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You searched for subject:(stochastic integrals). Showing records 1 – 22 of 22 total matches.

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Louisiana State University

1. Sae-Tang, Anuwat. A new theory of stochastic integration.

Degree: PhD, Applied Mathematics, 2011, Louisiana State University

 In this dissertation, we focus mainly on the further study of the new stochastic integral introduced by Ayed and Kuo in 2008. Several properties of… (more)

Subjects/Keywords: new stochastic integrals; Ayed-Kuo integrals; near-martingales

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APA (6th Edition):

Sae-Tang, A. (2011). A new theory of stochastic integration. (Doctoral Dissertation). Louisiana State University. Retrieved from etd-07052011-203013 ; https://digitalcommons.lsu.edu/gradschool_dissertations/893

Chicago Manual of Style (16th Edition):

Sae-Tang, Anuwat. “A new theory of stochastic integration.” 2011. Doctoral Dissertation, Louisiana State University. Accessed December 14, 2019. etd-07052011-203013 ; https://digitalcommons.lsu.edu/gradschool_dissertations/893.

MLA Handbook (7th Edition):

Sae-Tang, Anuwat. “A new theory of stochastic integration.” 2011. Web. 14 Dec 2019.

Vancouver:

Sae-Tang A. A new theory of stochastic integration. [Internet] [Doctoral dissertation]. Louisiana State University; 2011. [cited 2019 Dec 14]. Available from: etd-07052011-203013 ; https://digitalcommons.lsu.edu/gradschool_dissertations/893.

Council of Science Editors:

Sae-Tang A. A new theory of stochastic integration. [Doctoral Dissertation]. Louisiana State University; 2011. Available from: etd-07052011-203013 ; https://digitalcommons.lsu.edu/gradschool_dissertations/893


University of Oxford

2. Yam, Sheung Chi Phillip. Analytical and topological aspects of signatures.

Degree: PhD, 2008, University of Oxford

 In both physical and social sciences, we usually use controlled differential equation to model various continuous evolving system; describing how a response y relates to… (more)

Subjects/Keywords: 519.2; Stochastic analysis; Multiple integrals; Probabilities

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APA (6th Edition):

Yam, S. C. P. (2008). Analytical and topological aspects of signatures. (Doctoral Dissertation). University of Oxford. Retrieved from http://ora.ox.ac.uk/objects/uuid:87892930-f329-4431-bcdc-bf32b0b1a7c6 ; http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.580855

Chicago Manual of Style (16th Edition):

Yam, Sheung Chi Phillip. “Analytical and topological aspects of signatures.” 2008. Doctoral Dissertation, University of Oxford. Accessed December 14, 2019. http://ora.ox.ac.uk/objects/uuid:87892930-f329-4431-bcdc-bf32b0b1a7c6 ; http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.580855.

MLA Handbook (7th Edition):

Yam, Sheung Chi Phillip. “Analytical and topological aspects of signatures.” 2008. Web. 14 Dec 2019.

Vancouver:

Yam SCP. Analytical and topological aspects of signatures. [Internet] [Doctoral dissertation]. University of Oxford; 2008. [cited 2019 Dec 14]. Available from: http://ora.ox.ac.uk/objects/uuid:87892930-f329-4431-bcdc-bf32b0b1a7c6 ; http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.580855.

Council of Science Editors:

Yam SCP. Analytical and topological aspects of signatures. [Doctoral Dissertation]. University of Oxford; 2008. Available from: http://ora.ox.ac.uk/objects/uuid:87892930-f329-4431-bcdc-bf32b0b1a7c6 ; http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.580855


University of Edinburgh

3. 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 December 14, 2019. http://hdl.handle.net/1842/28931.

MLA Handbook (7th Edition):

Zhang, Xiling. “On numerical approximations for stochastic differential equations.” 2017. Web. 14 Dec 2019.

Vancouver:

Zhang X. On numerical approximations for stochastic differential equations. [Internet] [Doctoral dissertation]. University of Edinburgh; 2017. [cited 2019 Dec 14]. 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


Columbia University

4. Psaros Andriopoulos, Apostolos. Sparse representations and quadratic approximations in path integral techniques for stochastic response analysis of diverse systems/structures.

Degree: 2019, Columbia University

 Uncertainty propagation in engineering mechanics and dynamics is a highly challenging problem that requires development of analytical/numerical techniques for determining the stochastic response of complex… (more)

Subjects/Keywords: Civil engineering; Mathematics; Path integrals; Stochastic analysis; Dynamics

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APA (6th Edition):

Psaros Andriopoulos, A. (2019). Sparse representations and quadratic approximations in path integral techniques for stochastic response analysis of diverse systems/structures. (Doctoral Dissertation). Columbia University. Retrieved from https://doi.org/10.7916/d8-xcxx-my55

Chicago Manual of Style (16th Edition):

Psaros Andriopoulos, Apostolos. “Sparse representations and quadratic approximations in path integral techniques for stochastic response analysis of diverse systems/structures.” 2019. Doctoral Dissertation, Columbia University. Accessed December 14, 2019. https://doi.org/10.7916/d8-xcxx-my55.

