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University of Pretoria

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

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

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

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

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

Record Details Similar Records

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

APA (6^{th} Edition):

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

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

Ali, Zakaria Idriss. “Existence result for a class of stochastic quasilinear partial differential equations with non-standard growth.” 2011. Masters Thesis, University of Pretoria. Accessed November 13, 2019. http://hdl.handle.net/2263/29519.

MLA Handbook (7^{th} Edition):

Ali, Zakaria Idriss. “Existence result for a class of stochastic quasilinear partial differential equations with non-standard growth.” 2011. Web. 13 Nov 2019.

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 2019 Nov 13]. Available from: http://hdl.handle.net/2263/29519.

Council of Science Editors:

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

University of Pretoria

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

Degree: 2011, University of Pretoria

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

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

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

Record Details Similar Records

❌

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

APA (6^{th} Edition):

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

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

author], [No. “Existence result for a class of stochastic quasilinear partial differential equations with non-standard growth .” 2011. Masters Thesis, University of Pretoria. Accessed November 13, 2019. http://upetd.up.ac.za/thesis/available/etd-11172011-103734/.

MLA Handbook (7^{th} Edition):

author], [No. “Existence result for a class of stochastic quasilinear partial differential equations with non-standard growth .” 2011. Web. 13 Nov 2019.

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 2019 Nov 13]. 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/

Columbia University

3. Ozen, Hasan Cagan. Long Time Propagation of Stochasticity by Dynamical Polynomial Chaos Expansions.

Degree: 2017, Columbia University

URL: https://doi.org/10.7916/D8WH32C5

► *Stochastic* differential *equations* (SDEs) and *stochastic* partial differential *equations* (SPDEs) play an important role in many areas of engineering and applied sciences such as atmospheric…
(more)

Subjects/Keywords: Mathematics; Stochastic differential equations; Algorithms

Record Details Similar Records

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

APA (6^{th} Edition):

Ozen, H. C. (2017). Long Time Propagation of Stochasticity by Dynamical Polynomial Chaos Expansions. (Doctoral Dissertation). Columbia University. Retrieved from https://doi.org/10.7916/D8WH32C5

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

Ozen, Hasan Cagan. “Long Time Propagation of Stochasticity by Dynamical Polynomial Chaos Expansions.” 2017. Doctoral Dissertation, Columbia University. Accessed November 13, 2019. https://doi.org/10.7916/D8WH32C5.

MLA Handbook (7^{th} Edition):

Ozen, Hasan Cagan. “Long Time Propagation of Stochasticity by Dynamical Polynomial Chaos Expansions.” 2017. Web. 13 Nov 2019.

Vancouver:

Ozen HC. Long Time Propagation of Stochasticity by Dynamical Polynomial Chaos Expansions. [Internet] [Doctoral dissertation]. Columbia University; 2017. [cited 2019 Nov 13]. Available from: https://doi.org/10.7916/D8WH32C5.

Council of Science Editors:

Ozen HC. Long Time Propagation of Stochasticity by Dynamical Polynomial Chaos Expansions. [Doctoral Dissertation]. Columbia University; 2017. Available from: https://doi.org/10.7916/D8WH32C5

University of Kansas

4.
Lewis, Peter.
Regularity of *Stochastic* Burgers’-Type * Equations*.

Degree: PhD, Mathematics, 2018, University of Kansas

URL: http://hdl.handle.net/1808/27802

► In classical partial differential *equations* (PDEs), it is well known that the solution to Burgers' equation in one spatial dimension with positive viscosity can be…
(more)

Subjects/Keywords: Mathematics; Stochastic partial differential equations

Record Details Similar Records

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

APA (6^{th} Edition):

Lewis, P. (2018). Regularity of Stochastic Burgers’-Type Equations. (Doctoral Dissertation). University of Kansas. Retrieved from http://hdl.handle.net/1808/27802

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

Lewis, Peter. “Regularity of Stochastic Burgers’-Type Equations.” 2018. Doctoral Dissertation, University of Kansas. Accessed November 13, 2019. http://hdl.handle.net/1808/27802.

MLA Handbook (7^{th} Edition):

Lewis, Peter. “Regularity of Stochastic Burgers’-Type Equations.” 2018. Web. 13 Nov 2019.

