas, Rachel Lee. “Time-Scaled Stochastic Input to Biochemical Reaction Networks.” 2010. Web. 21 Mar 2018.

Vancouver:

Thomas RL. Time-Scaled Stochastic Input to Biochemical Reaction Networks. [Internet] [Thesis]. Duke University; 2010. [cited 2018 Mar 21]. Available from: http://hdl.handle.net/10161/2443.

Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Thomas RL. Time-Scaled Stochastic Input to Biochemical Reaction Networks. [Thesis]. Duke University; 2010. Available from: http://hdl.handle.net/10161/2443

Not specified: Masters Thesis or Doctoral Dissertation

University of Ottawa

7.
René, Alexandre.
Spectral Solution Method for Distributed Delay *Stochastic* *Differential* * Equations*
.

Degree: 2016, University of Ottawa

URL: http://hdl.handle.net/10393/34327

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

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

Record Details Similar Records

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

APA (6^{th} Edition):

René, A. (2016). Spectral Solution Method for Distributed Delay Stochastic Differential Equations . (Thesis). University of Ottawa. Retrieved from http://hdl.handle.net/10393/34327

Not specified: Masters Thesis or Doctoral Dissertation

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

René, Alexandre. “Spectral Solution Method for Distributed Delay Stochastic Differential Equations .” 2016. Thesis, University of Ottawa. Accessed March 21, 2018. http://hdl.handle.net/10393/34327.

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} Edition):

René, Alexandre. “Spectral Solution Method for Distributed Delay Stochastic Differential Equations .” 2016. Web. 21 Mar 2018.

Vancouver:

René A. Spectral Solution Method for Distributed Delay Stochastic Differential Equations . [Internet] [Thesis]. University of Ottawa; 2016. [cited 2018 Mar 21]. Available from: http://hdl.handle.net/10393/34327.

Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

René A. Spectral Solution Method for Distributed Delay Stochastic Differential Equations . [Thesis]. University of Ottawa; 2016. Available from: http://hdl.handle.net/10393/34327

Not specified: Masters Thesis or Doctoral Dissertation

University of Alberta

8. Krasin, Vladislav. Comparison theorem and its applications to finance.

Degree: PhD, Department of Mathematical and Statistical Sciences, 2010, University of Alberta

URL: https://era.library.ualberta.ca/files/6w924d05r

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

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

Record Details Similar Records

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

APA (6^{th} Edition):

Krasin, V. (2010). Comparison theorem and its applications to finance. (Doctoral Dissertation). University of Alberta. Retrieved from https://era.library.ualberta.ca/files/6w924d05r

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

Krasin, Vladislav. “Comparison theorem and its applications to finance.” 2010. Doctoral Dissertation, University of Alberta. Accessed March 21, 2018. https://era.library.ualberta.ca/files/6w924d05r.

MLA Handbook (7^{th} Edition):

Krasin, Vladislav. “Comparison theorem and its applications to finance.” 2010. Web. 21 Mar 2018.

Vancouver:

Krasin V. Comparison theorem and its applications to finance. [Internet] [Doctoral dissertation]. University of Alberta; 2010. [cited 2018 Mar 21]. 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

University of Southern California

9.
Chen, Jianfu.
Forward-backward *stochastic* *differential* *equations* with
discontinuous coefficient and regime switching term structure
model.

Degree: PhD, Applied Mathematics, 2011, University of Southern California

URL: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll127/id/444005/rec/2867

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

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

Record Details Similar Records

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

APA (6^{th} Edition):

Chen, J. (2011). Forward-backward stochastic differential equations with discontinuous coefficient and regime switching term structure model. (Doctoral Dissertation). University of Southern California. Retrieved from http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll127/id/444005/rec/2867

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

Chen, Jianfu. “Forward-backward stochastic differential equations with discontinuous coefficient and regime switching term structure model.” 2011. Doctoral Dissertation, University of Southern California. Accessed March 21, 2018. http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll127/id/444005/rec/2867.

MLA Handbook (7^{th} Edition):

Chen, Jianfu. “Forward-backward stochastic differential equations with discontinuous coefficient and regime switching term structure model.” 2011. Web. 21 Mar 2018.

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 2018 Mar 21]. Available from: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll127/id/444005/rec/2867.

