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You searched for subject:(stochastic differential equations). Showing records 1 – 30 of 262 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 (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 December 18, 2017. 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. 18 Dec 2017.

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 2017 Dec 18]. 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 December 18, 2017. 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. 18 Dec 2017.

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 2017 Dec 18]. 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/


University of Arizona

3. 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 December 18, 2017. http://hdl.handle.net/10150/556867.

MLA Handbook (7th Edition):

McDaniel, Austin James. “The Effects of Time Delay on Noisy Systems .” 2015. Web. 18 Dec 2017.

Vancouver:

McDaniel AJ. The Effects of Time Delay on Noisy Systems . [Internet] [Doctoral dissertation]. University of Arizona; 2015. [cited 2017 Dec 18]. 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


Loughborough University

4. 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 December 18, 2017. 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. 18 Dec 2017.

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 2017 Dec 18]. 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 Ottawa

5. 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 December 18, 2017. 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. 18 Dec 2017.

Vancouver:

René A. Spectral Solution Method for Distributed Delay Stochastic Differential Equations . [Internet] [Thesis]. University of Ottawa; 2016. [cited 2017 Dec 18]. 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 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 December 18, 2017. 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. 18 Dec 2017.

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 2017 Dec 18]. 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


Duke University

7. 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 December 18, 2017. 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. 18 Dec 2017.

Vancouver:

Thomas RL. Time-Scaled Stochastic Input to Biochemical Reaction Networks. [Internet] [Thesis]. Duke University; 2010. [cited 2017 Dec 18]. 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 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 December 18, 2017. https://era.library.ualberta.ca/files/6w924d05r.

MLA Handbook (7th Edition):

Krasin, Vladislav. “Comparison theorem and its applications to finance.” 2010. Web. 18 Dec 2017.

Vancouver:

Krasin V. Comparison theorem and its applications to finance. [Internet] [Doctoral dissertation]. University of Alberta; 2010. [cited 2017 Dec 18]. 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


Louisiana State University

9. Esunge, Julius. White Noise Methods for Anticipating Stochastic Differential Equations.

Degree: PhD, 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 http://etd.lsu.edu/docs/available/etd-07062009-094329/ ;

Chicago Manual of Style (16th Edition):

Esunge, Julius. “White Noise Methods for Anticipating Stochastic Differential Equations.” 2009. Doctoral Dissertation, Louisiana State University. Accessed December 18, 2017. http://etd.lsu.edu/docs/available/etd-07062009-094329/ ;.

MLA Handbook (7th Edition):

Esunge, Julius. “White Noise Methods for Anticipating Stochastic Differential Equations.” 2009. Web. 18 Dec 2017.

Vancouver:

Esunge J. White Noise Methods for Anticipating Stochastic Differential Equations. [Internet] [Doctoral dissertation]. Louisiana State University; 2009. [cited 2017 Dec 18]. Available from: http://etd.lsu.edu/docs/available/etd-07062009-094329/ ;.

Council of Science Editors:

Esunge J. White Noise Methods for Anticipating Stochastic Differential Equations. [Doctoral Dissertation]. Louisiana State University; 2009. Available from: http://etd.lsu.edu/docs/available/etd-07062009-094329/ ;


University of Southern California

10. 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/2867

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 December 18, 2017. http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll127/id/444005/rec/2867.

MLA Handbook (7th Edition):

Chen, Jianfu. “Forward-backward stochastic differential equations with discontinuous coefficient and regime switching term structure model.” 2011. Web. 18 Dec 2017.

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 2017 Dec 18]. 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

11. 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 December 18, 2017. 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. 18 Dec 2017.

Vancouver:

Taylor P. Simulating Gaussian random fields and solving stochastic differential equations using bounded Wiener increments. [Internet] [Doctoral dissertation]. University of Manchester; 2014. [cited 2017 Dec 18]. 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

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 December 18, 2017. 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. 18 Dec 2017.

Vancouver:

Massoud M. Statistical verification techniques for stochastic dynamic systems . [Internet] [Thesis]. State University of New York at New Paltz; 2015. [cited 2017 Dec 18]. 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


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

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

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APA (6th 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

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):

Happola, Juho. “Efficient Numerical Methods for Stochastic Differential Equations in Computational Finance.” 2017. Thesis, King Abdullah University of Science and Technology. Accessed December 18, 2017. http://hdl.handle.net/10754/625924.

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

MLA Handbook (7th Edition):

Happola, Juho. “Efficient Numerical Methods for Stochastic Differential Equations in Computational Finance.” 2017. Web. 18 Dec 2017.

