Thesis (doctoral)--Stockholm University, 1994. / Includes bibliographical references.
Thesis (doctoral)--Stockholm University, 1996. / Includes bibliographical references.
Thesis (Ph. D.)--University of Wisconsin--Madison, 1983. / Typescript. Vita. eContent provider-neutral record in process. Description based on print version record. Includes bibliographical references (leaves 317-321).
Estimating and testing the parameters of a generalization of the first order nonstationary autoregressive processDowning, Darryl Jon, January 1974 (has links)
Thesis--University of Florida. / Description based on print version record. Typescript. Vita. Bibliography: leaves 87-88.
Thesis (Ph.D.) - University of St Andrews, May 2010.
An analysis of the term structure of interest rates and bond options in the South African capital marketSmit, Linda 26 August 2005 (has links)
Please read the abstract/summary in the section 00back of this document. / Thesis (PhD (Applied Mathematics))--University of Pretoria, 2006. / Mathematics and Applied Mathematics / unrestricted
Reimers, Mark Allan
In this thesis we introduce Non-Standard Methods, in particular the use of hyperfinite difference equations, to the study of space-time random processes. We obtain a new existence theorem in the spirit of Keisler (1984) for the one dimensional heat equation forced non-linearly by white noise. We obtain several new results on the sample path properties of the Critical Branching Measure Diffusion, and show that in one dimension it has a density which satisfies a non-linearly forced heat equation. We also obtain results on the dimension of the support of the Fleming-Viot Process. / Science, Faculty of / Mathematics, Department of / Graduate
Foes, Chamberlain Lambros
01 May 1970
This essay investigates the concept of linear programming in general and linear stochastic programming in particular. Linear stochastic programming is described as the model where the parameters of the linear programming admit random variability. The first three chapters present through a set-geometric approach the foundations of linear programming. Chapter one describes the evolution of the concepts which resulted in the adoption of the model. Chapter two describes the constructs in n-dimensional euclidian space which constitute the mathematical basis of linear programs, and chapter three defines the linear programming model and develops the computational basis of the simplex algorithm. The second three chapters analyze the effect of the introduction of risk into the linear programming model. The different approaches of estimating and measuring risk are studied and the difficulties arising in formulating the stochastic problem and deriving the equivalent deterministic problems are treated from the theoretical and practical point of view. Multiple examples are given throughout the essay for clarification of the salient points.
Ghonem, Hamouda A. S.
No description available.
Jones, Mari Riess
01 January 1965
(has links) (PDF)
No description available.
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