Search results
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Title
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Continue, quit, restart probability model and related problems
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Author
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Steinberg, Constantine
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Date Created
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2011
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Subjects--Topical
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Operations research, Mathematics
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Description
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We discuss a new class of applied probability models. There is a system whose evolution is described by a Markov chain with known transition matrix in a discrete state space. At each moment of a discrete time a decision maker can apply one of thre...
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Title
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Consistency results in the theory of continuous functions and selective separability
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Author
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Barman, Doyel
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Date Created
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2011
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Subjects--Topical
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Mathematics
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Description
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We study of the notion of selective separability(SS), which was introduced by Marion Scheepers, and its connection with the game-theoretic strengthening, strategically selective separable spaces (SS+). It is known that every set of countable &pi-w...
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Title
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A CONVERTIBLE-BOND-PRICING METHOD BASED ON BOND PRICES ON MARKETS
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Author
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Shi, Qiang
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Date Created
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2011
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Subjects--Topical
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Mathematics
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Description
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ABSTRACTQIANG SHI. A convertible-bond-pricing method based on bond prices on markets.(Under the direction of DR. YOU-LAN ZHU)This thesis is devoted to evaluating two-factor convertible bonds. Different zero-coupon bond curves are inputted when eva...
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Title
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GLOBAL CONVERGENCE AND QUASI REVERSIBILITY FOR COEFFICIENT INVERSE PROBLEMS
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Author
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Kuzhuget, Andrey
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Date Created
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2011
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Subjects--Topical
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Mathematics
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Description
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An inverse problem of the determination of an initial condition in ahyperbolic equation from the lateral Cauchy data is considered. Thisproblem has applications to the thermoacoustic tomography, as wellas to linearized coefficient inverse problems...
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Title
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LIMIT THEOREMS FOR REACTION DIFFUSION MODELS
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Author
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Feng, Yaqin
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Date Created
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2011
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Subjects--Topical
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Mathematics
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Description
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We introduce two different reaction diffusion models: evolution of one-cell populations in the presence of mitosis and continuous contact model.In the first model we consider the time evolution of the supercritical reaction diffusion-equation on t...
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Title
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Analysis of failure time data with missing and informative auxiliary covariates.
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Author
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Ghosh, Lipika
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Date Created
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2011
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Subjects--Topical
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Statistics, Mathematics, Biometry
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Description
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In this dissertation we use Cox's regression model to failure time data with continuous informative auxiliary variables in the presence of a validation subsample. The work is motivated by a common problem of missing or mismeasured covariates in su...
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Title
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On lambda-quantile dependent convex risk measures
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Author
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Xia, Lihong
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Date Created
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2011
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Subjects--Topical
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Mathematics, Finance
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Description
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We define a class of convex measures of risk whose values depend on the random variables only up to the lambda-quantiles for some given constant lambda in (0,1). For this class of convex risk measures, the assumption of Fatou property can be stren...
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Title
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Nonparametric Pricing Kernel Models
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Author
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Sun, Linman
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Date Created
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2011
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Subjects--Topical
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Mathematics
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Description
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The capital asset pricing model (CAPM) and the arbitrage asset pricingtheory (APT) have been the cornerstone in theoretical and empirical finance for the recent few decades. The classical CAPM usually assumes a simple and stable linear relationshi...
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Title
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The Study of Loop Markov Chains
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Author
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Gillespie Jr., Perry
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Date Created
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2011
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Subjects--Topical
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Mathematics, Statistics
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Description
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The purpose of my research is the study of Loop Markov Chains. This model contains several loops, which could be connected at several different points. The focal point of this thesis will be when these loops are connected at one single point. Insi...
