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You searched for subject:(stochastic equations). Showing records 1 – 30 of 369 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 November 13, 2019. 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. 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

 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 November 13, 2019. 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. 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

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

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APA (6th 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 (16th 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 (7th 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

 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

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APA (6th 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 (16th 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 (7th 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

 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 November 13, 2019. 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. 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

 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

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APA (6th 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 (16th 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 (7th 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

 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 November 13, 2019. http://hdl.handle.net/10150/556867.

MLA Handbook (7th 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

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

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

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 November 13, 2019. http://hdl.handle.net/2134/20643.

MLA Handbook (7th 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

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

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APA (6th 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 (16th 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 (7th 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

 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 November 13, 2019. https://era.library.ualberta.ca/files/6w924d05r.

MLA Handbook (7th 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

 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 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 (7th 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

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

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 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 (7th 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

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

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

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APA (6th Edition):

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

Chicago Manual of Style (16th Edition):

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

MLA Handbook (7th Edition):

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

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

Subjects/Keywords: Stochastic integral equations

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APA (6th 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 (16th 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 (7th 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

 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

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APA (6th 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 (16th 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 (7th 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

 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

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APA (6th 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 (16th 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 (7th 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

 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/2876

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 November 13, 2019. http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll127/id/444005/rec/2876.

MLA Handbook (7th 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 equations and their numerical approximations.

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

Subjects/Keywords: Stochastic differential equations

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

APA (6th 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 (16th 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 (7th 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 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 November 13, 2019. http://hdl.handle.net/1842/14186.

MLA Handbook (7th 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

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

Chicago Manual of Style (16th 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 (7th 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

 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 November 13, 2019. 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. 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.

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

Council of Science Editors:

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

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


University of Ottawa

22. 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 November 13, 2019. 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. 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.

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


Duke University

23. 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 November 13, 2019. 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. 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.

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

24. 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 November 13, 2019. https://era.library.ualberta.ca/files/n583xv59r.

MLA Handbook (7th 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 equations.

Degree: PhD, Mathematics, 1987, Georgia Tech

Subjects/Keywords: Stochastic processes; Stochastic integral equations

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APA (6th 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 (16th 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 (7th 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

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

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

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APA (6th Edition):

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

Chicago Manual of Style (16th Edition):

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

MLA Handbook (7th 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

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

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

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APA (6th Edition):

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

Chicago Manual of Style (16th Edition):

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

MLA Handbook (7th 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

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 November 13, 2019. 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. 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

 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 November 13, 2019. 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. 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

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 November 13, 2019. 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. 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

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