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/2867

University of Manchester

10.
Taylor, Phillip.
Simulating Gaussian random fields and solving *stochastic* *differential* *equations* using bounded Wiener increments.

Degree: PhD, 2014, University of Manchester

URL: https://www.research.manchester.ac.uk/portal/en/theses/simulating-gaussian-random-fields-and-solving-stochastic-differential-equations-using-bounded-wiener-increments(b77a0fcc-3d86-46b2-8dbf-2a689d9f8f77).html ; http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.603185

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

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

Record Details Similar Records

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

APA (6^{th} Edition):

Taylor, P. (2014). Simulating Gaussian random fields and solving stochastic differential equations using bounded Wiener increments. (Doctoral Dissertation). University of Manchester. Retrieved from https://www.research.manchester.ac.uk/portal/en/theses/simulating-gaussian-random-fields-and-solving-stochastic-differential-equations-using-bounded-wiener-increments(b77a0fcc-3d86-46b2-8dbf-2a689d9f8f77).html ; http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.603185

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

Taylor, Phillip. “Simulating Gaussian random fields and solving stochastic differential equations using bounded Wiener increments.” 2014. Doctoral Dissertation, University of Manchester. Accessed March 21, 2018. https://www.research.manchester.ac.uk/portal/en/theses/simulating-gaussian-random-fields-and-solving-stochastic-differential-equations-using-bounded-wiener-increments(b77a0fcc-3d86-46b2-8dbf-2a689d9f8f77).html ; http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.603185.

MLA Handbook (7^{th} Edition):

Taylor, Phillip. “Simulating Gaussian random fields and solving stochastic differential equations using bounded Wiener increments.” 2014. Web. 21 Mar 2018.

Vancouver:

Taylor P. Simulating Gaussian random fields and solving stochastic differential equations using bounded Wiener increments. [Internet] [Doctoral dissertation]. University of Manchester; 2014. [cited 2018 Mar 21]. 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

Louisiana State University

11.
Esunge, Julius.
White noise methods for anticipating *stochastic* *differential* * equations*.

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

URL: etd-07062009-094329 ; https://digitalcommons.lsu.edu/gradschool_dissertations/2132

► This dissertation focuses on linear *stochastic* *differential* *equations* of anticipating type. Owing to the lack of a theory of differentiation for random processes, the said…
(more)

Subjects/Keywords: White Noise; Anticipating; Stochastic Differential Equations

Record Details Similar Records

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

APA (6^{th} Edition):

Esunge, J. (2009). White noise methods for anticipating stochastic differential equations. (Doctoral Dissertation). Louisiana State University. Retrieved from etd-07062009-094329 ; https://digitalcommons.lsu.edu/gradschool_dissertations/2132

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

Esunge, Julius. “White noise methods for anticipating stochastic differential equations.” 2009. Doctoral Dissertation, Louisiana State University. Accessed March 21, 2018. etd-07062009-094329 ; https://digitalcommons.lsu.edu/gradschool_dissertations/2132.

MLA Handbook (7^{th} Edition):

Esunge, Julius. “White noise methods for anticipating stochastic differential equations.” 2009. Web. 21 Mar 2018.

Vancouver:

Esunge J. White noise methods for anticipating stochastic differential equations. [Internet] [Doctoral dissertation]. Louisiana State University; 2009. [cited 2018 Mar 21]. Available from: etd-07062009-094329 ; https://digitalcommons.lsu.edu/gradschool_dissertations/2132.

Council of Science Editors:

Esunge J. White noise methods for anticipating stochastic differential equations. [Doctoral Dissertation]. Louisiana State University; 2009. Available from: etd-07062009-094329 ; https://digitalcommons.lsu.edu/gradschool_dissertations/2132

12.
Massoud, Mohammad.
Statistical verification techniques for *stochastic* dynamic systems
.

Degree: 2015, State University of New York at New Paltz

URL: http://hdl.handle.net/1951/66389

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

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

Record Details Similar Records

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

APA (6^{th} Edition):

Massoud, M. (2015). Statistical verification techniques for stochastic dynamic systems . (Thesis). State University of New York at New Paltz. Retrieved from http://hdl.handle.net/1951/66389

Not specified: Masters Thesis or Doctoral Dissertation

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

Massoud, Mohammad. “Statistical verification techniques for stochastic dynamic systems .” 2015. Thesis, State University of New York at New Paltz. Accessed March 21, 2018. http://hdl.handle.net/1951/66389.