MLA Handbook (7th Edition):

Psaros Andriopoulos, Apostolos. “Sparse representations and quadratic approximations in path integral techniques for stochastic response analysis of diverse systems/structures.” 2019. Web. 14 Dec 2019.

Vancouver:

Psaros Andriopoulos A. Sparse representations and quadratic approximations in path integral techniques for stochastic response analysis of diverse systems/structures. [Internet] [Doctoral dissertation]. Columbia University; 2019. [cited 2019 Dec 14]. Available from: https://doi.org/10.7916/d8-xcxx-my55.

Council of Science Editors:

Psaros Andriopoulos A. Sparse representations and quadratic approximations in path integral techniques for stochastic response analysis of diverse systems/structures. [Doctoral Dissertation]. Columbia University; 2019. Available from: https://doi.org/10.7916/d8-xcxx-my55


Michigan State University

5. Gawarecki, Leszek Piotr. Anticipative stochastic calculus with respect to Gaussian processes, stochastic kinematics in Hilbert space and time reversal problem.

Degree: PhD, Department of Statistics and Probability, 1994, Michigan State University

Subjects/Keywords: Stochastic processes; Gaussian processes; Stochastic differential equations; Stochastic integrals

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APA (6th Edition):

Gawarecki, L. P. (1994). Anticipative stochastic calculus with respect to Gaussian processes, stochastic kinematics in Hilbert space and time reversal problem. (Doctoral Dissertation). Michigan State University. Retrieved from http://etd.lib.msu.edu/islandora/object/etd:24509

Chicago Manual of Style (16th Edition):

Gawarecki, Leszek Piotr. “Anticipative stochastic calculus with respect to Gaussian processes, stochastic kinematics in Hilbert space and time reversal problem.” 1994. Doctoral Dissertation, Michigan State University. Accessed December 14, 2019. http://etd.lib.msu.edu/islandora/object/etd:24509.

MLA Handbook (7th Edition):

Gawarecki, Leszek Piotr. “Anticipative stochastic calculus with respect to Gaussian processes, stochastic kinematics in Hilbert space and time reversal problem.” 1994. Web. 14 Dec 2019.

Vancouver:

Gawarecki LP. Anticipative stochastic calculus with respect to Gaussian processes, stochastic kinematics in Hilbert space and time reversal problem. [Internet] [Doctoral dissertation]. Michigan State University; 1994. [cited 2019 Dec 14]. Available from: http://etd.lib.msu.edu/islandora/object/etd:24509.

Council of Science Editors:

Gawarecki LP. Anticipative stochastic calculus with respect to Gaussian processes, stochastic kinematics in Hilbert space and time reversal problem. [Doctoral Dissertation]. Michigan State University; 1994. Available from: http://etd.lib.msu.edu/islandora/object/etd:24509


Loughborough University

6. Jones, Paul. Unitary double products as implementors of Bogolubov transformations.

Degree: PhD, 2013, Loughborough University

 This thesis is about double product integrals with pseudo rotational generator, and aims to exhibit them as unitary implementors of Bogolubov transformations. We further introduce… (more)

Subjects/Keywords: 515; Quantum stochastic differential equations; Quantum probability; Bogolubov transformation; Double product integrals

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APA (6th Edition):

Jones, P. (2013). Unitary double products as implementors of Bogolubov transformations. (Doctoral Dissertation). Loughborough University. Retrieved from https://dspace.lboro.ac.uk/2134/14306 ; http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.594439

Chicago Manual of Style (16th Edition):

Jones, Paul. “Unitary double products as implementors of Bogolubov transformations.” 2013. Doctoral Dissertation, Loughborough University. Accessed December 14, 2019. https://dspace.lboro.ac.uk/2134/14306 ; http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.594439.

MLA Handbook (7th Edition):

Jones, Paul. “Unitary double products as implementors of Bogolubov transformations.” 2013. Web. 14 Dec 2019.

Vancouver:

Jones P. Unitary double products as implementors of Bogolubov transformations. [Internet] [Doctoral dissertation]. Loughborough University; 2013. [cited 2019 Dec 14]. Available from: https://dspace.lboro.ac.uk/2134/14306 ; http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.594439.

Council of Science Editors:

Jones P. Unitary double products as implementors of Bogolubov transformations. [Doctoral Dissertation]. Loughborough University; 2013. Available from: https://dspace.lboro.ac.uk/2134/14306 ; http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.594439


University of South Florida

7. Pedjeu, Jean-Claude. Multi-time Scales Stochastic Dynamic Processes: Modeling, Methods, Algorithms, Analysis, and Applications.

Degree: 2012, University of South Florida

 By introducing a concept of dynamic process operating under multi-time scales in sciences and engineering, a mathematical model is formulated and it leads to a… (more)

Subjects/Keywords: fractional integrals and derivatives; Lyapunov function; numerical algorithms; stochastic differential equations; Mathematics; Statistics and Probability

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APA (6th Edition):

Pedjeu, J. (2012). Multi-time Scales Stochastic Dynamic Processes: Modeling, Methods, Algorithms, Analysis, and Applications. (Thesis). University of South Florida. Retrieved from https://scholarcommons.usf.edu/etd/4383

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):

Pedjeu, Jean-Claude. “Multi-time Scales Stochastic Dynamic Processes: Modeling, Methods, Algorithms, Analysis, and Applications.” 2012. Thesis, University of South Florida. Accessed December 14, 2019. https://scholarcommons.usf.edu/etd/4383.