Vancouver:

Happola J. Efficient Numerical Methods for Stochastic Differential Equations in Computational Finance. [Internet] [Thesis]. King Abdullah University of Science and Technology; 2017. [cited 2017 Dec 18]. Available from: http://hdl.handle.net/10754/625924.

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

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


University of Edinburgh

14. 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 December 18, 2017. http://hdl.handle.net/1842/14186.

MLA Handbook (7th Edition):

Dareiotis, Anastasios Constantinos. “Stochastic partial differential and integro-differential equations.” 2015. Web. 18 Dec 2017.

Vancouver:

Dareiotis AC. Stochastic partial differential and integro-differential equations. [Internet] [Doctoral dissertation]. University of Edinburgh; 2015. [cited 2017 Dec 18]. 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 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 December 18, 2017. https://era.library.ualberta.ca/files/n583xv59r.

MLA Handbook (7th Edition):

Deng, Jian. “Uncertainty Quantification of Dynamical Systems and Stochastic Symplectic Schemes.” 2013. Web. 18 Dec 2017.

Vancouver:

Deng J. Uncertainty Quantification of Dynamical Systems and Stochastic Symplectic Schemes. [Internet] [Doctoral dissertation]. University of Alberta; 2013. [cited 2017 Dec 18]. Available from: https://era.library.ualberta.ca/files/n583xv59r.

Council of Science Editors:

Deng J. Uncertainty Quantification of Dynamical Systems and Stochastic Symplectic Schemes. [Doctoral Dissertation]. University of Alberta; 2013. Available from: https://era.library.ualberta.ca/files/n583xv59r


Stellenbosch University

16. 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 December 18, 2017. 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. 18 Dec 2017.

Vancouver:

Ndounkeu LT. Optimal cross hedging of Insurance derivatives using quadratic BSDEs. [Internet] [Masters thesis]. Stellenbosch University; 2011. [cited 2017 Dec 18]. 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 Rochester

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

Degree: PhD, 2013, University of Rochester

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

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

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APA (6th Edition):

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

Chicago Manual of Style (16th Edition):

Henao, Alejandro Gomez (1983 - ). “Uniqueness properties in the theory of stochastic differential equations.” 2013. Doctoral Dissertation, University of Rochester. Accessed December 18, 2017. 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. 18 Dec 2017.

Vancouver:

Henao AG(-). Uniqueness properties in the theory of stochastic differential equations. [Internet] [Doctoral dissertation]. University of Rochester; 2013. [cited 2017 Dec 18]. 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


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 December 18, 2017. http://hdl.handle.net/2346/9116.

MLA Handbook (7th Edition):

Hartwig, Ronald Craig. “Cumulants of an IQF via differential equations.” 1973. Web. 18 Dec 2017.

Vancouver:

Hartwig RC. Cumulants of an IQF via differential equations. [Internet] [Masters thesis]. Texas Tech University; 1973. [cited 2017 Dec 18]. 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


University of New South Wales

19. 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 December 18, 2017. http://handle.unsw.edu.au/1959.4/51637.

MLA Handbook (7th Edition):

Roberts, Dale. “Equations with Boundary Noise.” 2011. Web. 18 Dec 2017.

Vancouver:

Roberts D. Equations with Boundary Noise. [Internet] [Doctoral dissertation]. University of New South Wales; 2011. [cited 2017 Dec 18]. 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

20. 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 December 18, 2017. http://hdl.handle.net/1808/21866.

MLA Handbook (7th Edition):

Liu, Yanghui. “Numerical solutions of rough differential equations and stochastic differential equations.” 2016. Web. 18 Dec 2017.

Vancouver:

Liu Y. Numerical solutions of rough differential equations and stochastic differential equations. [Internet] [Doctoral dissertation]. University of Kansas; 2016. [cited 2017 Dec 18]. 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

21. 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

 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 (6th 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 (16th 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 December 18, 2017. http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll127/id/82250/rec/7837.

MLA Handbook (7th Edition):

Glatt-Holtz, Nathan Edward. “Well posedness and asymptotic analysis for the stochastic equations of geophysical fluid dynamics.” 2008. Web. 18 Dec 2017.

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 2017 Dec 18]. 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


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 December 18, 2017. 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. 18 Dec 2017.

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 2017 Dec 18]. 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 December 18, 2017. 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. 18 Dec 2017.

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 2017 Dec 18]. 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


Western Kentucky University

24. 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 December 18, 2017. 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. 18 Dec 2017.

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 2017 Dec 18]. 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

25. 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 December 18, 2017. 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. 18 Dec 2017.

Vancouver:

Lionnet A. Topics on backward stochastic differential equations : theoretical and practical aspects. [Internet] [Doctoral dissertation]. University of Oxford; 2013. [cited 2017 Dec 18]. 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 Technology, Sydney

26. 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 December 18, 2017. 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. 18 Dec 2017.

