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.
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Showing 1 to 10 of 10 for “"strong approximation"”.
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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 …
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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 …
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Asymptotic Properties Of Markov Modulated Sequences With Fast And Slow Time Scales
… effort focuses on obtaining weak convergence and strong approximation results.</p>
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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 …
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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 …
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A topology on points on stacks
… for stacky curves of Bhargava-Poonen to a strong approximation result.
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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 $G$.
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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) …
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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 …