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

MLA Handbook (7th Edition):

Pedjeu, Jean-Claude. “Multi-time Scales Stochastic Dynamic Processes: Modeling, Methods, Algorithms, Analysis, and Applications.” 2012. Web. 14 Dec 2019.

Vancouver:

Pedjeu J. Multi-time Scales Stochastic Dynamic Processes: Modeling, Methods, Algorithms, Analysis, and Applications. [Internet] [Thesis]. University of South Florida; 2012. [cited 2019 Dec 14]. Available from: https://scholarcommons.usf.edu/etd/4383.

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

Council of Science Editors:

Pedjeu J. Multi-time Scales Stochastic Dynamic Processes: Modeling, Methods, Algorithms, Analysis, and Applications. [Thesis]. University of South Florida; 2012. Available from: https://scholarcommons.usf.edu/etd/4383

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


University of Colorado

8. Bai, Shirong. Sum Over Histories Representation of Chemical Kinetics: an Interpretive and Predictive Method for Modeling Chemical Kinetics Using Time-Dependent Pathways.

Degree: PhD, 2018, University of Colorado

  Chemical kinetics can be viewed as an intricate network of inter-related chemical reactions that work cooperatively to convert reagent species into product species. The… (more)

Subjects/Keywords: chemical kinetics; combustion; path integrals; reaction pathway; sensitivity analysis; stochastic models; Chemistry; Models and Methods

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APA (6th Edition):

Bai, S. (2018). Sum Over Histories Representation of Chemical Kinetics: an Interpretive and Predictive Method for Modeling Chemical Kinetics Using Time-Dependent Pathways. (Doctoral Dissertation). University of Colorado. Retrieved from https://scholar.colorado.edu/chem_gradetds/264

Chicago Manual of Style (16th Edition):

Bai, Shirong. “Sum Over Histories Representation of Chemical Kinetics: an Interpretive and Predictive Method for Modeling Chemical Kinetics Using Time-Dependent Pathways.” 2018. Doctoral Dissertation, University of Colorado. Accessed December 14, 2019. https://scholar.colorado.edu/chem_gradetds/264.

MLA Handbook (7th Edition):

Bai, Shirong. “Sum Over Histories Representation of Chemical Kinetics: an Interpretive and Predictive Method for Modeling Chemical Kinetics Using Time-Dependent Pathways.” 2018. Web. 14 Dec 2019.

Vancouver:

Bai S. Sum Over Histories Representation of Chemical Kinetics: an Interpretive and Predictive Method for Modeling Chemical Kinetics Using Time-Dependent Pathways. [Internet] [Doctoral dissertation]. University of Colorado; 2018. [cited 2019 Dec 14]. Available from: https://scholar.colorado.edu/chem_gradetds/264.

Council of Science Editors:

Bai S. Sum Over Histories Representation of Chemical Kinetics: an Interpretive and Predictive Method for Modeling Chemical Kinetics Using Time-Dependent Pathways. [Doctoral Dissertation]. University of Colorado; 2018. Available from: https://scholar.colorado.edu/chem_gradetds/264


Loughborough University

9. Jones, Paul. Unitary double products as implementors of Bogolubov transformations.

Degree: PhD, 2013, Loughborough University

 This thesis is about double product integrals with pseudo rotational generator, and aims to exhibit them as unitary implementors of Bogolubov transformations. We further introduce… (more)

Subjects/Keywords: 515; Quantum stochastic differential equations; Quantum probability; Bogolubov transformation; Double product integrals

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

APA (6th Edition):

Jones, P. (2013). Unitary double products as implementors of Bogolubov transformations. (Doctoral Dissertation). Loughborough University. Retrieved from http://hdl.handle.net/2134/14306

Chicago Manual of Style (16th Edition):

Jones, Paul. “Unitary double products as implementors of Bogolubov transformations.” 2013. Doctoral Dissertation, Loughborough University. Accessed December 14, 2019. http://hdl.handle.net/2134/14306.

MLA Handbook (7th Edition):

Jones, Paul. “Unitary double products as implementors of Bogolubov transformations.” 2013. Web. 14 Dec 2019.

Vancouver:

Jones P. Unitary double products as implementors of Bogolubov transformations. [Internet] [Doctoral dissertation]. Loughborough University; 2013. [cited 2019 Dec 14]. Available from: http://hdl.handle.net/2134/14306.

Council of Science Editors:

Jones P. Unitary double products as implementors of Bogolubov transformations. [Doctoral Dissertation]. Loughborough University; 2013. Available from: http://hdl.handle.net/2134/14306

10. Gross, Joshua. An exploration of stochastic models.

Degree: MS, Department of Mathematics, 2014, Kansas State University

 The term stochastic is defined as having a random probability distribution or pattern that may be analyzed statistically but may not be predicted precisely. A… (more)

Subjects/Keywords: Stochastic models; Probability; Stochastic integrals; Mathematics (0405)

stochastic integrals and differential equations. Therefore, it will simply be stated that as t → 0… …x29;. 2.5 Stochastic Integrals To develop the idea of an integral of a stochastic process… …look at the convergence of the approximate stochastic integrals, it is necessary to define… …deterministic system theory that help motivate the development of stochastic models. The first, is… …should be noted that throughout this report the main reference source was “Stochastic Models… 

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APA (6th Edition):

Gross, J. (2014). An exploration of stochastic models. (Masters Thesis). Kansas State University. Retrieved from http://hdl.handle.net/2097/17656

Chicago Manual of Style (16th Edition):

Gross, Joshua. “An exploration of stochastic models.” 2014. Masters Thesis, Kansas State University. Accessed December 14, 2019. http://hdl.handle.net/2097/17656.

