Search results | J. Murrey Atkins Library

Title: A CONVERTIBLE-BOND-PRICING METHOD BASED ON BOND PRICES ON MARKETS
Author: Shi, Qiang
Date Created: 2011
Subjects--Topical: Mathematics
Description: 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...

Title: ASYMPTOTIC ANALYSIS OF THE ANDERSON PARABOLIC PROBLEM AND THE MOSER'S TYPE OPTIMAL STOPPING PROBLEM
Author: ZHANG, HAO
Date Created: 2011
Subjects--Topical: Mathematics
Description: The central objects of the thesis are the Anderson parabolic problem and the Moser's type optimal stopping problem:(1) In the lattice parabolic Anderson problem, we study the quenched and annealed asymptotics for the solutions of the lattice parab...

Title: Analysis of failure time data with missing and informative auxiliary covariates.
Author: Ghosh, Lipika
Date Created: 2011
Subjects--Topical: Statistics, Mathematics, Biometry
Description: 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...

Title: Consistency results in the theory of continuous functions and selective separability
Author: Barman, Doyel
Date Created: 2011
Subjects--Topical: Mathematics
Description: 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...

Title: Continue, quit, restart probability model and related problems
Author: Steinberg, Constantine
Date Created: 2011
Subjects--Topical: Operations research, Mathematics
Description: 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...

Title: GLOBAL CONVERGENCE AND QUASI REVERSIBILITY FOR COEFFICIENT INVERSE PROBLEMS
Author: Kuzhuget, Andrey
Date Created: 2011
Subjects--Topical: Mathematics
Description: 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...

Title: LIMIT THEOREMS FOR REACTION DIFFUSION MODELS
Author: Feng, Yaqin
Date Created: 2011
Subjects--Topical: Mathematics
Description: 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...

Title: Meshless boundary particle methods for boundary integral equations and meshfree particle methods for plates
Author: Davis, Christopher
Date Created: 2011
Subjects--Topical: Mechanical engineering, Mathematics
Description: For approximating the solution of partial differential equations (PDE), meshless methods have been introduced to alleviate the difficulties arising in mesh generation using the conventional Finite Element Method (FEM). Many meshless methods introd...

Title: Nonparametric Pricing Kernel Models
Author: Sun, Linman
Date Created: 2011
Subjects--Topical: Mathematics
Description: 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...

Title: On lambda-quantile dependent convex risk measures
Author: Xia, Lihong
Date Created: 2011
Subjects--Topical: Mathematics, Finance
Description: 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...

Title: STATISTICAL ANALYSIS OF MARK-SPECIFIC PROPORTIONAL HAZARDS MODEL
Author: Li, Mei
Date Created: 2011
Subjects--Topical: Statistics
Description: Competing risks occur frequently in survival analysis, and in some cases, the competingrisks are not discrete. In this dissertation, we develop some statistical inferences to analyzecontinuous competing risks.In Chapter 2, inspired by the HIV vacc...

Title: The Study of Loop Markov Chains
Author: Gillespie Jr., Perry
Date Created: 2011
Subjects--Topical: Mathematics, Statistics
Description: 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...