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You searched for subject:(stochastic differential equations). Showing records 1 – 30 of 267 total matches.

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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

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

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

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

APA (6th 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 (16th 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 July 20, 2018. http://hdl.handle.net/2263/29519.

MLA Handbook (7th Edition):

Ali, Zakaria Idriss. “Existence result for a class of stochastic quasilinear partial differential equations with non-standard growth.” 2011. Web. 20 Jul 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 Jul 20]. 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

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

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

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APA (6th Edition):

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

Chicago Manual of Style (16th Edition):

author], [No. “Existence result for a class of stochastic quasilinear partial differential equations with non-standard growth .” 2011. Masters Thesis, University of Pretoria. Accessed July 20, 2018. http://upetd.up.ac.za/thesis/available/etd-11172011-103734/.

MLA Handbook (7th Edition):

author], [No. “Existence result for a class of stochastic quasilinear partial differential equations with non-standard growth .” 2011. Web. 20 Jul 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 Jul 20]. 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

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

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

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APA (6th Edition):

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

Chicago Manual of Style (16th Edition):

Yeadon, Cyrus. “Approximating solutions of backward doubly stochastic differential equations with measurable coefficients using a time discretization scheme.” 2015. Doctoral Dissertation, Loughborough University. Accessed July 20, 2018. https://dspace.lboro.ac.uk/2134/20643 ; http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.682529.

MLA Handbook (7th Edition):

Yeadon, Cyrus. “Approximating solutions of backward doubly stochastic differential equations with measurable coefficients using a time discretization scheme.” 2015. Web. 20 Jul 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 Jul 20]. 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

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

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

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APA (6th Edition):

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

Chicago Manual of Style (16th Edition):

McDaniel, Austin James. “The Effects of Time Delay on Noisy Systems .” 2015. Doctoral Dissertation, University of Arizona. Accessed July 20, 2018. http://hdl.handle.net/10150/556867.

MLA Handbook (7th Edition):

McDaniel, Austin James. “The Effects of Time Delay on Noisy Systems .” 2015. Web. 20 Jul 2018.

Vancouver:

McDaniel AJ. The Effects of Time Delay on Noisy Systems . [Internet] [Doctoral dissertation]. University of Arizona; 2015. [cited 2018 Jul 20]. 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


Duke University

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

Degree: 2010, Duke University

  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

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APA (6th Edition):

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

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):

Thomas, Rachel Lee. “Time-Scaled Stochastic Input to Biochemical Reaction Networks .” 2010. Thesis, Duke University. Accessed July 20, 2018. http://hdl.handle.net/10161/2443.

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

MLA Handbook (7th Edition):

Thomas, Rachel Lee. “Time-Scaled Stochastic Input to Biochemical Reaction Networks .” 2010. Web. 20 Jul 2018.

Vancouver:

Thomas RL. Time-Scaled Stochastic Input to Biochemical Reaction Networks . [Internet] [Thesis]. Duke University; 2010. [cited 2018 Jul 20]. Available from: http://hdl.handle.net/10161/2443.

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

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


University of KwaZulu-Natal

6. [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

 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.

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APA (6th 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 (16th 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 July 20, 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 (7th Edition):

author], [No. “Applications of symmetry analysis of partial differential and stochastic differential equations arising from mathematics of finance. ” 2011. Web. 20 Jul 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 Jul 20]. 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

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

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

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

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APA (6th Edition):

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

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

Chicago Manual of Style (16th Edition):

René, Alexandre. “Spectral Solution Method for Distributed Delay Stochastic Differential Equations .” 2016. Thesis, University of Ottawa. Accessed July 20, 2018. http://hdl.handle.net/10393/34327.

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

MLA Handbook (7th Edition):

René, Alexandre. “Spectral Solution Method for Distributed Delay Stochastic Differential Equations .” 2016. Web. 20 Jul 2018.

Vancouver:

René A. Spectral Solution Method for Distributed Delay Stochastic Differential Equations . [Internet] [Thesis]. University of Ottawa; 2016. [cited 2018 Jul 20]. Available from: http://hdl.handle.net/10393/34327.

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

Council of Science Editors:

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

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


University of Alberta

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

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

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

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

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APA (6th Edition):

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

Chicago Manual of Style (16th Edition):

Krasin, Vladislav. “Comparison theorem and its applications to finance.” 2010. Doctoral Dissertation, University of Alberta. Accessed July 20, 2018. https://era.library.ualberta.ca/files/6w924d05r.

MLA Handbook (7th Edition):

Krasin, Vladislav. “Comparison theorem and its applications to finance.” 2010. Web. 20 Jul 2018.