MLA Handbook (7th Edition):

Gross, Joshua. “An exploration of stochastic models.” 2014. Web. 14 Dec 2019.

Vancouver:

Gross J. An exploration of stochastic models. [Internet] [Masters thesis]. Kansas State University; 2014. [cited 2019 Dec 14]. Available from: http://hdl.handle.net/2097/17656.

Council of Science Editors:

Gross J. An exploration of stochastic models. [Masters Thesis]. Kansas State University; 2014. Available from: http://hdl.handle.net/2097/17656


University of Melbourne

11. Keeler, Holger Paul. Stochastic routing models in sensor networks.

Degree: 2010, University of Melbourne

 Sensor networks are an evolving technology that promise numerous applications. The random and dynamic structure of sensor networks has motivated the suggestion of greedy data-routing… (more)

Subjects/Keywords: sensor networks; stochastic models; Poisson processes; Kullback-Leibler analysis; quasi-Monte Carlo methods; high-dimensional integrals; routing simulations

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APA (6th Edition):

Keeler, H. P. (2010). Stochastic routing models in sensor networks. (Doctoral Dissertation). University of Melbourne. Retrieved from http://hdl.handle.net/11343/35423

Chicago Manual of Style (16th Edition):

Keeler, Holger Paul. “Stochastic routing models in sensor networks.” 2010. Doctoral Dissertation, University of Melbourne. Accessed December 14, 2019. http://hdl.handle.net/11343/35423.

MLA Handbook (7th Edition):

Keeler, Holger Paul. “Stochastic routing models in sensor networks.” 2010. Web. 14 Dec 2019.

Vancouver:

Keeler HP. Stochastic routing models in sensor networks. [Internet] [Doctoral dissertation]. University of Melbourne; 2010. [cited 2019 Dec 14]. Available from: http://hdl.handle.net/11343/35423.

Council of Science Editors:

Keeler HP. Stochastic routing models in sensor networks. [Doctoral Dissertation]. University of Melbourne; 2010. Available from: http://hdl.handle.net/11343/35423


EPFL

12. Conus, Daniel. The non-linear stochastic wave equation in high dimensions: existence, Hölder-continuity and Itô-Taylor expansion.

Degree: 2008, EPFL

 The main topic of this thesis is the study of the non-linear stochastic wave equation in spatial dimension greater than 3 driven by spatially homogeneous… (more)

Subjects/Keywords: martingale measures; stochastic integration; stochastic wave equation; stochastic partial differential equations; moment formulae; Hölder continuity; iterated stochastic integrals; Itô-Taylor expansion; mesure martingale; intégration stochastique; équation des ondes stochastique; équation aux dérivées partielles stochastique; expression pour les moments; continuité hölderienne; intégrales stochastiques itérées; développement d'Itô-Taylor

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APA (6th Edition):

Conus, D. (2008). The non-linear stochastic wave equation in high dimensions: existence, Hölder-continuity and Itô-Taylor expansion. (Thesis). EPFL. Retrieved from http://infoscience.epfl.ch/record/128803

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):

Conus, Daniel. “The non-linear stochastic wave equation in high dimensions: existence, Hölder-continuity and Itô-Taylor expansion.” 2008. Thesis, EPFL. Accessed December 14, 2019. http://infoscience.epfl.ch/record/128803.

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

MLA Handbook (7th Edition):

Conus, Daniel. “The non-linear stochastic wave equation in high dimensions: existence, Hölder-continuity and Itô-Taylor expansion.” 2008. Web. 14 Dec 2019.

Vancouver:

Conus D. The non-linear stochastic wave equation in high dimensions: existence, Hölder-continuity and Itô-Taylor expansion. [Internet] [Thesis]. EPFL; 2008. [cited 2019 Dec 14]. Available from: http://infoscience.epfl.ch/record/128803.

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

Council of Science Editors:

Conus D. The non-linear stochastic wave equation in high dimensions: existence, Hölder-continuity and Itô-Taylor expansion. [Thesis]. EPFL; 2008. Available from: http://infoscience.epfl.ch/record/128803

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


University of Florida

13. Witte, Franklin Pierce, 1942- ( Dissertant ). Vector measures and stochastic integration.

Degree: 1972, University of Florida

 This dissertation investigates the stochastic integration of scalar-valued functions from the point of view of vector measure and integration theory. We make a detailed study… (more)

Subjects/Keywords: Algebra; Banach space; Indefinite integrals; Martingales; Mathematical integrals; Mathematical vectors; Mathematics; Measure theory; Perceptron convergence procedure; Scalars; Mathematics thesis Ph. D; Measure theory; Stochastic integrals

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APA (6th Edition):

Witte, Franklin Pierce, 1. (. D. ). (1972). Vector measures and stochastic integration. (Thesis). University of Florida. Retrieved from http://ufdc.ufl.edu/UF00097651

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):

Witte, Franklin Pierce, 1942- ( Dissertant ). “Vector measures and stochastic integration.” 1972. Thesis, University of Florida. Accessed December 14, 2019. http://ufdc.ufl.edu/UF00097651.