Vancouver:

Lewis P. Regularity of Stochastic Burgers’-Type Equations. [Internet] [Doctoral dissertation]. University of Kansas; 2018. [cited 2019 Nov 13]. Available from: http://hdl.handle.net/1808/27802.

Council of Science Editors:

Lewis P. Regularity of Stochastic Burgers’-Type Equations. [Doctoral Dissertation]. University of Kansas; 2018. Available from: http://hdl.handle.net/1808/27802

Loughborough University

5.
Yeadon, Cyrus.
Approximating solutions of backward doubly *stochastic* differential *equations* with measurable coefficients using a time discretization scheme.

Degree: PhD, 2015, Loughborough University

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

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

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

Record Details Similar Records

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

APA (6^{th} Edition):

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

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

Yeadon, Cyrus. “Approximating solutions of backward doubly stochastic differential equations with measurable coefficients using a time discretization scheme.” 2015. Doctoral Dissertation, Loughborough University. Accessed November 13, 2019. https://dspace.lboro.ac.uk/2134/20643 ; http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.682529.

MLA Handbook (7^{th} Edition):

Yeadon, Cyrus. “Approximating solutions of backward doubly stochastic differential equations with measurable coefficients using a time discretization scheme.” 2015. Web. 13 Nov 2019.

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 2019 Nov 13]. 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 Rochester

6.
Lin, Kevin.
Hitting properties of a *stochastic* PDE.

Degree: PhD, 2017, University of Rochester

URL: http://hdl.handle.net/1802/33152

► In this thesis, we investigate the hitting properties of a class of *stochastic* partial diffierential *equations* (SPDEs). SPDEs are PDEs with *stochastic* terms, analogous to…
(more)

Subjects/Keywords: Probability theory; Stochastic partial differential equations; Stochastic wave equations

Record Details Similar Records

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

APA (6^{th} Edition):

Lin, K. (2017). Hitting properties of a stochastic PDE. (Doctoral Dissertation). University of Rochester. Retrieved from http://hdl.handle.net/1802/33152

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

Lin, Kevin. “Hitting properties of a stochastic PDE.” 2017. Doctoral Dissertation, University of Rochester. Accessed November 13, 2019. http://hdl.handle.net/1802/33152.

MLA Handbook (7^{th} Edition):

Lin, Kevin. “Hitting properties of a stochastic PDE.” 2017. Web. 13 Nov 2019.

Vancouver:

Lin K. Hitting properties of a stochastic PDE. [Internet] [Doctoral dissertation]. University of Rochester; 2017. [cited 2019 Nov 13]. Available from: http://hdl.handle.net/1802/33152.

Council of Science Editors:

Lin K. Hitting properties of a stochastic PDE. [Doctoral Dissertation]. University of Rochester; 2017. Available from: http://hdl.handle.net/1802/33152

University of Arizona

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

Degree: 2015, University of Arizona

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

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

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

Record Details Similar Records

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

APA (6^{th} Edition):

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

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

McDaniel, Austin James. “The Effects of Time Delay on Noisy Systems .” 2015. Doctoral Dissertation, University of Arizona. Accessed November 13, 2019. http://hdl.handle.net/10150/556867.

MLA Handbook (7^{th} Edition):

McDaniel, Austin James. “The Effects of Time Delay on Noisy Systems .” 2015. Web. 13 Nov 2019.

Vancouver:

McDaniel AJ. The Effects of Time Delay on Noisy Systems . [Internet] [Doctoral dissertation]. University of Arizona; 2015. [cited 2019 Nov 13]. 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

8.
Yeadon, Cyrus.
Approximating solutions of backward doubly *stochastic* differential *equations* with measurable coefficients using a time discretization scheme.

Degree: PhD, 2015, Loughborough University

URL: http://hdl.handle.net/2134/20643

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

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

Record Details Similar Records

❌

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

APA (6^{th} Edition):

Yeadon, C. (2015). Approximating solutions of backward doubly stochastic differential equations with measurable coefficients using a time discretization scheme. (Doctoral Dissertation). Loughborough University. Retrieved from http://hdl.handle.net/2134/20643

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

Yeadon, Cyrus. “Approximating solutions of backward doubly stochastic differential equations with measurable coefficients using a time discretization scheme.” 2015. Doctoral Dissertation, Loughborough University. Accessed November 13, 2019. http://hdl.handle.net/2134/20643.