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} Edition):

Massoud, Mohammad. “Statistical verification techniques for stochastic dynamic systems .” 2015. Web. 21 Mar 2018.

Vancouver:

Massoud M. Statistical verification techniques for stochastic dynamic systems . [Internet] [Thesis]. State University of New York at New Paltz; 2015. [cited 2018 Mar 21]. Available from: http://hdl.handle.net/1951/66389.

Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Massoud M. Statistical verification techniques for stochastic dynamic systems . [Thesis]. State University of New York at New Paltz; 2015. Available from: http://hdl.handle.net/1951/66389

Not specified: Masters Thesis or Doctoral Dissertation

King Abdullah University of Science and Technology

13.
Happola, Juho.
Efficient Numerical Methods for *Stochastic* *Differential* *Equations* in Computational Finance.

Degree: 2017, King Abdullah University of Science and Technology

URL: http://hdl.handle.net/10754/625924

►

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

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

Record Details Similar Records

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

APA (6^{th} Edition):

Happola, J. (2017). Efficient Numerical Methods for Stochastic Differential Equations in Computational Finance. (Thesis). King Abdullah University of Science and Technology. Retrieved from http://hdl.handle.net/10754/625924

Not specified: Masters Thesis or Doctoral Dissertation

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

Happola, Juho. “Efficient Numerical Methods for Stochastic Differential Equations in Computational Finance.” 2017. Thesis, King Abdullah University of Science and Technology. Accessed March 21, 2018. http://hdl.handle.net/10754/625924.

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} Edition):

Happola, Juho. “Efficient Numerical Methods for Stochastic Differential Equations in Computational Finance.” 2017. Web. 21 Mar 2018.

Vancouver:

Happola J. Efficient Numerical Methods for Stochastic Differential Equations in Computational Finance. [Internet] [Thesis]. King Abdullah University of Science and Technology; 2017. [cited 2018 Mar 21]. Available from: http://hdl.handle.net/10754/625924.

Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Happola J. Efficient Numerical Methods for Stochastic Differential Equations in Computational Finance. [Thesis]. King Abdullah University of Science and Technology; 2017. Available from: http://hdl.handle.net/10754/625924

Not specified: Masters Thesis or Doctoral Dissertation

University of Edinburgh

14.
Dareiotis, Anastasios Constantinos.
* Stochastic* partial

Degree: PhD, 2015, University of Edinburgh

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

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

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

Record Details Similar Records

❌

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

APA (6^{th} Edition):

Dareiotis, A. C. (2015). Stochastic partial differential and integro-differential equations. (Doctoral Dissertation). University of Edinburgh. Retrieved from http://hdl.handle.net/1842/14186

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

Dareiotis, Anastasios Constantinos. “Stochastic partial differential and integro-differential equations.” 2015. Doctoral Dissertation, University of Edinburgh. Accessed March 21, 2018. http://hdl.handle.net/1842/14186.

MLA Handbook (7^{th} Edition):

Dareiotis, Anastasios Constantinos. “Stochastic partial differential and integro-differential equations.” 2015. Web. 21 Mar 2018.

Vancouver:

Dareiotis AC. Stochastic partial differential and integro-differential equations. [Internet] [Doctoral dissertation]. University of Edinburgh; 2015. [cited 2018 Mar 21]. 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

Texas Tech University

15.
Hartwig, Ronald Craig.
Cumulants of an IQF via *differential* * equations*.

Degree: 1973, Texas Tech University

URL: http://hdl.handle.net/2346/9116

Subjects/Keywords: Stochastic differential equations; Stochastic processes

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

APA (6^{th} Edition):

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

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

Hartwig, Ronald Craig. “Cumulants of an IQF via differential equations.” 1973. Masters Thesis, Texas Tech University. Accessed March 21, 2018. http://hdl.handle.net/2346/9116.

MLA Handbook (7^{th} Edition):

Hartwig, Ronald Craig. “Cumulants of an IQF via differential equations.” 1973. Web. 21 Mar 2018.

Vancouver:

Hartwig RC. Cumulants of an IQF via differential equations. [Internet] [Masters thesis]. Texas Tech University; 1973. [cited 2018 Mar 21]. Available from: http://hdl.handle.net/2346/9116.