Vancouver:

Bruti-Liberati N. Numerical solution of stochastic differential equations with jumps in finance. [Internet] [Thesis]. University of Technology, Sydney; 2007. [cited 2017 Dec 18]. 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


Dublin City University

27. Devin, Siobhan. On the asymptotic behaviour of deterministic and stochastic volterra integro-differential equations.

Degree: School of Mathematical Sciences, 2007, Dublin City University

 This thesis examines a question of stability in stochastic and deterministic systems with memory, and involves studying the asymptotic properties of Volterra integro-differential equations. The… (more)

Subjects/Keywords: Differential equations; deterministic; stochastic; memory; modelling; dynamical systems

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APA (6th Edition):

Devin, S. (2007). On the asymptotic behaviour of deterministic and stochastic volterra integro-differential equations. (Thesis). Dublin City University. Retrieved from http://doras.dcu.ie/17018/

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):

Devin, Siobhan. “On the asymptotic behaviour of deterministic and stochastic volterra integro-differential equations.” 2007. Thesis, Dublin City University. Accessed December 18, 2017. http://doras.dcu.ie/17018/.

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

MLA Handbook (7th Edition):

Devin, Siobhan. “On the asymptotic behaviour of deterministic and stochastic volterra integro-differential equations.” 2007. Web. 18 Dec 2017.

Vancouver:

Devin S. On the asymptotic behaviour of deterministic and stochastic volterra integro-differential equations. [Internet] [Thesis]. Dublin City University; 2007. [cited 2017 Dec 18]. Available from: http://doras.dcu.ie/17018/.

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

Council of Science Editors:

Devin S. On the asymptotic behaviour of deterministic and stochastic volterra integro-differential equations. [Thesis]. Dublin City University; 2007. Available from: http://doras.dcu.ie/17018/

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


University of Tennessee – Knoxville

28. 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 December 18, 2017. http://trace.tennessee.edu/utk_graddiss/2690.

MLA Handbook (7th Edition):

Fatheddin, Parisa. “Asymptotic Behavior of a Class of SPDEs.” 2014. Web. 18 Dec 2017.

Vancouver:

Fatheddin P. Asymptotic Behavior of a Class of SPDEs. [Internet] [Doctoral dissertation]. University of Tennessee – Knoxville; 2014. [cited 2017 Dec 18]. 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

29. Koepke, Henrike. A Study of Approximate Descriptions of a Random Evolution.

Degree: Dept. of Mathematics and Statistics, 2013, University of Victoria

 We consider a dynamical system that undergoes frequent random switches according to Markovian laws between different states and where the associated transition rates change with… (more)

Subjects/Keywords: stochastic differential equations

stochastic differential equations needed for the basic understanding of this work. Before we derive… …original switching process. 6 Chapter 2 Stochastic Differential Equations Alongside stochastic… …integrals, stochastic differential equations (SDE) belong to the area of stochastic… …Stochastic differential equations are widely used to model systems with random behaviour… …diffusion parameters [1]. Nowadays, stochastic differential equations are probably best… 

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APA (6th Edition):

Koepke, H. (2013). A Study of Approximate Descriptions of a Random Evolution. (Masters Thesis). University of Victoria. Retrieved from http://hdl.handle.net/1828/4828

Chicago Manual of Style (16th Edition):

Koepke, Henrike. “A Study of Approximate Descriptions of a Random Evolution.” 2013. Masters Thesis, University of Victoria. Accessed December 18, 2017. http://hdl.handle.net/1828/4828.

MLA Handbook (7th Edition):

Koepke, Henrike. “A Study of Approximate Descriptions of a Random Evolution.” 2013. Web. 18 Dec 2017.

Vancouver:

Koepke H. A Study of Approximate Descriptions of a Random Evolution. [Internet] [Masters thesis]. University of Victoria; 2013. [cited 2017 Dec 18]. Available from: http://hdl.handle.net/1828/4828.

Council of Science Editors:

Koepke H. A Study of Approximate Descriptions of a Random Evolution. [Masters Thesis]. University of Victoria; 2013. Available from: http://hdl.handle.net/1828/4828


University of Edinburgh

30. 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 December 18, 2017. http://hdl.handle.net/1842/5754.

MLA Handbook (7th Edition):

McWilliams, Nairn Anthony. “Option pricing techniques under stochastic delay models.” 2011. Web. 18 Dec 2017.

Vancouver:

McWilliams NA. Option pricing techniques under stochastic delay models. [Internet] [Doctoral dissertation]. University of Edinburgh; 2011. [cited 2017 Dec 18]. 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

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