MLA Handbook (7^{th} Edition):

Yeadon, Cyrus. “Approximating solutions of backward doubly stochastic differential equations with measurable coefficients using a time discretization scheme.” 2015. Web. 13 Nov 2019.

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 2019 Nov 13]. Available from: http://hdl.handle.net/2134/20643.

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: http://hdl.handle.net/2134/20643

9.
Norton, Stewart J.
Noise induced changes to dynamic behaviour of *stochastic* delay differential * equations*.

Degree: PhD, 2008, University of Chester

URL: http://hdl.handle.net/10034/72780

This thesis is concerned with changes in the behaviour of solutions to parameter-dependent stochastic delay differential equations.

Subjects/Keywords: 510; stochastic delay equations : numerical methods : bifurcations

Record Details Similar Records

❌

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

APA (6^{th} Edition):

Norton, S. J. (2008). Noise induced changes to dynamic behaviour of stochastic delay differential equations. (Doctoral Dissertation). University of Chester. Retrieved from http://hdl.handle.net/10034/72780

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

Norton, Stewart J. “Noise induced changes to dynamic behaviour of stochastic delay differential equations.” 2008. Doctoral Dissertation, University of Chester. Accessed November 13, 2019. http://hdl.handle.net/10034/72780.

MLA Handbook (7^{th} Edition):

Norton, Stewart J. “Noise induced changes to dynamic behaviour of stochastic delay differential equations.” 2008. Web. 13 Nov 2019.

Vancouver:

Norton SJ. Noise induced changes to dynamic behaviour of stochastic delay differential equations. [Internet] [Doctoral dissertation]. University of Chester; 2008. [cited 2019 Nov 13]. Available from: http://hdl.handle.net/10034/72780.

Council of Science Editors:

Norton SJ. Noise induced changes to dynamic behaviour of stochastic delay differential equations. [Doctoral Dissertation]. University of Chester; 2008. Available from: http://hdl.handle.net/10034/72780

University of Alberta

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

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

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

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

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

Record Details Similar Records

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

APA (6^{th} Edition):

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

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

Krasin, Vladislav. “Comparison theorem and its applications to finance.” 2010. Doctoral Dissertation, University of Alberta. Accessed November 13, 2019. https://era.library.ualberta.ca/files/6w924d05r.

MLA Handbook (7^{th} Edition):

Krasin, Vladislav. “Comparison theorem and its applications to finance.” 2010. Web. 13 Nov 2019.

Vancouver:

Krasin V. Comparison theorem and its applications to finance. [Internet] [Doctoral dissertation]. University of Alberta; 2010. [cited 2019 Nov 13]. 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

11.
Massoud, Mohammad.
Statistical verification techniques for *stochastic* dynamic systems
.

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

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

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

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

Record Details Similar Records

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

APA (6^{th} Edition):

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

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

Not specified: Masters Thesis or Doctoral Dissertation

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

Massoud, Mohammad. “Statistical verification techniques for stochastic dynamic systems .” 2015. Thesis, State University of New York at New Paltz. Accessed November 13, 2019. 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 (7^{th} Edition):

Massoud, Mohammad. “Statistical verification techniques for stochastic dynamic systems .” 2015. Web. 13 Nov 2019.

Vancouver:

Massoud M. Statistical verification techniques for stochastic dynamic systems . [Internet] [Thesis]. State University of New York at New Paltz; 2015. [cited 2019 Nov 13]. 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

Not specified: Masters Thesis or Doctoral Dissertation

University of Manchester

12.
Taylor, Phillip.
Simulating Gaussian random fields and solving *stochastic* differential *equations* using bounded Wiener increments.

Degree: PhD, 2014, University of Manchester

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

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

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

Record Details Similar Records

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

APA (6^{th} Edition):

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

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

Taylor, Phillip. “Simulating Gaussian random fields and solving stochastic differential equations using bounded Wiener increments.” 2014. Doctoral Dissertation, University of Manchester. Accessed November 13, 2019. https://www.research.manchester.ac.uk/portal/en/theses/simulating-gaussian-random-fields-and-solving-stochastic-differential-equations-using-bounded-wiener-increments(b77a0fcc-3d86-46b2-8dbf-2a689d9f8f77).html ; http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.603185.