Council of Science Editors:

Hartwig RC. Cumulants of an IQF via differential equations. [Masters Thesis]. Texas Tech University; 1973. Available from: http://hdl.handle.net/2346/9116

Stellenbosch University

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

Degree: MSc, Mathematical Sciences, 2011, Stellenbosch University

URL: http://hdl.handle.net/10019.1/17950

►

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

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

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APA (6^{th} Edition):

Ndounkeu, L. T. (2011). Optimal cross hedging of Insurance derivatives using quadratic BSDEs. (Masters Thesis). Stellenbosch University. Retrieved from http://hdl.handle.net/10019.1/17950

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

Ndounkeu, Ludovic Tangpi. “Optimal cross hedging of Insurance derivatives using quadratic BSDEs.” 2011. Masters Thesis, Stellenbosch University. Accessed March 21, 2018. http://hdl.handle.net/10019.1/17950.

MLA Handbook (7^{th} Edition):

Ndounkeu, Ludovic Tangpi. “Optimal cross hedging of Insurance derivatives using quadratic BSDEs.” 2011. Web. 21 Mar 2018.

Vancouver:

Ndounkeu LT. Optimal cross hedging of Insurance derivatives using quadratic BSDEs. [Internet] [Masters thesis]. Stellenbosch University; 2011. [cited 2018 Mar 21]. 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

University of Alberta

17.
Deng, Jian.
Uncertainty Quantification of Dynamical Systems and
*Stochastic* Symplectic Schemes.

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

URL: https://era.library.ualberta.ca/files/n583xv59r

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

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

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APA (6^{th} Edition):

Deng, J. (2013). Uncertainty Quantification of Dynamical Systems and Stochastic Symplectic Schemes. (Doctoral Dissertation). University of Alberta. Retrieved from https://era.library.ualberta.ca/files/n583xv59r

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

Deng, Jian. “Uncertainty Quantification of Dynamical Systems and Stochastic Symplectic Schemes.” 2013. Doctoral Dissertation, University of Alberta. Accessed March 21, 2018. https://era.library.ualberta.ca/files/n583xv59r.

MLA Handbook (7^{th} Edition):

Deng, Jian. “Uncertainty Quantification of Dynamical Systems and Stochastic Symplectic Schemes.” 2013. Web. 21 Mar 2018.

Vancouver:

Deng J. Uncertainty Quantification of Dynamical Systems and Stochastic Symplectic Schemes. [Internet] [Doctoral dissertation]. University of Alberta; 2013. [cited 2018 Mar 21]. 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

University of Rochester

18.
Henao, Alejandro Gomez (1983 - ).
Uniqueness properties in the theory of *stochastic*
*differential* * equations*.

Degree: PhD, 2013, University of Rochester

URL: http://hdl.handle.net/1802/26859

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

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

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APA (6^{th} Edition):

Henao, A. G. (. -. ). (2013). Uniqueness properties in the theory of stochastic differential equations. (Doctoral Dissertation). University of Rochester. Retrieved from http://hdl.handle.net/1802/26859

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

Henao, Alejandro Gomez (1983 - ). “Uniqueness properties in the theory of stochastic differential equations.” 2013. Doctoral Dissertation, University of Rochester. Accessed March 21, 2018. http://hdl.handle.net/1802/26859.

MLA Handbook (7^{th} Edition):

Henao, Alejandro Gomez (1983 - ). “Uniqueness properties in the theory of stochastic differential equations.” 2013. Web. 21 Mar 2018.

Vancouver:

Henao AG(-). Uniqueness properties in the theory of stochastic differential equations. [Internet] [Doctoral dissertation]. University of Rochester; 2013. [cited 2018 Mar 21]. 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

Georgia Tech

19.
Exarchos, Ioannis.
* Stochastic* optimal control - a forward and backward sampling approach.

Degree: PhD, Aerospace Engineering, 2017, Georgia Tech

URL: http://hdl.handle.net/1853/59263

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

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

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APA (6^{th} Edition):

Exarchos, I. (2017). Stochastic optimal control - a forward and backward sampling approach. (Doctoral Dissertation). Georgia Tech. Retrieved from http://hdl.handle.net/1853/59263

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

Exarchos, Ioannis. “Stochastic optimal control - a forward and backward sampling approach.” 2017. Doctoral Dissertation, Georgia Tech. Accessed March 21, 2018. http://hdl.handle.net/1853/59263.

