Lynch, Terry (2010) Large Fluctuations of Stochastic Differential Equations with Regime Switching: Applications to Simulation and Finance. PhD thesis, Dublin City University.
Metadata
| Item Type: | Thesis (PhD) |
|---|---|
| Date of Award: | 9 September 2010 |
| Refereed: | No |
| Supervisor(s): | Appleby, John |
| Subjects: | Mathematics > Stochastic analysis |
| DCU Faculties and Centres: | DCU Faculties and Schools > Faculty of Science and Health > School of Mathematical Sciences |
| Use License: | This item is licensed under a Creative Commons Attribution-NonCommercial-No Derivative Works 3.0 License. View License |
| Funders: | Irish Research Council for Science Engineering and Technology |
| ID Code: | 15684 |
| Deposited On: | 05 Apr 2011 09:50 by John Appleby . Last Modified 19 Jul 2018 14:51 |
Documents
Full text available as:
Preview |
PDF (Research thesis)
- Requires a PDF viewer such as GSview, Xpdf or Adobe Acrobat Reader
1MB |
Downloads
Downloads
Downloads per month over past year
Archive Staff Only: edit this record