Global ETD Search
Search theses and dissertations gathered from participating repositories worldwide. Every result links back to the library that holds it. No account is needed.
Results
Showing 1 to 3 of 3 for “"exponential process"”.
-
Low temperature electron irradiation induced defects in gallium arsenid: Bulk and surface acoustic wave studies
… is observed to proceed without a direct process, but can be fit well with a two exponential process. The implications of our results in the context of previous work by others is discussed, and some preliminary speculation is made regarding the provenance of the attenuation peaks observed.
-
Analytical Methods For Levy Processes With Applications To Finance
… and to two key objects from the theory of Levy processes: the Wiener-Hopf factors and the exponential functional. We pay special attention to techniques and results associated with two “analytically tractable” families of processes known as the meromorphic and hyper-exponential families. We also …
-
On moment conditions for the Girsanov Theorem
… be proved under a set of moment conditions on exponential processes. Our conditions are motivated by the desire to avoid using the local martingale theory in the proof of the Girsanov Theorem. Namely, we will only use the martingale theory to prove the Girsanov Theorem. Many sufficient …