MLA Handbook (7^{th} Edition):

Exarchos, Ioannis. “Stochastic optimal control - a forward and backward sampling approach.” 2017. Web. 21 Mar 2018.

Vancouver:

Exarchos I. Stochastic optimal control - a forward and backward sampling approach. [Internet] [Doctoral dissertation]. Georgia Tech; 2017. [cited 2018 Mar 21]. 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

20.
Roberts, Dale.
* Equations* with Boundary Noise.

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

URL: http://handle.unsw.edu.au/1959.4/51637

► 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 (6^{th} Edition):

Roberts, D. (2011). Equations with Boundary Noise. (Doctoral Dissertation). University of New South Wales. Retrieved from http://handle.unsw.edu.au/1959.4/51637

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

Roberts, Dale. “Equations with Boundary Noise.” 2011. Doctoral Dissertation, University of New South Wales. Accessed March 21, 2018. http://handle.unsw.edu.au/1959.4/51637.

MLA Handbook (7^{th} Edition):

Roberts, Dale. “Equations with Boundary Noise.” 2011. Web. 21 Mar 2018.

Vancouver:

Roberts D. Equations with Boundary Noise. [Internet] [Doctoral dissertation]. University of New South Wales; 2011. [cited 2018 Mar 21]. Available from: http://handle.unsw.edu.au/1959.4/51637.

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

University of Kansas

21.
Liu, Yanghui.
Numerical solutions of rough *differential* *equations* and *stochastic* *differential* * equations*.

Degree: PhD, Mathematics, 2016, University of Kansas

URL: http://hdl.handle.net/1808/21866

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

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

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APA (6^{th} Edition):

Liu, Y. (2016). Numerical solutions of rough differential equations and stochastic differential equations. (Doctoral Dissertation). University of Kansas. Retrieved from http://hdl.handle.net/1808/21866

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

Liu, Yanghui. “Numerical solutions of rough differential equations and stochastic differential equations.” 2016. Doctoral Dissertation, University of Kansas. Accessed March 21, 2018. http://hdl.handle.net/1808/21866.

MLA Handbook (7^{th} Edition):

Liu, Yanghui. “Numerical solutions of rough differential equations and stochastic differential equations.” 2016. Web. 21 Mar 2018.

Vancouver:

Liu Y. Numerical solutions of rough differential equations and stochastic differential equations. [Internet] [Doctoral dissertation]. University of Kansas; 2016. [cited 2018 Mar 21]. 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

University of Southern California

22.
Glatt-Holtz, Nathan Edward.
Well posedness and asymptotic analysis for the *stochastic*
*equations* of geophysical fluid dynamics.

Degree: PhD, Applied Mathematics, 2008, University of Southern California

URL: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll127/id/82250/rec/7837

► This work collects three interrelated projects that develop rigorous mathematical tools for the study of the stochastically forced *equations* of geophysical fluid dynamics and turbulence.…
(more)

Subjects/Keywords: stochastic partial differential equations; Navier-Stokes equations; primitive equations; geophysical fluid dynamics; asymptotic analysis

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APA (6^{th} Edition):

Glatt-Holtz, N. E. (2008). Well posedness and asymptotic analysis for the stochastic equations of geophysical fluid dynamics. (Doctoral Dissertation). University of Southern California. Retrieved from http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll127/id/82250/rec/7837

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

Glatt-Holtz, Nathan Edward. “Well posedness and asymptotic analysis for the stochastic equations of geophysical fluid dynamics.” 2008. Doctoral Dissertation, University of Southern California. Accessed March 21, 2018. http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll127/id/82250/rec/7837.

MLA Handbook (7^{th} Edition):

Glatt-Holtz, Nathan Edward. “Well posedness and asymptotic analysis for the stochastic equations of geophysical fluid dynamics.” 2008. Web. 21 Mar 2018.

Vancouver:

Glatt-Holtz NE. Well posedness and asymptotic analysis for the stochastic equations of geophysical fluid dynamics. [Internet] [Doctoral dissertation]. University of Southern California; 2008. [cited 2018 Mar 21]. Available from: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll127/id/82250/rec/7837.

