Number of items at this level: **92**.

## 2016

Belak, Christoph and Christensen, Sören and Menkens, Olaf (2016) *Worst-case portfolio optimization in a market with bubbles.* International Journal of Theoretical and Applied Finance, 19 (2). p. 1650009. ISSN 1793-6322

Garcia, Diego (2016) *Escrow account and moral hazard.* Master of Science thesis, Dublin City University.

## 2015

Belak, Christoph and Menkens, Olaf and Sass, Jorn (2015) *Worst-case portfolio optimization with proportional transaction costs.* Stochastics An International Journal of Probability and Stochastic Processes, 87 (4). pp. 623-663. ISSN 1744-2516

Belak, Christoph and Menkens, Olaf and Sass, Joern (2015) *On the uniqueness of unbounded viscosity solutions arising in an optimal terminal wealth problem with transaction costs.* SIAM Journal on Control and Optimization (SICON), 53 (5). pp. 2878-2897. ISSN 0363-0129

## 2014

Nahari, Noha (2014) *Mathematical skills and attitudes of first year engineering students.* Master of Engineering thesis, Dublin City University.

Belak, Christoph and Christensen, Soeren and Menkens, Olaf (2014) *Worst-case optimal investment with a random number of crashes.* Statistics and Probability Letters, 90 . pp. 140-148. ISSN 0167-7152

## 2013

Condron, Eoin (2013) *Gravitational collapse of a self-similar cylindrical scalar field with non-minimal coupling.* PhD thesis, Dublin City University.

O'Keeffe, Wayne (2013) *Multifluid simulations of the magnetorotational instability in accretion disks around protostars.* PhD thesis, Dublin City University.

Ewald, Christian-Oliver and Menkens, Olaf and Hung Marten Ting, Sai (2013) *Asian and Australian options: a common perspective.* Journal of Economic Dynamics and Control, 37 (5). pp. 1001-1018. ISSN 0165-1889

## 2012

Cheng, Jian (2012) *Classication of the asymptotic behaviour of solutions of stochastic differential equations with state independent noise.* PhD thesis, Dublin City University.

Quinn, Jason (2012) *Numerical methods for nonlinear singulary perturbed differential equations.* PhD thesis, Dublin City University.

Daniels, John A. (2012) *On admissibility of deterministic and stochastic linear Volterra operators with applications to inefficient financial markets.* PhD thesis, Dublin City University.

Korn, Ralf and Menkens, Olaf and Steffensen, Mogens (2012) *Worst-case-optimal dynamic reinsurance for large claims.* European Actuarial Journal, 2 (1). pp. 21-48. ISSN 2190-9733

## 2011

McCarthy, Michael J. (2011) *Explosions and unbounded growth in nonlinear delay differential equations: Numerical and asymptotic analysis.* PhD thesis, Dublin City University.

Duffy, Emily (2011) *Naked singularities in self-similar gravitational collapse: Stability properties of the Cauchy horizon.* PhD thesis, Dublin City University.

O'Callaghan, Eóin (2011) *The analysis and implementation of exponential almost Runge-Kutta methods for semilinear problems.* PhD thesis, Dublin City University.

Jones, Aoife Clare (2011) *Multifluid Kelvin-Helmholtz instability in weakly ionised astrophysical plasmas.* PhD thesis, Dublin City University.

Yang, Zhaojun and Ewald, Christian-Oliver and Menkens, Olaf (2011) *Pricing and hedging of Asian options: Quasi-explicit solutions via Malliavin calculus.* Mathematical Methods of Operations Research (ZOR), 74 (1). pp. 93-120. ISSN 1432-5217

Hurley, Mairéad (2011) *Spatially Resolved Spectroscopy of Faint Star-Forming Galaxies & their Environments in the High Redshift Universe.* PhD thesis, Dublin City University.

## 2010

Lynch, Terry (2010) *Large Fluctuations of Stochastic Differential Equations with Regime Switching: Applications to Simulation and Finance.* PhD thesis, Dublin City University.