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

MLA Handbook (7th Edition):

Witte, Franklin Pierce, 1942- ( Dissertant ). “Vector measures and stochastic integration.” 1972. Web. 14 Dec 2019.

Vancouver:

Witte, Franklin Pierce 1(D). Vector measures and stochastic integration. [Internet] [Thesis]. University of Florida; 1972. [cited 2019 Dec 14]. Available from: http://ufdc.ufl.edu/UF00097651.

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

Council of Science Editors:

Witte, Franklin Pierce 1(D). Vector measures and stochastic integration. [Thesis]. University of Florida; 1972. Available from: http://ufdc.ufl.edu/UF00097651

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


Georgia Tech

14. Jones, Matthew O. Spatial Service Systems Modelled as Stochastic Integrals of Marked Point Processes.

Degree: PhD, Industrial and Systems Engineering, 2005, Georgia Tech

 We characterize the equilibrium behavior of a class of stochastic particle systems, where particles (representing customers, jobs, animals, molecules, etc.) enter a space randomly through… (more)

Subjects/Keywords: Poisson processes; Marked point processes; Thinning; Poisson processes; Stochastic integrals; Point processes

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APA (6th Edition):

Jones, M. O. (2005). Spatial Service Systems Modelled as Stochastic Integrals of Marked Point Processes. (Doctoral Dissertation). Georgia Tech. Retrieved from http://hdl.handle.net/1853/7174

Chicago Manual of Style (16th Edition):

Jones, Matthew O. “Spatial Service Systems Modelled as Stochastic Integrals of Marked Point Processes.” 2005. Doctoral Dissertation, Georgia Tech. Accessed December 14, 2019. http://hdl.handle.net/1853/7174.

MLA Handbook (7th Edition):

Jones, Matthew O. “Spatial Service Systems Modelled as Stochastic Integrals of Marked Point Processes.” 2005. Web. 14 Dec 2019.

Vancouver:

Jones MO. Spatial Service Systems Modelled as Stochastic Integrals of Marked Point Processes. [Internet] [Doctoral dissertation]. Georgia Tech; 2005. [cited 2019 Dec 14]. Available from: http://hdl.handle.net/1853/7174.

Council of Science Editors:

Jones MO. Spatial Service Systems Modelled as Stochastic Integrals of Marked Point Processes. [Doctoral Dissertation]. Georgia Tech; 2005. Available from: http://hdl.handle.net/1853/7174

15. Harnett, Daniel M. Central Limit Theorems for Some Symmetric Stochastic Integrals.

Degree: PhD, Mathematics, 2013, University of Kansas

 The problem of stochastic integration with respect to fractional Brownian motion (fBm) with H 1/4, but not in general if H 1/2. This result approximates… (more)

Subjects/Keywords: Mathematics; Fractional brownian motion; Malliavin calculus; Stochastic integrals

…n n n The stochastic integral arising from this sum is also known as the Stratonovich… …stochastic process, and ν is a probability measure. Chapters 5 and 6 are essentially dedicated to… …the stochastic case, one might expect a similar result, that more sample points allows… …In Chapter 7 we consider a stochastic integral with respect to fBm with H > 1/2. The goal… …stochastic integral of the form kt 1 sq 1 s2 ··· 1 1 s2H q dB1s1 . . . dBq−1 sq−1 dBsq… 

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APA (6th Edition):

Harnett, D. M. (2013). Central Limit Theorems for Some Symmetric Stochastic Integrals. (Doctoral Dissertation). University of Kansas. Retrieved from http://hdl.handle.net/1808/12238

Chicago Manual of Style (16th Edition):

Harnett, Daniel M. “Central Limit Theorems for Some Symmetric Stochastic Integrals.” 2013. Doctoral Dissertation, University of Kansas. Accessed December 14, 2019. http://hdl.handle.net/1808/12238.

MLA Handbook (7th Edition):

Harnett, Daniel M. “Central Limit Theorems for Some Symmetric Stochastic Integrals.” 2013. Web. 14 Dec 2019.

Vancouver:

Harnett DM. Central Limit Theorems for Some Symmetric Stochastic Integrals. [Internet] [Doctoral dissertation]. University of Kansas; 2013. [cited 2019 Dec 14]. Available from: http://hdl.handle.net/1808/12238.

Council of Science Editors:

Harnett DM. Central Limit Theorems for Some Symmetric Stochastic Integrals. [Doctoral Dissertation]. University of Kansas; 2013. Available from: http://hdl.handle.net/1808/12238

16. Fauth, Alexis. Contributions à la modélisation des données financières à hautes fréquences : No English title available.