Council of Science Editors:

Glatt-Holtz NE. Well posedness and asymptotic analysis for the stochastic equations of geophysical fluid dynamics. [Doctoral Dissertation]. University of Southern California; 2008. Available from: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll127/id/82250/rec/7837

23.
Hofmanová, Martina.
Degenerate parabolic *stochastic* partial *differential* *equations* : Équations aux dérivées partielles stochastiques paraboliques dégénérées.

Degree: Docteur es, Mathématiques, 2013, Cachan, Ecole normale supérieure; Charles University. Faculty of mathematics and physics. Department of metal physics (Prague)

URL: http://www.theses.fr/2013DENS0024

►

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

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

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

APA (6^{th} Edition):

Hofmanová, M. (2013). Degenerate parabolic stochastic partial differential equations : Équations aux dérivées partielles stochastiques paraboliques dégénérées. (Doctoral Dissertation). Cachan, Ecole normale supérieure; Charles University. Faculty of mathematics and physics. Department of metal physics (Prague). Retrieved from http://www.theses.fr/2013DENS0024

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

Hofmanová, Martina. “Degenerate parabolic stochastic partial differential equations : Équations aux dérivées partielles stochastiques paraboliques dégénérées.” 2013. Doctoral Dissertation, Cachan, Ecole normale supérieure; Charles University. Faculty of mathematics and physics. Department of metal physics (Prague). Accessed March 21, 2018. http://www.theses.fr/2013DENS0024.

MLA Handbook (7^{th} Edition):

Hofmanová, Martina. “Degenerate parabolic stochastic partial differential equations : Équations aux dérivées partielles stochastiques paraboliques dégénérées.” 2013. Web. 21 Mar 2018.

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 2018 Mar 21]. Available from: http://www.theses.fr/2013DENS0024.

Council of Science Editors:

Hofmanová M. Degenerate parabolic stochastic partial differential equations : Équations aux dérivées partielles stochastiques paraboliques dégénérées. [Doctoral Dissertation]. Cachan, Ecole normale supérieure; Charles University. Faculty of mathematics and physics. Department of metal physics (Prague); 2013. Available from: http://www.theses.fr/2013DENS0024

University of Manchester

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

Degree: PhD, 2014, University of Manchester

URL: https://www.research.manchester.ac.uk/portal/en/theses/absolute-continuity-of-the-laws-existence-and-uniqueness-of-solutions-of-some-sdes-and-spdes(2bc80de8-7c36-453f-a7c2-69fa4ee0e705).html ; http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.603266

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

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

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APA (6^{th} Edition):

Yue, W. (2014). Absolute continuity of the laws, existence and uniqueness of solutions of some SDEs and SPDEs. (Doctoral Dissertation). University of Manchester. Retrieved from https://www.research.manchester.ac.uk/portal/en/theses/absolute-continuity-of-the-laws-existence-and-uniqueness-of-solutions-of-some-sdes-and-spdes(2bc80de8-7c36-453f-a7c2-69fa4ee0e705).html ; http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.603266

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

Yue, Wen. “Absolute continuity of the laws, existence and uniqueness of solutions of some SDEs and SPDEs.” 2014. Doctoral Dissertation, University of Manchester. Accessed March 21, 2018. https://www.research.manchester.ac.uk/portal/en/theses/absolute-continuity-of-the-laws-existence-and-uniqueness-of-solutions-of-some-sdes-and-spdes(2bc80de8-7c36-453f-a7c2-69fa4ee0e705).html ; http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.603266.

MLA Handbook (7^{th} Edition):

Yue, Wen. “Absolute continuity of the laws, existence and uniqueness of solutions of some SDEs and SPDEs.” 2014. Web. 21 Mar 2018.

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 2018 Mar 21]. 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

25.
Cheng, Gang.
Analyzing and Solving Non-Linear *Stochastic* Dynamic Models on Non-Periodic Discrete Time Domains.

Degree: MS, Department of Mathematics, 2013, Western Kentucky University

URL: https://digitalcommons.wku.edu/theses/1236

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

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

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

APA (6^{th} Edition):

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

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

Cheng, Gang. “Analyzing and Solving Non-Linear Stochastic Dynamic Models on Non-Periodic Discrete Time Domains.” 2013. Masters Thesis, Western Kentucky University. Accessed March 21, 2018. https://digitalcommons.wku.edu/theses/1236.