Vancouver:

Krasin V. Comparison theorem and its applications to finance. [Internet] [Doctoral dissertation]. University of Alberta; 2010. [cited 2018 Jul 20]. 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 Manchester

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

Degree: PhD, 2014, University of Manchester

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

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

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APA (6th Edition):

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

Chicago Manual of Style (16th Edition):

Taylor, Phillip. “Simulating Gaussian random fields and solving stochastic differential equations using bounded Wiener increments.” 2014. Doctoral Dissertation, University of Manchester. Accessed July 20, 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 (7th Edition):

Taylor, Phillip. “Simulating Gaussian random fields and solving stochastic differential equations using bounded Wiener increments.” 2014. Web. 20 Jul 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 Jul 20]. 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

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

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

 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

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APA (6th 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 (16th Edition):

Esunge, Julius. “White noise methods for anticipating stochastic differential equations.” 2009. Doctoral Dissertation, Louisiana State University. Accessed July 20, 2018. etd-07062009-094329 ; https://digitalcommons.lsu.edu/gradschool_dissertations/2132.

MLA Handbook (7th Edition):

Esunge, Julius. “White noise methods for anticipating stochastic differential equations.” 2009. Web. 20 Jul 2018.

Vancouver:

Esunge J. White noise methods for anticipating stochastic differential equations. [Internet] [Doctoral dissertation]. Louisiana State University; 2009. [cited 2018 Jul 20]. 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


University of Southern California

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

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

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

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

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APA (6th Edition):

Chen, J. (2011). Forward-backward stochastic differential equations with discontinuous coefficient and regime switching term structure model. (Doctoral Dissertation). University of Southern California. Retrieved from http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll127/id/444005/rec/2874

Chicago Manual of Style (16th Edition):

Chen, Jianfu. “Forward-backward stochastic differential equations with discontinuous coefficient and regime switching term structure model.” 2011. Doctoral Dissertation, University of Southern California. Accessed July 20, 2018. http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll127/id/444005/rec/2874.

MLA Handbook (7th Edition):

Chen, Jianfu. “Forward-backward stochastic differential equations with discontinuous coefficient and regime switching term structure model.” 2011. Web. 20 Jul 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 Jul 20]. Available from: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll127/id/444005/rec/2874.

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/2874

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

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

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

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

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APA (6th Edition):

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

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

Chicago Manual of Style (16th Edition):

Massoud, Mohammad. “Statistical verification techniques for stochastic dynamic systems .” 2015. Thesis, State University of New York at New Paltz. Accessed July 20, 2018. http://hdl.handle.net/1951/66389.

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

MLA Handbook (7th Edition):

Massoud, Mohammad. “Statistical verification techniques for stochastic dynamic systems .” 2015. Web. 20 Jul 2018.

Vancouver:

Massoud M. Statistical verification techniques for stochastic dynamic systems . [Internet] [Thesis]. State University of New York at New Paltz; 2015. [cited 2018 Jul 20]. Available from: http://hdl.handle.net/1951/66389.

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

Council of Science Editors:

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

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


University of Edinburgh

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

Degree: PhD, 2015, University of Edinburgh

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

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

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APA (6th Edition):

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

Chicago Manual of Style (16th Edition):

Dareiotis, Anastasios Constantinos. “Stochastic partial differential and integro-differential equations.” 2015. Doctoral Dissertation, University of Edinburgh. Accessed July 20, 2018. http://hdl.handle.net/1842/14186.

MLA Handbook (7th Edition):

Dareiotis, Anastasios Constantinos. “Stochastic partial differential and integro-differential equations.” 2015. Web. 20 Jul 2018.

Vancouver:

Dareiotis AC. Stochastic partial differential and integro-differential equations. [Internet] [Doctoral dissertation]. University of Edinburgh; 2015. [cited 2018 Jul 20]. Available from: http://hdl.handle.net/1842/14186.

Council of Science Editors:

Dareiotis AC. Stochastic partial differential and integro-differential equations. [Doctoral Dissertation]. University of Edinburgh; 2015. Available from: http://hdl.handle.net/1842/14186


University of Edinburgh

14. Zhang, Xiling. On numerical approximations for stochastic differential equations.

Degree: PhD, 2017, University of Edinburgh

 This thesis consists of several problems concerning numerical approximations for stochastic differential equations, and is divided into three parts. The first one is on the… (more)

Subjects/Keywords: stochastic differential equations; Lyapunov functions; asymptotic stability; Lévy processes; stochastic integrals

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APA (6th Edition):

Zhang, X. (2017). On numerical approximations for stochastic differential equations. (Doctoral Dissertation). University of Edinburgh. Retrieved from http://hdl.handle.net/1842/28931

Chicago Manual of Style (16th Edition):

Zhang, Xiling. “On numerical approximations for stochastic differential equations.” 2017. Doctoral Dissertation, University of Edinburgh. Accessed July 20, 2018. http://hdl.handle.net/1842/28931.