Degree: Docteur es, Mathématiques appliquées, 2014, Paris 1

Cette thèse a été réalisée au sein de l’entreprise Invivoo. L’objectif principal était de trouver des stratégies d’investissement : avoir un gain important et un… (more)

Subjects/Keywords: Stratégies d’investissement; Marchés financiers; Modèle de marche aléatoire multifractal; Modélisation multifréquence; Fractional Brownian motion; Multiple stochastic integrals; Hermite processes; Rosenblatt process; Multifractal random walk; Scaling; Infinitely divisible cascades; High frequency financial data; 519

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APA (6th Edition):

Fauth, A. (2014). Contributions à la modélisation des données financières à hautes fréquences : No English title available. (Doctoral Dissertation). Paris 1. Retrieved from http://www.theses.fr/2014PA010019

Chicago Manual of Style (16th Edition):

Fauth, Alexis. “Contributions à la modélisation des données financières à hautes fréquences : No English title available.” 2014. Doctoral Dissertation, Paris 1. Accessed December 14, 2019. http://www.theses.fr/2014PA010019.

MLA Handbook (7th Edition):

Fauth, Alexis. “Contributions à la modélisation des données financières à hautes fréquences : No English title available.” 2014. Web. 14 Dec 2019.

Vancouver:

Fauth A. Contributions à la modélisation des données financières à hautes fréquences : No English title available. [Internet] [Doctoral dissertation]. Paris 1; 2014. [cited 2019 Dec 14]. Available from: http://www.theses.fr/2014PA010019.

Council of Science Editors:

Fauth A. Contributions à la modélisation des données financières à hautes fréquences : No English title available. [Doctoral Dissertation]. Paris 1; 2014. Available from: http://www.theses.fr/2014PA010019


Universitat de Barcelona

17. Masoliver, Jaume, 1951-. Evolución dinámica de sistemas de muchos cuerpos: propiedades estocásticas y ergódicas.

Degree: 1983, Universitat de Barcelona

 En esta Tesis se llega a resultados originales relacionados con las propiedades dinámicas de las sistemas de muchos cuerpos o grados de libertad. En particular… (more)

Subjects/Keywords: Equacions integrals estocàstiques; Ecuaciones integrales estocásticas; Stochastic integral equations; Mecànica estadística; Mecánica estadística; Statistical mechanics; Ciències Experimentals i Matemàtiques; 53

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APA (6th Edition):

Masoliver, Jaume, 1. (1983). Evolución dinámica de sistemas de muchos cuerpos: propiedades estocásticas y ergódicas. (Thesis). Universitat de Barcelona. Retrieved from http://hdl.handle.net/10803/665988

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):

Masoliver, Jaume, 1951-. “Evolución dinámica de sistemas de muchos cuerpos: propiedades estocásticas y ergódicas.” 1983. Thesis, Universitat de Barcelona. Accessed December 14, 2019. http://hdl.handle.net/10803/665988.

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

MLA Handbook (7th Edition):

Masoliver, Jaume, 1951-. “Evolución dinámica de sistemas de muchos cuerpos: propiedades estocásticas y ergódicas.” 1983. Web. 14 Dec 2019.

Vancouver:

Masoliver, Jaume 1. Evolución dinámica de sistemas de muchos cuerpos: propiedades estocásticas y ergódicas. [Internet] [Thesis]. Universitat de Barcelona; 1983. [cited 2019 Dec 14]. Available from: http://hdl.handle.net/10803/665988.

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

Council of Science Editors:

Masoliver, Jaume 1. Evolución dinámica de sistemas de muchos cuerpos: propiedades estocásticas y ergódicas. [Thesis]. Universitat de Barcelona; 1983. Available from: http://hdl.handle.net/10803/665988

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

18. Tranchida, Julien. Multiscale description of dynamical processes in magnetic media : from atomistic models to mesoscopic stochastic processes : Simulation multi-échelle des processus dynamiques dans les milieux magnétiques : depuis une modélisation atomistique vers la simulation de processsus mésoscopiques stochastiques.

Degree: Docteur es, Physique, 2016, Université François-Rabelais de Tours

Les propriétés magnétiques détaillées des solides peuvent être vu comme le résultat de l'interaction de plusieurs sous-systèmes: celui des spins effectifs, portant l'aimantation, celui des… (more)

Subjects/Keywords: Mécanique statistique hors-équilibre; Dynamique stochastique d'aimantation; Procédure de moyenne statistique; Intégrales de chemin; Hiérarchie ouverte sur les moments; Méthodes de fermeture; Simulations markoviennes et non markoviennes; Non-equilibrium statistical mechanics; Stochastic magnetization dynamics; Statistical averaging procedure; Path integrals; Open hierarchy of moments; Closure methods; Markovian and non-Markovian simulations

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APA (6th Edition):

Tranchida, J. (2016). Multiscale description of dynamical processes in magnetic media : from atomistic models to mesoscopic stochastic processes : Simulation multi-échelle des processus dynamiques dans les milieux magnétiques : depuis une modélisation atomistique vers la simulation de processsus mésoscopiques stochastiques. (Doctoral Dissertation). Université François-Rabelais de Tours. Retrieved from http://www.theses.fr/2016TOUR4027

Chicago Manual of Style (16th Edition):

Tranchida, Julien. “Multiscale description of dynamical processes in magnetic media : from atomistic models to mesoscopic stochastic processes : Simulation multi-échelle des processus dynamiques dans les milieux magnétiques : depuis une modélisation atomistique vers la simulation de processsus mésoscopiques stochastiques.” 2016. Doctoral Dissertation, Université François-Rabelais de Tours. Accessed December 14, 2019. http://www.theses.fr/2016TOUR4027.

