Number of items at this level: 16.
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, Jorn (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
Bezbradica, Marija and Ruskin, Heather J. and Crane, Martin (2014) Comparative analysis of asynchronous cellular automata in stochastic pharmaceutical modelling. Journal Of Computational Science, 5 (5). pp. 834-840. ISSN 1877-7503
Conlon, Thomas and Ruskin, Heather J. and Crane, Martin (2009) Cross-correlation dynamics in financial time series. Physica A Statistical Mechanics and its Applications, 388 (5). pp. 705-714. ISSN 0378-4371
Barat, Ana and Ruskin, Heather J. and Crane, Martin (2006) Probabilistic methods for drug dissolution. Part 2. Modelling a soluble binary drug delivery system dissolving in vitro. Simulation modelling practice and theory, 14 (7). pp. 857-873. ISSN 1569-190X
Barat, Ana and Ruskin, Heather J. and Crane, Martin (2006) Probabilistic models for drug dissolution. Part 1. Review of Monte Carlo and stochastic cellular automata approaches. Simulation modelling practice and theory, 14 (7). pp. 843-856. ISSN 1569-190X
Conference or Workshop Item
Ruskin, Heather J. and Deo, Puspita (2006) Simulation of heterogeneous motorised traffic at a signalised intersection. In: ACRI 2006 - 7th International Conference on Cellular Automata, for Research and Industry, 20-23 September 2006, Perpignan, France. ISBN 978-3-540-40929-8
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.
O'Donovan, Alan (2017) A methodology for the determination of an optimised fleet size in a closed loop supply chain. Master of Engineering thesis, Dublin City University.
Bezbradica, Marija (2013) Stochastic computational modelling of complex drug delivery systems. PhD thesis, Dublin City University.
Cheng, Jian (2012) Classication of the asymptotic behaviour of solutions of stochastic differential equations with state independent noise. 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.
Chung, Hsiao-Hui (2011) Constant Flow Management - Investigating manufacturing flow variability. PhD thesis, Dublin City University.
Lynch, Terry (2010) Large Fluctuations of Stochastic Differential Equations with Regime Switching: Applications to Simulation and Finance. PhD thesis, Dublin City University.
Kelly, Cónall (2005) On the oscillatory behaviour of stochastic delay equations. PhD thesis, Dublin City University.