MLA Handbook (7th Edition):

Zhang, Xiling. “On numerical approximations for stochastic differential equations.” 2017. Web. 20 Jul 2018.

Vancouver:

Zhang X. On numerical approximations for stochastic differential equations. [Internet] [Doctoral dissertation]. University of Edinburgh; 2017. [cited 2018 Jul 20]. Available from: http://hdl.handle.net/1842/28931.

Council of Science Editors:

Zhang X. On numerical approximations for stochastic differential equations. [Doctoral Dissertation]. University of Edinburgh; 2017. Available from: http://hdl.handle.net/1842/28931


University of Alberta

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

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

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

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

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APA (6th Edition):

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

Chicago Manual of Style (16th Edition):

Deng, Jian. “Uncertainty Quantification of Dynamical Systems and Stochastic Symplectic Schemes.” 2013. Doctoral Dissertation, University of Alberta. Accessed July 20, 2018. https://era.library.ualberta.ca/files/n583xv59r.

MLA Handbook (7th Edition):

Deng, Jian. “Uncertainty Quantification of Dynamical Systems and Stochastic Symplectic Schemes.” 2013. Web. 20 Jul 2018.

Vancouver:

Deng J. Uncertainty Quantification of Dynamical Systems and Stochastic Symplectic Schemes. [Internet] [Doctoral dissertation]. University of Alberta; 2013. [cited 2018 Jul 20]. 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

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

Degree: PhD, 2013, University of Rochester

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

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

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APA (6th Edition):

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

Chicago Manual of Style (16th Edition):

Henao, Alejandro Gomez (1983 - ). “Uniqueness properties in the theory of stochastic differential equations.” 2013. Doctoral Dissertation, University of Rochester. Accessed July 20, 2018. http://hdl.handle.net/1802/26859.

MLA Handbook (7th Edition):

Henao, Alejandro Gomez (1983 - ). “Uniqueness properties in the theory of stochastic differential equations.” 2013. Web. 20 Jul 2018.

Vancouver:

Henao AG(-). Uniqueness properties in the theory of stochastic differential equations. [Internet] [Doctoral dissertation]. University of Rochester; 2013. [cited 2018 Jul 20]. 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

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

Degree: PhD, Aerospace Engineering, 2017, Georgia Tech

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

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

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APA (6th Edition):

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

Chicago Manual of Style (16th Edition):

Exarchos, Ioannis. “Stochastic optimal control - a forward and backward sampling approach.” 2017. Doctoral Dissertation, Georgia Tech. Accessed July 20, 2018. http://hdl.handle.net/1853/59263.

MLA Handbook (7th Edition):

Exarchos, Ioannis. “Stochastic optimal control - a forward and backward sampling approach.” 2017. Web. 20 Jul 2018.

Vancouver:

Exarchos I. Stochastic optimal control - a forward and backward sampling approach. [Internet] [Doctoral dissertation]. Georgia Tech; 2017. [cited 2018 Jul 20]. 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


Texas Tech University

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

Degree: 1973, Texas Tech University

Subjects/Keywords: Stochastic differential equations; Stochastic processes

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APA (6th Edition):

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

Chicago Manual of Style (16th Edition):

Hartwig, Ronald Craig. “Cumulants of an IQF via differential equations.” 1973. Masters Thesis, Texas Tech University. Accessed July 20, 2018. http://hdl.handle.net/2346/9116.

MLA Handbook (7th Edition):

Hartwig, Ronald Craig. “Cumulants of an IQF via differential equations.” 1973. Web. 20 Jul 2018.

Vancouver:

Hartwig RC. Cumulants of an IQF via differential equations. [Internet] [Masters thesis]. Texas Tech University; 1973. [cited 2018 Jul 20]. 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

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

Degree: MSc, Mathematical Sciences, 2011, Stellenbosch University

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

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

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APA (6th Edition):

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

Chicago Manual of Style (16th Edition):

Ndounkeu, Ludovic Tangpi. “Optimal cross hedging of Insurance derivatives using quadratic BSDEs.” 2011. Masters Thesis, Stellenbosch University. Accessed July 20, 2018. http://hdl.handle.net/10019.1/17950.

MLA Handbook (7th Edition):

Ndounkeu, Ludovic Tangpi. “Optimal cross hedging of Insurance derivatives using quadratic BSDEs.” 2011. Web. 20 Jul 2018.