MLA Handbook (7th Edition):

Tranchida, Julien. “Multiscale description of dynamical processes in magnetic media : from atomistic models to mesoscopic stochastic processes : Simulation multi-échelle des processus dynamiques dans les milieux magnétiques : depuis une modélisation atomistique vers la simulation de processsus mésoscopiques stochastiques.” 2016. Web. 14 Dec 2019.

Vancouver:

Tranchida J. Multiscale description of dynamical processes in magnetic media : from atomistic models to mesoscopic stochastic processes : Simulation multi-échelle des processus dynamiques dans les milieux magnétiques : depuis une modélisation atomistique vers la simulation de processsus mésoscopiques stochastiques. [Internet] [Doctoral dissertation]. Université François-Rabelais de Tours; 2016. [cited 2019 Dec 14]. Available from: http://www.theses.fr/2016TOUR4027.

Council of Science Editors:

Tranchida J. Multiscale description of dynamical processes in magnetic media : from atomistic models to mesoscopic stochastic processes : Simulation multi-échelle des processus dynamiques dans les milieux magnétiques : depuis une modélisation atomistique vers la simulation de processsus mésoscopiques stochastiques. [Doctoral Dissertation]. Université François-Rabelais de Tours; 2016. Available from: http://www.theses.fr/2016TOUR4027

19. Hamdi, Tarek. Calcul stochastique commutatif et non-commutatif : théorie et application : Commutative and noncommutarive stochastic calculus : theory and applications.

Degree: Docteur es, Mathématiques et applications, 2013, Besançon; Université de Tunis El Manar

Mon travail de thèse est composé de deux parties bien distinctes, la première partie est consacrée à l’analysestochastique en temps discret des marches aléatoires obtuses… (more)

Subjects/Keywords: Marche aléatoire obtuse; Martingale normale; Intégrale stochastique; Temps discret; Calcul chaotique; Mouvement Bownien unitaire libre; Processus de Jacobi libre; Mesure spectrale; Théorème des résidues de Cauchy; Obtuse random walks; Normal martingale; Stochastic integrals; Discrete time; Chaotic calculus; Free unitary Brownian motion; Free Jacobi process; Spectral measure; Cauchy’s Residue Theorem; 510; 60G42; 60G50; 60H15; 46L54

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APA (6th Edition):

Hamdi, T. (2013). Calcul stochastique commutatif et non-commutatif : théorie et application : Commutative and noncommutarive stochastic calculus : theory and applications. (Doctoral Dissertation). Besançon; Université de Tunis El Manar. Retrieved from http://www.theses.fr/2013BESA2015

Chicago Manual of Style (16th Edition):

Hamdi, Tarek. “Calcul stochastique commutatif et non-commutatif : théorie et application : Commutative and noncommutarive stochastic calculus : theory and applications.” 2013. Doctoral Dissertation, Besançon; Université de Tunis El Manar. Accessed December 14, 2019. http://www.theses.fr/2013BESA2015.

MLA Handbook (7th Edition):

Hamdi, Tarek. “Calcul stochastique commutatif et non-commutatif : théorie et application : Commutative and noncommutarive stochastic calculus : theory and applications.” 2013. Web. 14 Dec 2019.

Vancouver:

Hamdi T. Calcul stochastique commutatif et non-commutatif : théorie et application : Commutative and noncommutarive stochastic calculus : theory and applications. [Internet] [Doctoral dissertation]. Besançon; Université de Tunis El Manar; 2013. [cited 2019 Dec 14]. Available from: http://www.theses.fr/2013BESA2015.

Council of Science Editors:

Hamdi T. Calcul stochastique commutatif et non-commutatif : théorie et application : Commutative and noncommutarive stochastic calculus : theory and applications. [Doctoral Dissertation]. Besançon; Université de Tunis El Manar; 2013. Available from: http://www.theses.fr/2013BESA2015


ETH Zürich

20. Casserini, Matteo. Functional differential approaches to backward stochastic equations.

Degree: 2011, ETH Zürich

Subjects/Keywords: FUNKTIONALDIFFERENTIALGLEICHUNGEN (ANALYSIS); STOCHASTISCHE DIFFERENTIALGLEICHUNGEN (WAHRSCHEINLICHKEITSRECHNUNG); STOCHASTISCHE INTEGRALE (WAHRSCHEINLICHKEITSRECHNUNG); FUNCTIONAL DIFFERENTIAL EQUATIONS (MATHEMATICAL ANALYSIS); STOCHASTIC DIFFERENTIAL EQUATIONS (PROBABILITY THEORY); STOCHASTIC INTEGRALS (PROBABILITY THEORY); info:eu-repo/classification/ddc/510; info:eu-repo/classification/ddc/510; Mathematics; Mathematics

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APA (6th Edition):

Casserini, M. (2011). Functional differential approaches to backward stochastic equations. (Doctoral Dissertation). ETH Zürich. Retrieved from http://hdl.handle.net/20.500.11850/152802

Chicago Manual of Style (16th Edition):

Casserini, Matteo. “Functional differential approaches to backward stochastic equations.” 2011. Doctoral Dissertation, ETH Zürich. Accessed December 14, 2019. http://hdl.handle.net/20.500.11850/152802.

