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The Global ETD Search service is a free service for researchers
to find electronic theses and dissertations. This service is
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Networked Digital Library of Theses and Dissertations.
Our metadata is collected from universities around the world. If you manage a university/consortium/country archive and want to be added, details can be found on the NDLTD website.
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Showing 1 to 4 of 4 (0.176 seconds)Spelling suggestions: "subject:"gebrochene brownsche abrollbewegung"" "subject:"gebrochene brownsche absetzbewegung""
| 1 |
Optimal approximation of stochastic differential equations with additive fractional noise /Neuenkirch, Andreas. January 2006 (has links)
Techn. University, Diss., 2006--Darmstadt.
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| 2 |
Option pricing in fractional Brownian marketsRostek, Stefan January 2009 (has links)
Zugl.: Tübingen, Univ., Diss.
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| 3 |
Approximation of a Quasilinear Stochastic Partial Differential Equation driven by Fractional White NoiseGrecksch, Wilfried, Roth, Christian 16 May 2008 (has links) (PDF)
We approximate the solution of a quasilinear stochastic partial differential equa-
tion driven by fractional Brownian motion B_H(t); H in (0,1), which was calculated
via fractional White Noise calculus, see [5].
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| 4 |
Approximation of a Quasilinear Stochastic Partial Differential Equation driven by Fractional White NoiseGrecksch, Wilfried, Roth, Christian 16 May 2008 (has links)
We approximate the solution of a quasilinear stochastic partial differential equa-
tion driven by fractional Brownian motion B_H(t); H in (0,1), which was calculated
via fractional White Noise calculus, see [5].
|
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