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Anticipative stochastic calculus with respect to Gaussian processes, stochastic kinematics in Hilbert space and time reversal problem
Gawarecki, Leszek Piotr
Text (1994)
Part of
Electronic Theses & Dissertations
Nash equilibria in the continuous-time principal-agent problem with multiple principals
Kang, Lening
Text (2013)
Part of
Electronic Theses & Dissertations
Weak convergence of distribution-valued semimartingales and associated SDE's
Chari, Ravi
Text (1984)
Part of
Electronic Theses & Dissertations
On the convergence of the Gauss-Galerkin method for the density of some Markov processes
Haj Jafar, Ali
Text (1984)
Part of
Electronic Theses & Dissertations
Stochastic differential equations and their numerical approximations
Huang, Liying
Text (1995)
Part of
Electronic Theses & Dissertations
A Gauss-Galerkin finite element method for a class of singular diffusion equations in two space variables
Liu, Li
Text (1998)
Part of
Electronic Theses & Dissertations
Semilinear stochastic differential equations in Hilbert spaces driven by non-gaussian noise and their asymptotic properties
Wang, Li
Text (2005)
Part of
Electronic Theses & Dissertations
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