Suggested Topics within your search.
Showing 1 - 14 results of 14 for search '"Stochastic process."', query time: 0.04s Refine Results
  1. 1
    On Malliavin calculus and approximation of stochastic integrals for Lévy processes

    On Malliavin calculus and approximation of stochastic integrals for Lévy processes by Laukkarinen, Eija, kirjoittaja

    Published 2017
    Subjects:
    JYX-julkaisuarkisto / JYX Digital Archive
    Doctoral dissertation
  2. 2
    On exact simulations of first hitting times of the solutions of SDEs

    On exact simulations of first hitting times of the solutions of SDEs by Durmić, Irfan

    Published 2024
    Subjects:
    Get full text Get full text
    Master's thesis
  3. 3
    Decoupling on the Wiener space and variational estimates for BSDEs

    Decoupling on the Wiener space and variational estimates for BSDEs by Ylinen, Juha, kirjoittaja

    Published 2015
    Subjects:
    JYX julkaisuarkisto / JYX Digital Archive
    Linkki verkkoaineistoon
    Doctoral dissertation
  4. 4
    A multilevel Monte Carlo algorithm for SDEs with jumps

    A multilevel Monte Carlo algorithm for SDEs with jumps by Rantala, Johanna

    Published 2019
    Subjects:
    Get full text Get full text
    Master's thesis
  5. 5
    Itô’s formula for finite variation Lévy processes

    Itô’s formula for finite variation Lévy processes by Kotkajuuri, Jimi

    Published 2023
    Subjects:
    Get full text Get full text
    Master's thesis
  6. 6
    Approximations for Stochastic McKean-Vlasov Equations with Non-Lipschitz Coefficients by an Euler-Maruyama Scheme

    Approximations for Stochastic McKean-Vlasov Equations with Non-Lipschitz Coefficients by an Euler-Maruyama Scheme by Koskela, Emilia

    Published 2023
    Subjects:
    Get full text Get full text
    Master's thesis
  7. 7
    On Malliavin calculus and approximation of stochastic integrals for Lévy processes

    On Malliavin calculus and approximation of stochastic integrals for Lévy processes by Laukkarinen, Eija

    Published 2012
    Subjects:
    Doctoral dissertation
  8. 8
    Decoupling on the Wiener space and variational estimates for BSDEs

    Decoupling on the Wiener space and variational estimates for BSDEs by Ylinen, Juha, kirjoittaja

    Published 2015
    Subjects:
    Yhteenveto-osa
    Doctoral dissertation
  9. 9
    On the uniqueness of a solution and stability of McKean-Vlasov stochastic differential equations

    On the uniqueness of a solution and stability of McKean-Vlasov stochastic differential equations by Nykänen, Jani

    Published 2020
    Subjects:
    Get full text Get full text
    Master's thesis
  10. 10
    Application of the stochastic formalism for spectator scalars during inflation

    Application of the stochastic formalism for spectator scalars during inflation by Rantamäki, Julia

    Published 2023
    Subjects:
    Get full text Get full text
    Master's thesis
  11. 11
    The Black-Scholes model and risk-sensitive asset management

    The Black-Scholes model and risk-sensitive asset management by Helin, Santeri

    Published 2021
    Subjects:
    Get full text Get full text
    Master's thesis
  12. 12
    Markov chain backward stochastic differential equations in modeling insurance policy

    Markov chain backward stochastic differential equations in modeling insurance policy by Hänninen, Henri

    Published 2022
    Subjects:
    Get full text Get full text
    Master's thesis
  13. 13
    Chaotic decompositions of the Lévy-Itô space

    Chaotic decompositions of the Lévy-Itô space by Luuri, Eetu

    Published 2024
    Subjects:
    Get full text Get full text
    Master's thesis
  14. 14
    Backward stochastic differential equations in dynamics of life insurance solvency risk

    Backward stochastic differential equations in dynamics of life insurance solvency risk by Hinkkanen, Onni

    Published 2022
    Subjects:
    Get full text Get full text
    Master's thesis
Search Tools: RSS Feed