Győri, István and Reynolds, David W. (2010) *On asymptotically periodic solutions of linear discrete Volterra equations.* Fasciculi Mathematici, 44 (1). pp. 53-67. ISSN 0044-4413

## 2009

Wu, Huizhong (2009) *On the pathwise large deviations of stochatic differential and functional differential equations with applications to finance.* PhD thesis, Dublin City University.

Swords, Catherine (2009) *Stochastic delay difference and differential equations: applications to financial markets.* PhD thesis, Dublin City University.

Harada, Tomohiro and Nakao, Ken-ichi and Nolan, Brien C. (2009) *Einstein-Rosen waves and the self-similarity hypothesis in cylindrical symmetry.* Physical Review D, 80 (2). 024025-1. ISSN 1550-7998

Waters, Thomas and Nolan, Brien C. (2009) *Gauge invariant perturbations of self-similar Lemaître-Tolman-Bondi spacetime: even parity modes with l≥2.* Physical Review D, 79 (8). 084002-1-084002-13. ISSN 1550-7998

## 2008

Kenny, Aisling (2008) *Combinatorics, geometry and homology of non-crossing partition lattices for finite reflection groups.* PhD thesis, Dublin City University.

Corkery, Seán (2008) *Propagation of molecular outflows into inhomogeneous media.* Master of Science thesis, Dublin City University.

## 2007

Menkens, Olaf (2007) *Value at risk and self-similarity.* In: Miller, John and Edelman, David and Appleby, John A.D., (eds.) Numerical methods for finance. Chapman & Hall/CRC Financial Mathematics Series, 8 . CRC Press, pp. 225-253. ISBN 9781584889250

Nolan, Louise V. (2007) *Cylindrically symmetric models of gravitational collapse.* PhD thesis, Dublin City University.

Nolan, Brien C. and Debnath, Ujjal (2007) *Is the shell-focusing singularity of Szekeres space-time visible?* Physical Review D, 76 (10). 104046-1-104046-10. ISSN 1550-7998

Devin, Siobhan (2007) *On the asymptotic behaviour of deterministic and stochastic volterra integro-differential equations.* PhD thesis, Dublin City University.

## 2006

Clavero, C. and Gracia, J.L. and O'Riordan, Eugene (2006) *A parameter robust numerical method for a two dimensional reaction-diffusion problem.* Mathematics of Computation, 74 (252). pp. 1743-1758. ISSN 0025-5718

Menkens, Olaf (2006) *Crash hedging strategies and worst–case scenario portfolio optimization.* International Journal of Theoretical and Applied Finance, 9 (4). pp. 597-618. ISSN 0219-0249

DeLoughry, Edel (2006) *Second order Rossby-Haurwitz wave interactions.* PhD thesis, Dublin City University.

## 2005

Nolan, Brien C. and Waters, Thomas (2005) *Even perturbations of the self-similar Vaidya space-time.* Physical Review D, 71 (10). 104030-1-104030-23. ISSN 1550-7998

Dunne, Raymond K (2005) *Finite difference methods for singularly perturbed problems on non-rectangular domains.* PhD thesis, Dublin City University.

Keegan, Ronan Michael (2005) *High resolution simulations of the long-term evolution of jets from young stellar objects using parallel algorithms.* PhD thesis, Dublin City University.

Kelly, Cónall (2005) *On the oscillatory behaviour of stochastic delay equations.* PhD thesis, Dublin City University.

Korn, Ralf and Menkens, Olaf (2005) *On worst-case investment with applications in finance and insurance mathematics.* In: Deuschel, Jean-Dominique and Greven, Andreas, (eds.) Interacting Stochastic Systems. Springer Berlin Heidelberg, pp. 397-407. ISBN 978-3-540-27110-9

Pickett, Maria Louise (2005) *Singularly perturbed problems modelling reaction - convection - diffusion processes.* PhD thesis, Dublin City University.

Waters, Thomas J. (2005) *Stability of naked singularities in self-similar collapse.* PhD thesis, Dublin City University.

Korn, Ralf and Menkens, Olaf (2005) *Worst-case scenario portfolio optimization: a new stochastic control approach.* Mathematical Methods of Operations Research, 62 (1). pp. 123-140. ISSN 1432-5217

## 2004

Appleby, John A.D. (2004) *Almost sure subexponential decay rates of scalar Ito-Volterra equations.* In: 7th Colloquim on the Qualitative Theory of Differential Equations, 14-18 July, 2003, Szeged, Hungary.