MLA Handbook (7^{th} Edition):

Taylor, Phillip. “Simulating Gaussian random fields and solving stochastic differential equations using bounded Wiener increments.” 2014. Web. 13 Nov 2019.

Vancouver:

Taylor P. Simulating Gaussian random fields and solving stochastic differential equations using bounded Wiener increments. [Internet] [Doctoral dissertation]. University of Manchester; 2014. [cited 2019 Nov 13]. 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

13.
Esunge, Julius.
White noise methods for anticipating *stochastic* differential * equations*.

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

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

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

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

Record Details Similar Records

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

APA (6^{th} Edition):

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

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

Esunge, Julius. “White noise methods for anticipating stochastic differential equations.” 2009. Doctoral Dissertation, Louisiana State University. Accessed November 13, 2019. etd-07062009-094329 ; https://digitalcommons.lsu.edu/gradschool_dissertations/2132.

MLA Handbook (7^{th} Edition):

Esunge, Julius. “White noise methods for anticipating stochastic differential equations.” 2009. Web. 13 Nov 2019.

Vancouver:

Esunge J. White noise methods for anticipating stochastic differential equations. [Internet] [Doctoral dissertation]. Louisiana State University; 2009. [cited 2019 Nov 13]. 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

Oregon State University

14.
Scarborough, Stephen D.
A moment rate characterization for *stochastic* integrals.

Degree: PhD, Mathematics, 1982, Oregon State University

URL: http://hdl.handle.net/1957/17502

See pdf.
*Advisors/Committee Members: Carter, David S. (advisor).*

Subjects/Keywords: Stochastic integral equations

Record Details Similar Records

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

APA (6^{th} Edition):

Scarborough, S. D. (1982). A moment rate characterization for stochastic integrals. (Doctoral Dissertation). Oregon State University. Retrieved from http://hdl.handle.net/1957/17502

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

Scarborough, Stephen D. “A moment rate characterization for stochastic integrals.” 1982. Doctoral Dissertation, Oregon State University. Accessed November 13, 2019. http://hdl.handle.net/1957/17502.

MLA Handbook (7^{th} Edition):

Scarborough, Stephen D. “A moment rate characterization for stochastic integrals.” 1982. Web. 13 Nov 2019.

Vancouver:

Scarborough SD. A moment rate characterization for stochastic integrals. [Internet] [Doctoral dissertation]. Oregon State University; 1982. [cited 2019 Nov 13]. Available from: http://hdl.handle.net/1957/17502.

Council of Science Editors:

Scarborough SD. A moment rate characterization for stochastic integrals. [Doctoral Dissertation]. Oregon State University; 1982. Available from: http://hdl.handle.net/1957/17502

15.
Zhao, Lin.
Portfolio selection of *stochastic* differential equation with jumps under regime switching.

Degree: PhD, 2010, Swansea University

URL: https://cronfa.swan.ac.uk/Record/cronfa42401 ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.678345

► In this thesis, we are interested in the *stochastic* differential equation with jumps under regime switching. Firstly, we investigate a continuous-time version of the mean-variance…
(more)

Subjects/Keywords: 515; Portfolio selection; Stochastic differential equations

Record Details Similar Records

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

APA (6^{th} Edition):

Zhao, L. (2010). Portfolio selection of stochastic differential equation with jumps under regime switching. (Doctoral Dissertation). Swansea University. Retrieved from https://cronfa.swan.ac.uk/Record/cronfa42401 ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.678345

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

Zhao, Lin. “Portfolio selection of stochastic differential equation with jumps under regime switching.” 2010. Doctoral Dissertation, Swansea University. Accessed November 13, 2019. https://cronfa.swan.ac.uk/Record/cronfa42401 ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.678345.

MLA Handbook (7^{th} Edition):

Zhao, Lin. “Portfolio selection of stochastic differential equation with jumps under regime switching.” 2010. Web. 13 Nov 2019.

Vancouver:

Zhao L. Portfolio selection of stochastic differential equation with jumps under regime switching. [Internet] [Doctoral dissertation]. Swansea University; 2010. [cited 2019 Nov 13]. Available from: https://cronfa.swan.ac.uk/Record/cronfa42401 ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.678345.

