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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.
Search results
Showing 381 to 390 of 5088 (0.055 seconds)Spelling suggestions: "subject:"stochastic"" "subject:"ctochastic""
| 381 |
Evaluation of on-line scheduling and heuristic control for production and supply chain systems using discrete event simulationTipi, Nicoleta-Steluta January 2000 (has links)
No description available.
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| 382 |
On the choice and implementation of models for the pricing and hedging of interest rate contingent claimsWhitehead, Peter Malcolm Scot January 1999 (has links)
No description available.
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| 383 |
Rapid detection and estimation of abrupt changes by nonlinear filteringVellekoop, Michel Henri January 1998 (has links)
No description available.
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| 384 |
An investigation of tools for modelling and solving large scale linear programming problems under uncertaintyMirHassani, S. Ali January 1998 (has links)
No description available.
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| 385 |
Indices for generalised forms of bandit problemGreatrix, Simon Gregory John January 1995 (has links)
No description available.
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| 386 |
Quantum spectral stochastic integrals and levy flows in Fock spaceBrooks, Martin George January 1998 (has links)
No description available.
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| 387 |
Mathematical frameworks for the transmission dynamics of HIV on a concurrent partnership networkParker, Christopher Gareth January 1996 (has links)
No description available.
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| 388 |
Networked Control Systems with Unbounded Noise under Information ConstraintsJohnston, Andrew 06 December 2012 (has links)
We investigate the stabilization of unstable multidimensional partially observed single-station, multi-sensor (single-controller) and multi-controller (single-sensor) linear systems controlled over discrete noiseless channels under fixed-rate information constraints. Stability is achieved under communication requirements that are asymptotically tight in the limit of large sampling periods. Through the use of similarity transforms, sampling and random-time drift conditions we obtain a coding and control policy leading to the existence of a unique invariant distribution and finite second moment for the sampled state. We use a vector stabilization scheme in which all modes of the linear system visit a compact set together infinitely often. / Thesis (Master, Mathematics & Statistics) -- Queen's University, 2012-12-06 15:06:37.449
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| 389 |
Option Pricing with Long Memory Stochastic Volatility ModelsTong, Zhigang 06 November 2012 (has links)
In this thesis, we propose two continuous time stochastic volatility models with long memory that generalize two existing models. More importantly, we provide analytical formulae that allow us to study option prices numerically, rather than by means of simulation. We are not aware about analytical results in continuous time long memory case. In both models, we allow for the non-zero correlation between the stochastic volatility and stock price processes. We numerically study the effects of long memory on the option prices. We show that the fractional integration parameter has the opposite effect to that of volatility of volatility parameter in short memory models. We also find that long memory models have the potential to accommodate the short term options and the decay of volatility skew better than the corresponding short memory stochastic volatility models.
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| 390 |
Noise induced changes to dynamic behaviour of stochastic delay differential equationsNorton, Stewart J. January 2008 (has links)
This thesis is concerned with changes in the behaviour of solutions to parameter-dependent stochastic delay differential equations.
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