Appleby, John A.D. and Mackey, Dana (2004) *Polynomial asymptotic stability of damped stochastic differential equations.* In: The 7th Colloquium on the Qualitative Theory of Differential Equations, 14 - 18 July, 2003, Szeged, Hungary.

Nolan, Brien C. (2004) *Physical interpretation of gauge invariant perturbations of spherically symmetric space-times.* Physical Review D, 70 (4). 044004-1-044004-6. ISSN 1550-7998

Mena, Filipe and Nolan, Brien C. and Tavakol, Reza (2004) *Role of anisotropy and inhomogeneity in Lemaitre-Tolman-Bondi collapse.* Physical Review D, 70 (8). 084030-1-084030-10. ISSN 1550-7998

Appleby, John A.D. and Gyori, István and Reynolds, David W. (2004) *Subexponential solutions of scalar linear integro-differential equations with delay.* Functional DIfferential Equations, 11 (1-2). pp. 11-18.

## 2003

Bellew, Seamus (2003) *A Dirichlet problem for a coupled system of two singularly perturbed convection-diffusion ordinary differential equations.* Master of Science thesis, Dublin City University.

Dowling, Dónal (2003) *Asymptotic behaviour of the eigenvalues of a Schrödinger operator arising from a simple model of predissociation.* Master of Science thesis, Dublin City University.

Sartori, Luca (2003) *The slow-motion approximation for the Gor'kov-Éliashberg equations.* PhD thesis, Dublin City University.

## 2002

Grant, James J. (2002) *An investigation of the airflow in mushroom growing structures, the development of an improved, three-dimensional solution technique for fluid flow and its evaluation for the modelling of mushroom growing structures.* PhD thesis, Dublin City University.

Nolan, Brien C. and Waters, Thomas J. (2002) *Cauchy horizon stability in self-similar collapse: scalar radiation.* Physical Review D, 66 (10). 104012-1-104012-10. ISSN 0556-2821

Fingleton, Glenn (2002) *Differential equation models for Aujeszky's disease virus in Irish pig herds.* Master of Science thesis, Dublin City University.

Nolan, Brien C. (2002) *Naked singularities in cylindrical collapse of counterrotating dust shells.* Physical Review D, 65 (10). 104006-1-104006-4. ISSN 0556-2821

## 2001

Kellegher, Eamon (2001) *Expansions of vortex solutions for two vortices close together.* Master of Science thesis, Dublin City University.

Murphy, Brian T. (2001) *Hyperasymptotic solutions of differential equations with singularities of arbitrary integer rank.* PhD thesis, Dublin City University.

## 2000

Appleby, John A.D. (2000) *Exponential asymptotic stability for linear volterra equations.* Mathematical Proceedings of the Royal Irish Academy . pp. 1-7. ISSN 1393-7197

Nolan, Brien C. (2000) *Central singularity in spherical collapse.* Physical Review D, 62 (4). 044015-1. ISSN 0556-2821

MacMullen, Helen (2000) *Schwarz domain decomposition methods for singularly perturbed differential equations.* PhD thesis, Dublin City University.

## 1999

Farrell, Paul J. (1999) *Estimation of buffer overflow probabilities and economies of scale in ATM multiplexers by analysis of a model of packetized voice traffic.* PhD thesis, Dublin City University.

Breen, Sinéad (1999) *Exponentially-improved asymptotics of single and multidimensional integrals.* PhD thesis, Dublin City University.

O'Gorman, Martin (1999) *On the dynamics of creeping structures.* Master of Science thesis, Dublin City University.

Bijura, Angelina (1999) *Singularly perturbed volterra integral equations.* PhD thesis, Dublin City University.

Nolan, Brien C. (1999) *Strengths of singularities in spherical symmetry.* Physical Review D, 60 (2). 024014-1-024014-9. ISSN 0556-2821

Sweeney, Néill (1999) *The effect of shear flow on the resistive tearing mode of magnetohydrodynamics in a cylindrical geometry.* Master of Science thesis, Dublin City University.

