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1
Decoupling on the Wiener space and variational estimates for BSDEs
Published 2015JYX julkaisuarkisto / JYX Digital Archive
Linkki verkkoaineistoon
Doctoral dissertation -
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3
Application of the stochastic formalism for spectator scalars during inflation
Published 2023Get full text Get full textMaster's thesis -
4
Markov chain backward stochastic differential equations in modeling insurance policy
Published 2022Get full text Get full textMaster's thesis -
5
The Black-Scholes model and risk-sensitive asset management
Published 2021Get full text Get full textMaster's thesis -
6
Backward stochastic differential equations in dynamics of life insurance solvency risk
Published 2022Get full text Get full textMaster's thesis -
7
On the uniqueness of a solution and stability of McKean-Vlasov stochastic differential equations
Published 2020Get full text Get full textMaster's thesis -
8
A multilevel Monte Carlo algorithm for SDEs with jumps
Published 2019Get full text Get full textMaster's thesis -
9
Itô’s formula for finite variation Lévy processes
Published 2023Get full text Get full textMaster's thesis -
10
Chaotic decompositions of the Lévy-Itô space
Published 2024Get full text Get full textMaster's thesis