Council of Science Editors:

Zhao L. Portfolio selection of stochastic differential equation with jumps under regime switching. [Doctoral Dissertation]. Swansea University; 2010. Available from: https://cronfa.swan.ac.uk/Record/cronfa42401 ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.678345

Columbia University

16.
Dandapani, Aditi.
Enlargement of Filtration and the Strict Local Martingale Property in *Stochastic* Differential * Equations*.

Degree: 2016, Columbia University

URL: https://doi.org/10.7916/D8XW4JZ2

► In this thesis, we study the strict local martingale property of solutions of various types of *stochastic* differential *equations* and the effect of an initial…
(more)

Subjects/Keywords: Stochastic differential equations; Martingales (Mathematics); Mathematics

Record Details Similar Records

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APA (6^{th} Edition):

Dandapani, A. (2016). Enlargement of Filtration and the Strict Local Martingale Property in Stochastic Differential Equations. (Doctoral Dissertation). Columbia University. Retrieved from https://doi.org/10.7916/D8XW4JZ2

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

Dandapani, Aditi. “Enlargement of Filtration and the Strict Local Martingale Property in Stochastic Differential Equations.” 2016. Doctoral Dissertation, Columbia University. Accessed November 13, 2019. https://doi.org/10.7916/D8XW4JZ2.

MLA Handbook (7^{th} Edition):

Dandapani, Aditi. “Enlargement of Filtration and the Strict Local Martingale Property in Stochastic Differential Equations.” 2016. Web. 13 Nov 2019.

Vancouver:

Dandapani A. Enlargement of Filtration and the Strict Local Martingale Property in Stochastic Differential Equations. [Internet] [Doctoral dissertation]. Columbia University; 2016. [cited 2019 Nov 13]. Available from: https://doi.org/10.7916/D8XW4JZ2.

Council of Science Editors:

Dandapani A. Enlargement of Filtration and the Strict Local Martingale Property in Stochastic Differential Equations. [Doctoral Dissertation]. Columbia University; 2016. Available from: https://doi.org/10.7916/D8XW4JZ2

University of Southern California

17.
Chen, Jianfu.
Forward-backward *stochastic* differential *equations* with
discontinuous coefficient and regime switching term structure
model.

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

URL: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll127/id/444005/rec/2876

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

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

Record Details Similar Records

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APA (6^{th} Edition):

Chen, J. (2011). Forward-backward stochastic differential equations with discontinuous coefficient and regime switching term structure model. (Doctoral Dissertation). University of Southern California. Retrieved from http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll127/id/444005/rec/2876

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

Chen, Jianfu. “Forward-backward stochastic differential equations with discontinuous coefficient and regime switching term structure model.” 2011. Doctoral Dissertation, University of Southern California. Accessed November 13, 2019. http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll127/id/444005/rec/2876.

MLA Handbook (7^{th} Edition):

Chen, Jianfu. “Forward-backward stochastic differential equations with discontinuous coefficient and regime switching term structure model.” 2011. Web. 13 Nov 2019.

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 2019 Nov 13]. Available from: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll127/id/444005/rec/2876.

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/2876

Michigan State University

18.
Huang, Liying.
* Stochastic* differential

Degree: PhD, Department of Mathematics, 1995, Michigan State University

URL: http://etd.lib.msu.edu/islandora/object/etd:29961

Subjects/Keywords: Stochastic differential equations

Record Details Similar Records

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

APA (6^{th} Edition):

Huang, L. (1995). Stochastic differential equations and their numerical approximations. (Doctoral Dissertation). Michigan State University. Retrieved from http://etd.lib.msu.edu/islandora/object/etd:29961

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

Huang, Liying. “Stochastic differential equations and their numerical approximations.” 1995. Doctoral Dissertation, Michigan State University. Accessed November 13, 2019. http://etd.lib.msu.edu/islandora/object/etd:29961.

MLA Handbook (7^{th} Edition):

Huang, Liying. “Stochastic differential equations and their numerical approximations.” 1995. Web. 13 Nov 2019.

