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1
Convolutional neural networks and stochastic modelling in hyperspectral data analysis
Published 2020JYX-julkaisuarkisto / JYX Digital Archive
Linkki verkkoaineistoon
Doctoral dissertation -
2
On Malliavin calculus and approximation of stochastic integrals for Lévy processes
Published 2012JYX-julkaisuarkisto / JYX Digital Archive
Doctoral dissertation -
3
On fractional smoothness and approximations of stochastic integrals
Published 2009Get full text
Doctoral dissertation -
4
Statistical inference for eye movement sequences using spatial and spatio-temporal point processes
Published 2017Linkki verkkoaineistoon
Doctoral dissertation -
5
Decoupling on the Wiener space and variational estimates for BSDEs
Published 2015JYX julkaisuarkisto / JYX Digital Archive
Linkki verkkoaineistoon
Doctoral dissertation -
6
Regularity properties of tug-of-war games and normalized equations
Published 2017Linkki verkkoaineistoon
Doctoral dissertation -
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8
Approximation of heat equation and backward SDEs using random walk : convergence rates
Published 2018Linkki verkkoaineistoon
Doctoral dissertation -
9
On the local and global regularity of tug-of-war games
Published 2018Linkki verkkoaineistoon
Doctoral dissertation -
10
Weighted BMO, Riemann-Liouville type operators, and approximation of stochastic integrals in models with jumps
Published 2020Linkki verkkoaineistoon
Doctoral dissertation -
11
Approximation of heat equation and backward SDEs using random walk : convergence rates
Published 2018JYX-julkaisuarkisto / JYX Digital Archive
Doctoral dissertation -
12
On the local and global regularity of tug-of-war games
Published 2018JYX-julkaisuarkisto / JYX Digital Archive
Doctoral dissertation -
13
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14
Convolutional neural networks and stochastic modelling in hyperspectral data analysis
Published 2020Linkki verkkoaineistoon
Doctoral dissertation -
15
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16
Application of the stochastic formalism for spectator scalars during inflation
Published 2023Get full text Get full textMaster's thesis -
17
Markov chain backward stochastic differential equations in modeling insurance policy
Published 2022Get full text Get full textMaster's thesis -
18
Backward stochastic differential equations in dynamics of life insurance solvency risk
Published 2022Get full text Get full textMaster's thesis -
19
On the uniqueness of a solution and stability of McKean-Vlasov stochastic differential equations
Published 2020Get full text Get full textMaster's thesis -
20
Itô’s formula for finite variation Lévy processes
Published 2023Get full text Get full textMaster's thesis