MLA Handbook (7^{th} Edition):

Cheng, Gang. “Analyzing and Solving Non-Linear Stochastic Dynamic Models on Non-Periodic Discrete Time Domains.” 2013. Web. 21 Mar 2018.

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 2018 Mar 21]. 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

26.
Lionnet, Arnaud.
Topics on backward *stochastic* *differential* *equations* : theoretical and practical aspects.

Degree: PhD, 2013, University of Oxford

URL: http://ora.ox.ac.uk/objects/uuid:0c1154d0-61ac-428a-8ef7-29a546f2da42 ; http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.595938

► 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

Record Details Similar Records

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

APA (6^{th} 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 ; http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.595938

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

Lionnet, Arnaud. “Topics on backward stochastic differential equations : theoretical and practical aspects.” 2013. Doctoral Dissertation, University of Oxford. Accessed March 21, 2018. http://ora.ox.ac.uk/objects/uuid:0c1154d0-61ac-428a-8ef7-29a546f2da42 ; http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.595938.

MLA Handbook (7^{th} Edition):

Lionnet, Arnaud. “Topics on backward stochastic differential equations : theoretical and practical aspects.” 2013. Web. 21 Mar 2018.

Vancouver:

Lionnet A. Topics on backward stochastic differential equations : theoretical and practical aspects. [Internet] [Doctoral dissertation]. University of Oxford; 2013. [cited 2018 Mar 21]. Available from: http://ora.ox.ac.uk/objects/uuid:0c1154d0-61ac-428a-8ef7-29a546f2da42 ; http://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 ; http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.595938

University of Tennessee – Knoxville

27. Fatheddin, Parisa. Asymptotic Behavior of a Class of SPDEs.

Degree: 2014, University of Tennessee – Knoxville

URL: http://trace.tennessee.edu/utk_graddiss/2690

We establish the large and moderate deviation principles for a class of stochastic partial differential equations with a non-Lipschitz continuous coefficient. As an application we derive these principles for an important population model, Fleming-Viot Process. In addition, we establish the moderate deviation principle for another classical population model, super-Brownian motion.

Subjects/Keywords: large deviations; Stochastic differential equations; population models; Probability

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

APA (6^{th} Edition):

Fatheddin, P. (2014). Asymptotic Behavior of a Class of SPDEs. (Doctoral Dissertation). University of Tennessee – Knoxville. Retrieved from http://trace.tennessee.edu/utk_graddiss/2690

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

Fatheddin, Parisa. “Asymptotic Behavior of a Class of SPDEs.” 2014. Doctoral Dissertation, University of Tennessee – Knoxville. Accessed March 21, 2018. http://trace.tennessee.edu/utk_graddiss/2690.

MLA Handbook (7^{th} Edition):

Fatheddin, Parisa. “Asymptotic Behavior of a Class of SPDEs.” 2014. Web. 21 Mar 2018.

Vancouver:

Fatheddin P. Asymptotic Behavior of a Class of SPDEs. [Internet] [Doctoral dissertation]. University of Tennessee – Knoxville; 2014. [cited 2018 Mar 21]. Available from: http://trace.tennessee.edu/utk_graddiss/2690.

Council of Science Editors:

Fatheddin P. Asymptotic Behavior of a Class of SPDEs. [Doctoral Dissertation]. University of Tennessee – Knoxville; 2014. Available from: http://trace.tennessee.edu/utk_graddiss/2690

University of Edinburgh

28.
McWilliams, Nairn Anthony.
Option pricing techniques under *stochastic* delay models.

Degree: 2011, University of Edinburgh

URL: http://hdl.handle.net/1842/5754

► The Black-Scholes model and corresponding option pricing formula has led to a wide and extensive industry, used by financial institutions and investors to speculate on…
(more)

Subjects/Keywords: 330.015195; Stochastic Delay Differential Equations; arithmetic options; Comonotonicity

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APA (6^{th} Edition):

McWilliams, N. A. (2011). Option pricing techniques under stochastic delay models. (Doctoral Dissertation). University of Edinburgh. Retrieved from http://hdl.handle.net/1842/5754

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

McWilliams, Nairn Anthony. “Option pricing techniques under stochastic delay models.” 2011. Doctoral Dissertation, University of Edinburgh. Accessed March 21, 2018. http://hdl.handle.net/1842/5754.

