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  • About
  • The Global ETD Search service is a free service for researchers to find electronic theses and dissertations. This service is provided by the 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.
1

Optimal approximation of stochastic differential equations with additive fractional noise /

Neuenkirch, Andreas. January 2006 (has links)
Techn. University, Diss., 2006--Darmstadt.
2

Option pricing in fractional Brownian markets

Rostek, Stefan January 2009 (has links)
Zugl.: Tübingen, Univ., Diss.
3

Approximation of a Quasilinear Stochastic Partial Differential Equation driven by Fractional White Noise

Grecksch, 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].
4

Approximation of a Quasilinear Stochastic Partial Differential Equation driven by Fractional White Noise

Grecksch, 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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