Vancouver:

Ndounkeu LT. Optimal cross hedging of Insurance derivatives using quadratic BSDEs. [Internet] [Masters thesis]. Stellenbosch University; 2011. [cited 2018 Jul 20]. 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 New South Wales

20. Roberts, Dale. Equations with Boundary Noise.

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

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

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

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APA (6th Edition):

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

Chicago Manual of Style (16th Edition):

Roberts, Dale. “Equations with Boundary Noise.” 2011. Doctoral Dissertation, University of New South Wales. Accessed July 20, 2018. http://handle.unsw.edu.au/1959.4/51637.

MLA Handbook (7th Edition):

Roberts, Dale. “Equations with Boundary Noise.” 2011. Web. 20 Jul 2018.

Vancouver:

Roberts D. Equations with Boundary Noise. [Internet] [Doctoral dissertation]. University of New South Wales; 2011. [cited 2018 Jul 20]. 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

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

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

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APA (6th Edition):

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

Chicago Manual of Style (16th Edition):

Liu, Yanghui. “Numerical solutions of rough differential equations and stochastic differential equations.” 2016. Doctoral Dissertation, University of Kansas. Accessed July 20, 2018. http://hdl.handle.net/1808/21866.

MLA Handbook (7th Edition):

Liu, Yanghui. “Numerical solutions of rough differential equations and stochastic differential equations.” 2016. Web. 20 Jul 2018.

Vancouver:

Liu Y. Numerical solutions of rough differential equations and stochastic differential equations. [Internet] [Doctoral dissertation]. University of Kansas; 2016. [cited 2018 Jul 20]. 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 Manchester

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

Degree: PhD, 2014, University of Manchester

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

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

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APA (6th Edition):

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

Chicago Manual of Style (16th Edition):

Yue, Wen. “Absolute continuity of the laws, existence and uniqueness of solutions of some SDEs and SPDEs.” 2014. Doctoral Dissertation, University of Manchester. Accessed July 20, 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 (7th Edition):

Yue, Wen. “Absolute continuity of the laws, existence and uniqueness of solutions of some SDEs and SPDEs.” 2014. Web. 20 Jul 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 Jul 20]. 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

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)

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

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

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APA (6th Edition):

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

Chicago Manual of Style (16th Edition):

Hofmanová, Martina. “Degenerate parabolic stochastic partial differential equations : Équations aux dérivées partielles stochastiques paraboliques dégénérées.” 2013. Doctoral Dissertation, Cachan, Ecole normale supérieure; Charles University. Faculty of mathematics and physics. Department of metal physics (Prague). Accessed July 20, 2018. http://www.theses.fr/2013DENS0024.

MLA Handbook (7th Edition):

Hofmanová, Martina. “Degenerate parabolic stochastic partial differential equations : Équations aux dérivées partielles stochastiques paraboliques dégénérées.” 2013. Web. 20 Jul 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 Jul 20]. Available from: http://www.theses.fr/2013DENS0024.

Council of Science Editors:

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


University of Oxford

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

Degree: PhD, 2013, University of Oxford

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

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

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APA (6th Edition):

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

Chicago Manual of Style (16th Edition):

Lionnet, Arnaud. “Topics on backward stochastic differential equations : theoretical and practical aspects.” 2013. Doctoral Dissertation, University of Oxford. Accessed July 20, 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 (7th Edition):

Lionnet, Arnaud. “Topics on backward stochastic differential equations : theoretical and practical aspects.” 2013. Web. 20 Jul 2018.

Vancouver:

Lionnet A. Topics on backward stochastic differential equations : theoretical and practical aspects. [Internet] [Doctoral dissertation]. University of Oxford; 2013. [cited 2018 Jul 20]. 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


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

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 (6th Edition):

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

Chicago Manual of Style (16th Edition):

Cheng, Gang. “Analyzing and Solving Non-Linear Stochastic Dynamic Models on Non-Periodic Discrete Time Domains.” 2013. Masters Thesis, Western Kentucky University. Accessed July 20, 2018. https://digitalcommons.wku.edu/theses/1236.

MLA Handbook (7th Edition):

Cheng, Gang. “Analyzing and Solving Non-Linear Stochastic Dynamic Models on Non-Periodic Discrete Time Domains.” 2013. Web. 20 Jul 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 Jul 20]. 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 Tennessee – Knoxville

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

Degree: 2014, University of Tennessee – Knoxville

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 (6th 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 (16th Edition):

Fatheddin, Parisa. “Asymptotic Behavior of a Class of SPDEs.” 2014. Doctoral Dissertation, University of Tennessee – Knoxville. Accessed July 20, 2018. http://trace.tennessee.edu/utk_graddiss/2690.