MLA Handbook (7^{th} Edition):

McWilliams, Nairn Anthony. “Option pricing techniques under stochastic delay models.” 2011. Web. 21 Mar 2018.

Vancouver:

McWilliams NA. Option pricing techniques under stochastic delay models. [Internet] [Doctoral dissertation]. University of Edinburgh; 2011. [cited 2018 Mar 21]. Available from: http://hdl.handle.net/1842/5754.

Council of Science Editors:

McWilliams NA. Option pricing techniques under stochastic delay models. [Doctoral Dissertation]. University of Edinburgh; 2011. Available from: http://hdl.handle.net/1842/5754

University of Oxford

29. Elerian, Ola. Simulation estimation of continuous-time models with applications to finance.

Degree: PhD, 1999, University of Oxford

URL: https://ora.ox.ac.uk/objects/uuid:9538382d-5524-416a-8a95-1b820dd795e1 ; http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.313584

► Over recent years, we have witnessed a rapid development in the body of economic theory with applications to finance. It has had great success in…
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Subjects/Keywords: 332; Stochastic differential equations

Record Details Similar Records

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

APA (6^{th} Edition):

Elerian, O. (1999). Simulation estimation of continuous-time models with applications to finance. (Doctoral Dissertation). University of Oxford. Retrieved from https://ora.ox.ac.uk/objects/uuid:9538382d-5524-416a-8a95-1b820dd795e1 ; http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.313584

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

Elerian, Ola. “Simulation estimation of continuous-time models with applications to finance.” 1999. Doctoral Dissertation, University of Oxford. Accessed March 21, 2018. https://ora.ox.ac.uk/objects/uuid:9538382d-5524-416a-8a95-1b820dd795e1 ; http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.313584.

MLA Handbook (7^{th} Edition):

Elerian, Ola. “Simulation estimation of continuous-time models with applications to finance.” 1999. Web. 21 Mar 2018.

Vancouver:

Elerian O. Simulation estimation of continuous-time models with applications to finance. [Internet] [Doctoral dissertation]. University of Oxford; 1999. [cited 2018 Mar 21]. Available from: https://ora.ox.ac.uk/objects/uuid:9538382d-5524-416a-8a95-1b820dd795e1 ; http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.313584.

Council of Science Editors:

Elerian O. Simulation estimation of continuous-time models with applications to finance. [Doctoral Dissertation]. University of Oxford; 1999. Available from: https://ora.ox.ac.uk/objects/uuid:9538382d-5524-416a-8a95-1b820dd795e1 ; http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.313584

University of Technology, Sydney

30.
Bruti-Liberati, N.
Numerical solution of *stochastic* *differential* *equations* with jumps in finance.

Degree: 2007, University of Technology, Sydney

URL: http://hdl.handle.net/10453/20293

► This thesis concerns the design and analysis of new discrete time approximations for *stochastic* *differential* *equations* (SDEs) driven by Wiener processes and Poisson random measures.…
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Subjects/Keywords: Stochastic differential equations.; Jump processes.

Record Details Similar Records

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

APA (6^{th} Edition):

Bruti-Liberati, N. (2007). Numerical solution of stochastic differential equations with jumps in finance. (Thesis). University of Technology, Sydney. Retrieved from http://hdl.handle.net/10453/20293

Not specified: Masters Thesis or Doctoral Dissertation

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

Bruti-Liberati, N. “Numerical solution of stochastic differential equations with jumps in finance.” 2007. Thesis, University of Technology, Sydney. Accessed March 21, 2018. http://hdl.handle.net/10453/20293.

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} Edition):

Bruti-Liberati, N. “Numerical solution of stochastic differential equations with jumps in finance.” 2007. Web. 21 Mar 2018.

Vancouver:

Bruti-Liberati N. Numerical solution of stochastic differential equations with jumps in finance. [Internet] [Thesis]. University of Technology, Sydney; 2007. [cited 2018 Mar 21]. Available from: http://hdl.handle.net/10453/20293.

Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Bruti-Liberati N. Numerical solution of stochastic differential equations with jumps in finance. [Thesis]. University of Technology, Sydney; 2007. Available from: http://hdl.handle.net/10453/20293

Not specified: Masters Thesis or Doctoral Dissertation