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1
Probabilistic representations of solutions of nonlinear PDEs
Gepubliceerd in 2022Onderwerpen: “…Science::Mathematics::Probability theory…”
Volledige tekst
Thesis-Doctor of Philosophy -
2
Comparison between two types of large sample covariance matrices
Gepubliceerd in 2014Onderwerpen: “…DRNTU::Science::Mathematics::Probability theory…”
Volledige tekst
Volledige tekst
Journal Article -
3
Supermodular ordering of poisson arrays
Gepubliceerd in 2015Onderwerpen: “…DRNTU::Science::Mathematics::Probability theory…”
Volledige tekst
Volledige tekst
Journal Article -
4
Calculating the Malliavin derivative of one stochastic mechanics problem
Gepubliceerd in 2019Onderwerpen: Volledige tekst
Final Year Project (FYP) -
5
Spectral analysis of normalized sample covariance matrices with large dimension and small sample size
Gepubliceerd in 2013Onderwerpen: “…DRNTU::Science::Mathematics::Probability theory…”
Volledige tekst
Thesis -
6
Supermodular comparison inequalities in option pricing and information inequalities
Gepubliceerd in 2017Onderwerpen: “…DRNTU::Science::Mathematics::Probability theory…”
Volledige tekst
Thesis -
7
Dynamic hot spot prediction by learning spatial-temporal utilization of taxiway intersections
Gepubliceerd in 2021Onderwerpen: “…Science::Mathematics::Probability theory…”
Volledige tekst
Conference Paper -
8
Opinion dynamics in social networks
Gepubliceerd in 2020Onderwerpen: Volledige tekst
Final Year Project (FYP) -
9
Non-asymptotic bounds for modified tamed unadjusted Langevin algorithm in non-convex setting
Gepubliceerd in 2022Onderwerpen: “…Science::Mathematics::Probability theory…”
Volledige tekst
Final Year Project (FYP) -
10
Numerical methods for model-free pricing in finance, optimal transport, and cyber risk management
Gepubliceerd in 2023Onderwerpen: Volledige tekst
Thesis-Doctor of Philosophy -
11
Probabilistic analysis to correlate seismic data with lava extrusion phases at Merapi volcano (Indonesia)
Gepubliceerd in 2022Onderwerpen: Volledige tekst
Journal Article -
12
Valuation of dependent defaultable bonds : stochastic analysis of determinantal point processes
Gepubliceerd in 2014Onderwerpen: “…DRNTU::Science::Mathematics::Probability theory…”
Volledige tekst
Thesis -
13
Characterization of stochastic equilibrium controls by the Malliavin calculus
Gepubliceerd in 2022Onderwerpen: “…Science::Mathematics::Probability theory…”
Volledige tekst
Journal Article -
14
Strategic behaviour, equilibria and economic optimality in settings with competing interests
Gepubliceerd in 2017Onderwerpen: “…DRNTU::Science::Mathematics::Probability theory…”
Volledige tekst
Thesis -
15
Parabolic systems and stochastic controls: nonlocality, nonlinearity, and time-inconsistency
Gepubliceerd in 2022Onderwerpen: “…Science::Mathematics::Probability theory…”
Volledige tekst
Thesis-Doctor of Philosophy -
16
OddEasy : design and development of a game for learning probability
Gepubliceerd in 2017Onderwerpen: “…DRNTU::Science::Mathematics::Probability theory…”
Volledige tekst
Final Year Project (FYP)