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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

URL: etd-07052011-203013 ; https://digitalcommons.lsu.edu/gradschool_dissertations/893

► 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 (6^{th} 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 (16^{th} 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 (7^{th} 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

URL: http://ora.ox.ac.uk/objects/uuid:87892930-f329-4431-bcdc-bf32b0b1a7c6 ; http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.580855

► 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 (6^{th} 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 (16^{th} 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 (7^{th} 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

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

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

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

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APA (6^{th} Edition):

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

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

Zhang, Xiling. “On numerical approximations for stochastic differential equations.” 2017. Doctoral Dissertation, University of Edinburgh. Accessed December 14, 2019. http://hdl.handle.net/1842/28931.

MLA Handbook (7^{th} 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

URL: https://doi.org/10.7916/d8-xcxx-my55

► 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 (6^{th} 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 (16^{th} 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 (7^{th} 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

URL: http://etd.lib.msu.edu/islandora/object/etd:24509

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

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APA (6^{th} 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 (16^{th} 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 (7^{th} 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

URL: https://dspace.lboro.ac.uk/2134/14306 ; http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.594439

► 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 (6^{th} 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 (16^{th} 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 (7^{th} 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

URL: https://scholarcommons.usf.edu/etd/4383

► 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 (6^{th} 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 (16^{th} 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 (7^{th} 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

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

URL: https://scholar.colorado.edu/chem_gradetds/264

► 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 (6^{th} 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 (16^{th} 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 (7^{th} 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

URL: http://hdl.handle.net/2134/14306

► 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

Record Details Similar Records

❌

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

APA (6^{th} 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 (16^{th} 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 (7^{th} 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

URL: http://hdl.handle.net/2097/17656

► 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 (6^{th} 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 (16^{th} 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 (7^{th} 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

URL: http://hdl.handle.net/11343/35423

► 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 (6^{th} 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 (16^{th} 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 (7^{th} 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

URL: http://infoscience.epfl.ch/record/128803

► 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

Record Details Similar Records

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

APA (6^{th} 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

Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^{th} 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.

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} 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.

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

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

URL: http://ufdc.ufl.edu/UF00097651

► 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 (6^{th} Edition):

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

Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^{th} 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.

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} 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.

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

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

URL: http://hdl.handle.net/1853/7174

► 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

Record Details Similar Records

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APA (6^{th} 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 (16^{th} 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 (7^{th} 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

URL: http://hdl.handle.net/1808/12238

► 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 (6^{th} 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 (16^{th} 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 (7^{th} 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

URL: http://www.theses.fr/2014PA010019

►

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

APA (6^{th} 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 (16^{th} 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 (7^{th} 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

URL: http://hdl.handle.net/10803/665988

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

APA (6^{th} 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

Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^{th} 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.

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} 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.

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

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

URL: http://www.theses.fr/2016TOUR4027

►

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

Record Details Similar Records

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

APA (6^{th} 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 (16^{th} 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 (7^{th} 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

URL: http://www.theses.fr/2013BESA2015

►

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

Record Details Similar Records

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

APA (6^{th} 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 (16^{th} 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 (7^{th} 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

URL: http://hdl.handle.net/20.500.11850/152802

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

Record Details Similar Records

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

APA (6^{th} 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 (16^{th} 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 (7^{th} 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

URL: http://hdl.handle.net/20.500.11850/156070

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

Record Details Similar Records

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

APA (6^{th} 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 (16^{th} 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 (7^{th} 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

URL: http://ufdc.ufl.edu/AA00039502

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

Record Details Similar Records

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

APA (6^{th} 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

Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^{th} 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.

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} 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.

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

Not specified: Masters Thesis or Doctoral Dissertation