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Supervisors: Appleby, John

Number of items: 8.

Doctoral Thesis

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.

McCarthy, Michael J. (2011) Explosions and unbounded growth in nonlinear delay differential equations: Numerical and asymptotic analysis. 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.

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.

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

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

This list was generated on Thu Oct 23 09:10:19 2014 IST.