Vancouver:

Huang L. Stochastic differential equations and their numerical approximations. [Internet] [Doctoral dissertation]. Michigan State University; 1995. [cited 2019 Nov 13]. Available from: http://etd.lib.msu.edu/islandora/object/etd:29961.

Council of Science Editors:

Huang L. Stochastic differential equations and their numerical approximations. [Doctoral Dissertation]. Michigan State University; 1995. Available from: http://etd.lib.msu.edu/islandora/object/etd:29961

University of Edinburgh

19.
Dareiotis, Anastasios Constantinos.
* Stochastic* partial differential and integro-differential

Degree: PhD, 2015, University of Edinburgh

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

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

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

Record Details Similar Records

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

APA (6^{th} Edition):

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

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

Dareiotis, Anastasios Constantinos. “Stochastic partial differential and integro-differential equations.” 2015. Doctoral Dissertation, University of Edinburgh. Accessed November 13, 2019. http://hdl.handle.net/1842/14186.

MLA Handbook (7^{th} Edition):

Dareiotis, Anastasios Constantinos. “Stochastic partial differential and integro-differential equations.” 2015. Web. 13 Nov 2019.

Vancouver:

Dareiotis AC. Stochastic partial differential and integro-differential equations. [Internet] [Doctoral dissertation]. University of Edinburgh; 2015. [cited 2019 Nov 13]. 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 New South Wales

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

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

URL: http://handle.unsw.edu.au/1959.4/51637 ; https://unsworks.unsw.edu.au/fapi/datastream/unsworks:10304/SOURCE02?view=true

► 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

Record Details Similar Records

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

APA (6^{th} Edition):

Roberts, D. (2011). Equations with Boundary Noise. (Doctoral Dissertation). University of New South Wales. Retrieved from http://handle.unsw.edu.au/1959.4/51637 ; https://unsworks.unsw.edu.au/fapi/datastream/unsworks:10304/SOURCE02?view=true

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

Roberts, Dale. “Equations with Boundary Noise.” 2011. Doctoral Dissertation, University of New South Wales. Accessed November 13, 2019. http://handle.unsw.edu.au/1959.4/51637 ; https://unsworks.unsw.edu.au/fapi/datastream/unsworks:10304/SOURCE02?view=true.

MLA Handbook (7^{th} Edition):

Roberts, Dale. “Equations with Boundary Noise.” 2011. Web. 13 Nov 2019.

Vancouver:

Roberts D. Equations with Boundary Noise. [Internet] [Doctoral dissertation]. University of New South Wales; 2011. [cited 2019 Nov 13]. Available from: http://handle.unsw.edu.au/1959.4/51637 ; https://unsworks.unsw.edu.au/fapi/datastream/unsworks:10304/SOURCE02?view=true.

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 ; https://unsworks.unsw.edu.au/fapi/datastream/unsworks:10304/SOURCE02?view=true

University of KwaZulu-Natal

21.
[No author].
Applications of symmetry analysis of partial differential and *stochastic* differential *equations* arising from mathematics of finance.

Degree: Mathematics, 2011, University of KwaZulu-Natal

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

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

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

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APA (6^{th} Edition):

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

Not specified: Masters Thesis or Doctoral Dissertation

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

author], [No. “Applications of symmetry analysis of partial differential and stochastic differential equations arising from mathematics of finance. ” 2011. Thesis, University of KwaZulu-Natal. Accessed November 13, 2019. http://hdl.handle.net/10413/9865.

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} Edition):

author], [No. “Applications of symmetry analysis of partial differential and stochastic differential equations arising from mathematics of finance. ” 2011. Web. 13 Nov 2019.

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 2019 Nov 13]. Available from: http://hdl.handle.net/10413/9865.

Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

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

Not specified: Masters Thesis or Doctoral Dissertation

University of Ottawa

22.
René, Alexandre.
Spectral Solution Method for Distributed Delay *Stochastic* Differential * Equations*
.

Degree: 2016, University of Ottawa

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

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

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

Record Details Similar Records

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

APA (6^{th} Edition):

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

Not specified: Masters Thesis or Doctoral Dissertation

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

René, Alexandre. “Spectral Solution Method for Distributed Delay Stochastic Differential Equations .” 2016. Thesis, University of Ottawa. Accessed November 13, 2019. http://hdl.handle.net/10393/34327.

