نویسنده: امین کاظمی

White Noise Methods for Anticipating Stochastic Differential Equations Doctor of Philosophy (Ph.D.) Keywords :White Noise,Anticipating,Stochastic Differential Equations برای دانلود این پایان نامه اینجا کلیک کنید. AbstractThis dissertation focuses on linear stochastic differential equations of anticipating type. Owing to the lack of a theory of differentiation for random processes, the said differential equations are appropriately understood and studied as anticipating stochastic […]

Analysis and finite element approximations of stochastic optimal control problems constrained by stochastic elliptic partial differential equations Jangwoon Lee, Iowa State University برای دانلود این پایان نامه اینجا کلیک نمایید. Abstract In this thesis we study mathematically and computationally optimal control problems for stochastic elliptic partial differential equations. The control objective is to minimize the expectation of a tracking cost […]

Serrano Perdomo, Rafael Antonio (2010) Optimal control of stochastic partial differential equations in Banach spaces. PhD thesis, University of York برای دانلود  این پایان نامه اینجا کلیک نمایید. Abstract In this thesis we study optimal control problems in Banach spaces for stochastic partial differential equations. We investigate two different approaches. In the first part we study Hamilton-Jacobi-Bellman equations (HJB) in […]

Modeling Credit Risk through Intensity Models Padres Jorda, Guillermo Uppsala University, Disciplinary Domain of Science and Technology, Mathematics and Computer Science, Department of Mathematics. 2010 (English) Independent thesis Advanced level (degree of Master (Two Years)), 20 credits / 30 HE credits Student thesis Place, publisher, year, edition, pages 2010. , 40 p. Series U.U.D.M. project report, 2010:6 National Category Mathematics […]