MLA Handbook (7th Edition):

Fatheddin, Parisa. “Asymptotic Behavior of a Class of SPDEs.” 2014. Web. 20 Jul 2018.

Vancouver:

Fatheddin P. Asymptotic Behavior of a Class of SPDEs. [Internet] [Doctoral dissertation]. University of Tennessee – Knoxville; 2014. [cited 2018 Jul 20]. 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

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

Degree: 2011, University of Edinburgh

 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 (6th 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 (16th Edition):

McWilliams, Nairn Anthony. “Option pricing techniques under stochastic delay models.” 2011. Doctoral Dissertation, University of Edinburgh. Accessed July 20, 2018. http://hdl.handle.net/1842/5754.

MLA Handbook (7th Edition):

McWilliams, Nairn Anthony. “Option pricing techniques under stochastic delay models.” 2011. Web. 20 Jul 2018.

Vancouver:

McWilliams NA. Option pricing techniques under stochastic delay models. [Internet] [Doctoral dissertation]. University of Edinburgh; 2011. [cited 2018 Jul 20]. 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

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

Degree: PhD, 1999, University of Oxford

 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… (more)

Subjects/Keywords: 332; Stochastic differential equations

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APA (6th 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 (16th Edition):

Elerian, Ola. “Simulation estimation of continuous-time models with applications to finance.” 1999. Doctoral Dissertation, University of Oxford. Accessed July 20, 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 (7th Edition):

Elerian, Ola. “Simulation estimation of continuous-time models with applications to finance.” 1999. Web. 20 Jul 2018.

Vancouver:

Elerian O. Simulation estimation of continuous-time models with applications to finance. [Internet] [Doctoral dissertation]. University of Oxford; 1999. [cited 2018 Jul 20]. 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

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

Degree: 2007, University of Technology, Sydney

 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.… (more)

Subjects/Keywords: Stochastic differential equations.; Jump processes.

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APA (6th 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

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):

Bruti-Liberati, N. “Numerical solution of stochastic differential equations with jumps in finance.” 2007. Thesis, University of Technology, Sydney. Accessed July 20, 2018. http://hdl.handle.net/10453/20293.

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

MLA Handbook (7th Edition):

Bruti-Liberati, N. “Numerical solution of stochastic differential equations with jumps in finance.” 2007. Web. 20 Jul 2018.

Vancouver:

Bruti-Liberati N. Numerical solution of stochastic differential equations with jumps in finance. [Internet] [Thesis]. University of Technology, Sydney; 2007. [cited 2018 Jul 20]. Available from: http://hdl.handle.net/10453/20293.

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

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

30. Leahy, James-Michael. On parabolic stochastic integro-differential equations : existence, regularity and numerics.

Degree: PhD, 2015, University of Edinburgh

 In this thesis, we study the existence, uniqueness, and regularity of systems of degenerate linear stochastic integro-differential equations (SIDEs) of parabolic type with adapted coefficients… (more)

Subjects/Keywords: 519.2; stochastic flows; stochastic differential equations; SDEs; Lévy processes; strong-limit theorem; stochastic partial differential equations; SPDEs; degenerate parabolic type; parabolic stochastic integro-differential equations; SIDEs; partial integro-differential equations; PIDEs

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APA (6th Edition):

Leahy, J. (2015). On parabolic stochastic integro-differential equations : existence, regularity and numerics. (Doctoral Dissertation). University of Edinburgh. Retrieved from http://hdl.handle.net/1842/10569

Chicago Manual of Style (16th Edition):

Leahy, James-Michael. “On parabolic stochastic integro-differential equations : existence, regularity and numerics.” 2015. Doctoral Dissertation, University of Edinburgh. Accessed July 20, 2018. http://hdl.handle.net/1842/10569.

MLA Handbook (7th Edition):

Leahy, James-Michael. “On parabolic stochastic integro-differential equations : existence, regularity and numerics.” 2015. Web. 20 Jul 2018.

Vancouver:

Leahy J. On parabolic stochastic integro-differential equations : existence, regularity and numerics. [Internet] [Doctoral dissertation]. University of Edinburgh; 2015. [cited 2018 Jul 20]. Available from: http://hdl.handle.net/1842/10569.

Council of Science Editors:

Leahy J. On parabolic stochastic integro-differential equations : existence, regularity and numerics. [Doctoral Dissertation]. University of Edinburgh; 2015. Available from: http://hdl.handle.net/1842/10569

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