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} Edition):

René, Alexandre. “Spectral Solution Method for Distributed Delay Stochastic Differential Equations .” 2016. Web. 13 Nov 2019.

Vancouver:

René A. Spectral Solution Method for Distributed Delay Stochastic Differential Equations . [Internet] [Thesis]. University of Ottawa; 2016. [cited 2019 Nov 13]. Available from: http://hdl.handle.net/10393/34327.

Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

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

Not specified: Masters Thesis or Doctoral Dissertation

Duke University

23.
Thomas, Rachel Lee.
Time-Scaled *Stochastic* Input to Biochemical Reaction Networks
.

Degree: 2010, Duke University

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

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

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

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APA (6^{th} Edition):

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

Not specified: Masters Thesis or Doctoral Dissertation

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

Thomas, Rachel Lee. “Time-Scaled Stochastic Input to Biochemical Reaction Networks .” 2010. Thesis, Duke University. Accessed November 13, 2019. http://hdl.handle.net/10161/2443.

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} Edition):

Thomas, Rachel Lee. “Time-Scaled Stochastic Input to Biochemical Reaction Networks .” 2010. Web. 13 Nov 2019.

Vancouver:

Thomas RL. Time-Scaled Stochastic Input to Biochemical Reaction Networks . [Internet] [Thesis]. Duke University; 2010. [cited 2019 Nov 13]. Available from: http://hdl.handle.net/10161/2443.

Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

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

Not specified: Masters Thesis or Doctoral Dissertation

University of Alberta

24.
Deng, Jian.
Uncertainty Quantification of Dynamical Systems and
*Stochastic* Symplectic Schemes.

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

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

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

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

Record Details Similar Records

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

APA (6^{th} Edition):

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

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

Deng, Jian. “Uncertainty Quantification of Dynamical Systems and Stochastic Symplectic Schemes.” 2013. Doctoral Dissertation, University of Alberta. Accessed November 13, 2019. https://era.library.ualberta.ca/files/n583xv59r.

MLA Handbook (7^{th} Edition):

Deng, Jian. “Uncertainty Quantification of Dynamical Systems and Stochastic Symplectic Schemes.” 2013. Web. 13 Nov 2019.

Vancouver:

Deng J. Uncertainty Quantification of Dynamical Systems and Stochastic Symplectic Schemes. [Internet] [Doctoral dissertation]. University of Alberta; 2013. [cited 2019 Nov 13]. 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

Georgia Tech

25.
Brown, Martin Lloyd.
* Stochastic* process approximation method with application to random volterra integral

Degree: PhD, Mathematics, 1987, Georgia Tech

URL: http://hdl.handle.net/1853/29222

Subjects/Keywords: Stochastic processes; Stochastic integral equations

Record Details Similar Records

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

APA (6^{th} Edition):

Brown, M. L. (1987). Stochastic process approximation method with application to random volterra integral equations. (Doctoral Dissertation). Georgia Tech. Retrieved from http://hdl.handle.net/1853/29222

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

Brown, Martin Lloyd. “Stochastic process approximation method with application to random volterra integral equations.” 1987. Doctoral Dissertation, Georgia Tech. Accessed November 13, 2019. http://hdl.handle.net/1853/29222.

MLA Handbook (7^{th} Edition):

Brown, Martin Lloyd. “Stochastic process approximation method with application to random volterra integral equations.” 1987. Web. 13 Nov 2019.

Vancouver:

Brown ML. Stochastic process approximation method with application to random volterra integral equations. [Internet] [Doctoral dissertation]. Georgia Tech; 1987. [cited 2019 Nov 13]. Available from: http://hdl.handle.net/1853/29222.

Council of Science Editors:

Brown ML. Stochastic process approximation method with application to random volterra integral equations. [Doctoral Dissertation]. Georgia Tech; 1987. Available from: http://hdl.handle.net/1853/29222

Georgia Tech

26.
Exarchos, Ioannis.
* Stochastic* optimal control - a forward and backward sampling approach.

Degree: PhD, Aerospace Engineering, 2017, Georgia Tech

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

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

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

Record Details Similar Records

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

APA (6^{th} Edition):

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

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

Exarchos, Ioannis. “Stochastic optimal control - a forward and backward sampling approach.” 2017. Doctoral Dissertation, Georgia Tech. Accessed November 13, 2019. http://hdl.handle.net/1853/59263.