MLA Handbook (7th Edition):

Casserini, Matteo. “Functional differential approaches to backward stochastic equations.” 2011. Web. 14 Dec 2019.

Vancouver:

Casserini M. Functional differential approaches to backward stochastic equations. [Internet] [Doctoral dissertation]. ETH Zürich; 2011. [cited 2019 Dec 14]. Available from: http://hdl.handle.net/20.500.11850/152802.

Council of Science Editors:

Casserini M. Functional differential approaches to backward stochastic equations. [Doctoral Dissertation]. ETH Zürich; 2011. Available from: http://hdl.handle.net/20.500.11850/152802


ETH Zürich

21. Akdoğan, Ozan Bariş. Variance curve models: finite dimensional realizations and beyond.

Degree: 2016, ETH Zürich

Subjects/Keywords: VOLATILITÄT (FINANZEN); STOCHASTISCHE MODELLE + STOCHASTISCHE SIMULATION (WAHRSCHEINLICHKEITSRECHNUNG); EVOLUTIONSGLEICHUNGEN (ANALYSIS); DIFFUSIONSPROZESSE (WAHRSCHEINLICHKEITSRECHNUNG); STOCHASTISCHE DIFFERENTIALGLEICHUNGEN (WAHRSCHEINLICHKEITSRECHNUNG); STOCHASTISCHE INTEGRALE (WAHRSCHEINLICHKEITSRECHNUNG); VOLATILITY (FINANCE); STOCHASTIC MODELS + STOCHASTIC SIMULATION (PROBABILITY THEORY); EVOLUTION EQUATIONS (MATHEMATICAL ANALYSIS); DIFFUSION PROCESSES (PROBABILITY THEORY); STOCHASTIC DIFFERENTIAL EQUATIONS (PROBABILITY THEORY); STOCHASTIC INTEGRALS (PROBABILITY THEORY); info:eu-repo/classification/ddc/510; info:eu-repo/classification/ddc/510; Mathematics; Mathematics

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APA (6th Edition):

Akdoğan, O. B. (2016). Variance curve models: finite dimensional realizations and beyond. (Doctoral Dissertation). ETH Zürich. Retrieved from http://hdl.handle.net/20.500.11850/156070

Chicago Manual of Style (16th Edition):

Akdoğan, Ozan Bariş. “Variance curve models: finite dimensional realizations and beyond.” 2016. Doctoral Dissertation, ETH Zürich. Accessed December 14, 2019. http://hdl.handle.net/20.500.11850/156070.

MLA Handbook (7th Edition):

Akdoğan, Ozan Bariş. “Variance curve models: finite dimensional realizations and beyond.” 2016. Web. 14 Dec 2019.

Vancouver:

Akdoğan OB. Variance curve models: finite dimensional realizations and beyond. [Internet] [Doctoral dissertation]. ETH Zürich; 2016. [cited 2019 Dec 14]. Available from: http://hdl.handle.net/20.500.11850/156070.

Council of Science Editors:

Akdoğan OB. Variance curve models: finite dimensional realizations and beyond. [Doctoral Dissertation]. ETH Zürich; 2016. Available from: http://hdl.handle.net/20.500.11850/156070


University of Florida

22. Neal, D. J ( David J ). Optional stochastic integration in Hilbert space with applications to nuclear spaces.

Degree: 1988, University of Florida

Subjects/Keywords: Hilbert spaces; Infinity; Martingales; Mathematics; Perceptron convergence procedure; Separable spaces; Stieltjes integral; Stopping distances; Topological theorems; Uniqueness; Hilbert space; Mathematics Thesis Ph.D; Nuclear spaces (Functional analysis); Stochastic integrals

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APA (6th Edition):

Neal, D. J. (. D. J. ). (1988). Optional stochastic integration in Hilbert space with applications to nuclear spaces. (Thesis). University of Florida. Retrieved from http://ufdc.ufl.edu/AA00039502

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):

Neal, D J ( David J ). “Optional stochastic integration in Hilbert space with applications to nuclear spaces.” 1988. Thesis, University of Florida. Accessed December 14, 2019. http://ufdc.ufl.edu/AA00039502.

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

MLA Handbook (7th Edition):

Neal, D J ( David J ). “Optional stochastic integration in Hilbert space with applications to nuclear spaces.” 1988. Web. 14 Dec 2019.

Vancouver:

Neal DJ(DJ). Optional stochastic integration in Hilbert space with applications to nuclear spaces. [Internet] [Thesis]. University of Florida; 1988. [cited 2019 Dec 14]. Available from: http://ufdc.ufl.edu/AA00039502.

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

Council of Science Editors:

Neal DJ(DJ). Optional stochastic integration in Hilbert space with applications to nuclear spaces. [Thesis]. University of Florida; 1988. Available from: http://ufdc.ufl.edu/AA00039502

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

.