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Showing 1 to 10 of 10 for “"strong approximation"”.

  1. On optimal error rates for strong approximation of stochastic differential equations with irregular drift coefficients

    In this dissertation we study strong approximation of stochastic differential equations (SDEs) with irregular drift coefficients at the final time point or globally in time by methods that use only finitely many evaluations of the driving Brownian motion. We show the optimality of well-known …

    passau-thes Repository record for On optimal error rates for strong approximation of stochastic differential equations with irregular drift coefficients (opens in a new tab)

  2. Brownian particles interacting with a Newtonian Barrier: Skorohod maps and their use in solving a PDE with free boundary, strong approximation, and hydrodynamic limits.

    … method. In the second chapter, we give a strong approximation of Brownian motion with inert drift. We also determine the distribution of the maximum of the Newtonian particle via its Laplace transform. In the third chapter, we consider a random walker on the nonnegative lattice, moving in …

    washington Repository record for Brownian particles interacting with a Newtonian Barrier: Skorohod maps and their use in solving a PDE with free boundary, strong approximation, and hydrodynamic limits. (opens in a new tab)

  3. Strongly Asymptotically Optimal Methods for the Pathwise Global Approximation of Stochastic Differential Equations with Coefficients of Super-linear Growth

    Our subject of study is strong approximation of stochastic differential equations (SDEs) with respect to the supremum and the L_p error criteria, and we seek approximations that are strongly asymptotically optimal in specific classes of approximations. For the supremum error, we prove strong

    passau-thes Repository record for Strongly Asymptotically Optimal Methods for the Pathwise Global Approximation of Stochastic Differential Equations with Coefficients of Super-linear Growth (opens in a new tab)

  4. Dynamics on homogeneous spaces and applications to simultaneous diophantine approximation

    … for pairs. The proof uses S-adic dynamics and strong approximation. We also discuss a conjecture due to A. Gorodnik about�finding optimal conditions which ensure density for pairs in dimension greater than three. This conjecture was partially the motivation of this thesis and is still open at …

    east-anglia Repository record for Dynamics on homogeneous spaces and applications to simultaneous diophantine approximation (opens in a new tab)

  5. A topology on points on stacks

    … for stacky curves of Bhargava-Poonen to a strong approximation result.

    mit Repository record for A topology on points on stacks (opens in a new tab)

  6. Level raising for automorphic representations of GL(2n)

    … analogue of “Ihara's lemma” for $G$, using the strong approximation theorem for the derived subgroup of $G$.

    cambridge Repository record for Level raising for automorphic representations of GL(2n) (opens in a new tab)

  7. Approximate dynamic programming for large scale systems

    … is through parameterized value function approximation. Such an approximation is determined by relatively small number of parameters and serves as an estimate of the optimal value function. But in order for this approach to be effective, we need Approximate Dynamic Programming (ADP) …

    columbia-diss Repository record for Approximate dynamic programming for large scale systems (opens in a new tab)

  8. Financial Portfolio Risk Management: Model Risk, Robustness and Rebalancing Error

    … derive ``volatility adjustments'' to improve the approximation of the discretely rebalanced portfolio by the continuously rebalanced portfolio, based on on the limiting covariance between the relative rebalancing error and the level of the continuously rebalanced portfolio. These results are based …

    columbia-diss Repository record for Financial Portfolio Risk Management: Model Risk, Robustness and Rebalancing Error (opens in a new tab)