MLA Handbook (7^{th} Edition):

Exarchos, Ioannis. “Stochastic optimal control - a forward and backward sampling approach.” 2017. Web. 13 Nov 2019.

Vancouver:

Exarchos I. Stochastic optimal control - a forward and backward sampling approach. [Internet] [Doctoral dissertation]. Georgia Tech; 2017. [cited 2019 Nov 13]. Available from: http://hdl.handle.net/1853/59263.

Council of Science Editors:

Exarchos I. Stochastic optimal control - a forward and backward sampling approach. [Doctoral Dissertation]. Georgia Tech; 2017. Available from: http://hdl.handle.net/1853/59263

University of Edinburgh

27.
Zhang, Xiling.
On numerical approximations for *stochastic* differential * equations*.

Degree: PhD, 2017, University of Edinburgh

URL: http://hdl.handle.net/1842/28931

► 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

Record Details Similar Records

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

APA (6^{th} 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 (16^{th} Edition):

Zhang, Xiling. “On numerical approximations for stochastic differential equations.” 2017. Doctoral Dissertation, University of Edinburgh. Accessed November 13, 2019. http://hdl.handle.net/1842/28931.

MLA Handbook (7^{th} Edition):

Zhang, Xiling. “On numerical approximations for stochastic differential equations.” 2017. Web. 13 Nov 2019.

Vancouver:

Zhang X. On numerical approximations for stochastic differential equations. [Internet] [Doctoral dissertation]. University of Edinburgh; 2017. [cited 2019 Nov 13]. 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

Stellenbosch University

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

Degree: MSc, Mathematical Sciences, 2011, Stellenbosch University

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

►

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

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

Record Details Similar Records

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

APA (6^{th} Edition):

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

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

Ndounkeu, Ludovic Tangpi. “Optimal cross hedging of Insurance derivatives using quadratic BSDEs.” 2011. Masters Thesis, Stellenbosch University. Accessed November 13, 2019. http://hdl.handle.net/10019.1/17950.

MLA Handbook (7^{th} Edition):

Ndounkeu, Ludovic Tangpi. “Optimal cross hedging of Insurance derivatives using quadratic BSDEs.” 2011. Web. 13 Nov 2019.

Vancouver:

Ndounkeu LT. Optimal cross hedging of Insurance derivatives using quadratic BSDEs. [Internet] [Masters thesis]. Stellenbosch University; 2011. [cited 2019 Nov 13]. 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

29.
Henao, Alejandro Gomez (1983 - ).
Uniqueness properties in the theory of *stochastic*
differential * equations*.

Degree: PhD, 2013, University of Rochester

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

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

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

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APA (6^{th} Edition):

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

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

Henao, Alejandro Gomez (1983 - ). “Uniqueness properties in the theory of stochastic differential equations.” 2013. Doctoral Dissertation, University of Rochester. Accessed November 13, 2019. http://hdl.handle.net/1802/26859.

MLA Handbook (7^{th} Edition):

Henao, Alejandro Gomez (1983 - ). “Uniqueness properties in the theory of stochastic differential equations.” 2013. Web. 13 Nov 2019.

Vancouver:

Henao AG(-). Uniqueness properties in the theory of stochastic differential equations. [Internet] [Doctoral dissertation]. University of Rochester; 2013. [cited 2019 Nov 13]. 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

Western Kentucky University

30.
Cheng, Gang.
Analyzing and Solving Non-Linear *Stochastic* Dynamic Models on Non-Periodic Discrete Time Domains.

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

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

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

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

Record Details Similar Records

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

APA (6^{th} Edition):

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

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

Cheng, Gang. “Analyzing and Solving Non-Linear Stochastic Dynamic Models on Non-Periodic Discrete Time Domains.” 2013. Masters Thesis, Western Kentucky University. Accessed November 13, 2019. https://digitalcommons.wku.edu/theses/1236.

MLA Handbook (7^{th} Edition):

Cheng, Gang. “Analyzing and Solving Non-Linear Stochastic Dynamic Models on Non-Periodic Discrete Time Domains.” 2013. Web. 13 Nov 2019.

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 2019 Nov 13]. 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