Walsh, C.P (1999) *Worst case traffic from sources constrained by leaky buckets.* PhD thesis, Dublin City University.

## 1998

Nolan, Brien C. (1998) *A point mass in an isotropic universe: existence, uniqueness, and basic properties.* Physical Review D, 58 (6). 064006-1. ISSN 0556-2821

Abdelwahid, Fawzi (1998) *A series solution approach to monopole scattering.* PhD thesis, Dublin City University.

Appleby, John A.D. (1998) *Speculation with memory.* PhD thesis, Dublin City University.

## 1997

Parnell, James E (1997) *Dynamic optimal portfolio theory.* Master of Science thesis, Dublin City University.

## 1996

Murphy, Kieran (1996) *Dynamic buckling of linear viscoelastic rods.* PhD thesis, Dublin City University.

Arthur, Kieran A. (1996) *On time dependent and time independent vortex solutions.* PhD thesis, Dublin City University.

Craddock, Aidan (1996) *The optical tunnelling problem for fibres with w-shaped refractive index profiles.* Master of Science thesis, Dublin City University.

O'Donnell, Anne B (1996) *The work of G.G. Stokes in evaluating the Airy rainbow integral and its ramifications today.* PhD thesis, Dublin City University.

## 1995

Dunne, Mary T (1995) *A modified mathematical model for HIV transmission, AIDS and intervention strategies in Ireland.* Master of Science thesis, Dublin City University.

Dowdall, Shane B (1995) *Spacelike surfaces of constant mean curvature having continuous internal symmetry in minkowski three space.* Master of Science thesis, Dublin City University.

## 1993

Abdelwahid, Fawzi (1993) *Existence theorems for 90o vortex-vortex scattering.* Master of Science thesis, Dublin City University.

Lawless, Fiona (1993) *Exponential asymptotics and special theory for optical tunnelling.* PhD thesis, Dublin City University.

Xue, Lanzhen (1993) *The numerical solution of the parabolic integrro-differential equations.* Master of Science thesis, Dublin City University.

## 1992

Hannigan, Paddy (1992) *Random walks in random media.* Master of Science thesis, Dublin City University.

Keenan, Padraig (1992) *The solution of two point boundary value problems in a parallel environment.* Master of Science thesis, Dublin City University.

## 1991

McCarthy, Pauline (1991) *A special vortex - vortex scattering process in superconductors.* Master of Science thesis, Dublin City University.

McGuinness, Colm (1991) *Superharmonic solutions of nonlinear differential equations.* PhD thesis, Dublin City University.

## 1990

Neary, Paul P (1990) *Adaptive space-meshing strategies for the numerical solution of parabolic partial differential equations in one space dimension.* Master of Science thesis, Dublin City University.

Lui, Jinsong (1990) *Matched asymptotics for a generalisation of a model equation for optical tunnelling.* Master of Science thesis, Dublin City University.

Keogh, Gerard (1990) *The numerical solution of ordinary and algebraic differential equations using one step methods.* Master of Science thesis, Dublin City University.

## 1989

Brazel, Neal (1989) *A model equation for the optical tunnelling problem using parabolic cylinder functions.* Master of Science thesis, Dublin City University.

Compelli, Susan (1989) *The analytical and numerical analysis of a model of a chemical ocillator.* Master of Science thesis, Dublin City University.

Milligan, Gerard (1989) *The spectrum of the simplified magnetohydrodynamic ballooning equation by computation of the titchmarsh-weyl coefficient.* Master of Science thesis, Dublin City University.

## 1988

Comiskey, Catherine M. (1988) *A mathematical model for measles epidemics in Ireland.* Master of Science thesis, Dublin City University.

Breen, Kevin (1988) *Special solutions of the optical soliton eigenvalue problem.* Master of Science thesis, Dublin City University.

## 1986

Coghlan, Neil (1986) *A bifurcation problem arising from chemical engineering.* Master of Science thesis, Dublin City University.

This list was generated on **Fri Sep 30 01:15:44 2016 IST**.