Robustness Of Option Prices And Their Deltas In Markets Modelled By Jump-Diffusions,
2011
Louisiana State University
Robustness Of Option Prices And Their Deltas In Markets Modelled By Jump-Diffusions, Fred Espen Benth, Giulia Di Nunno, Asma Khedher
Communications on Stochastic Analysis
No abstract provided.
Evolution Systems Of Measures For Non-Autonomous Ornstein-Uhlenbeck Processes With Lévy Noise,
2011
Louisiana State University
Evolution Systems Of Measures For Non-Autonomous Ornstein-Uhlenbeck Processes With Lévy Noise, Robert Wooster
Communications on Stochastic Analysis
No abstract provided.
Dynamics Of A Stochastic Predator-Prey Model With The Beddington-Deangelis Functional Response,
2011
Louisiana State University
Dynamics Of A Stochastic Predator-Prey Model With The Beddington-Deangelis Functional Response, Ta Viet Ton, Atsushi Yagi
Communications on Stochastic Analysis
No abstract provided.
On The Value Of Stochastic Differential Games,
2011
Louisiana State University
On The Value Of Stochastic Differential Games, Wendell H Fleming, Daniel Hernández-Hernández
Communications on Stochastic Analysis
No abstract provided.
Cdo Tranche Sensitivities In The Gaussian Copula Model,
2011
Louisiana State University
Cdo Tranche Sensitivities In The Gaussian Copula Model, Chao Meng, Ambar N Sengupta
Communications on Stochastic Analysis
No abstract provided.
Stochastic Jacobians In Affine Term-Structure Models: A Local Property,
2011
Louisiana State University
Stochastic Jacobians In Affine Term-Structure Models: A Local Property, Cody Blaine Hyndman
Communications on Stochastic Analysis
No abstract provided.
Erratum: Absolute Continuity Of Laws For Semilinear Stochastic Equations With Additive Noise (Cosa, Vol. 2, No. 2 (2008) 209–227) [Mr2446690],
2011
Louisiana State University
Erratum: Absolute Continuity Of Laws For Semilinear Stochastic Equations With Additive Noise (Cosa, Vol. 2, No. 2 (2008) 209–227) [Mr2446690], Benedetta Ferrario
Communications on Stochastic Analysis
No abstract provided.
Integration By Parts Formula And The Stein Lemma On Abstract Wiener Space,
2011
Louisiana State University
Integration By Parts Formula And The Stein Lemma On Abstract Wiener Space, Hui-Hsiung Kuo, Yuh-Jia Lee
Communications on Stochastic Analysis
No abstract provided.
Stability And Change In Self-Reported Sexual Orientation Identity In Young People: Application Of Mobility Metrics,
2011
Harvard School of Public Health
Stability And Change In Self-Reported Sexual Orientation Identity In Young People: Application Of Mobility Metrics, Miles Q. Ott, Heather L. Corliss, David Wypij, Margaret Rosario, S. Bryn Austin
Statistical and Data Sciences: Faculty Publications
This study investigated stability and change in self-reported sexual orientation identity over time in youth. We describe gender- and age-related changes in sexual orientation identity from early adolescence through emerging adulthood in 13,840 youth ages 12–25 employing mobility measure M, a measure we modified from its original application for econometrics. Using prospective data from a large, ongoing cohort of U.S. adolescents, we examined mobility in sexual orientation identity in youth with up to four waves of data. Ten percent of males and 20% of females at some point described themselves as a sexual minority, while 2% of both males and …
Mind The Gap: How Metaphor And Mathematics Make (And Remake) The World,
2011
Skidmore College
Mind The Gap: How Metaphor And Mathematics Make (And Remake) The World, Susan J. Sechrist
MALS Final Projects, 1995-2019
To challenge myself beyond writing an analytical research paper, I decided that the best way to encapsulate my interdisciplinary experience was to do an interdisciplinary project. Since my area of focus was about the relationship between fiction and nonfiction, my thesis would be as well. This project consists of several sections of analytical work with chapters from an ongoing work of fiction sandwiched (I hope, illustratively) between. The story, called The Bathymetrist, is about Milo Finn, a teenaged girl who spends summer days in a row boat out on a pond behind her house. She begins to map the bottom …
Set: The Probabilities And Possibilities,
2011
University of Lynchburg
Set: The Probabilities And Possibilities, Tabitha K. Bollinger
Undergraduate Theses and Capstone Projects
The card game SET involves finding groups o f three cards called SETs. Choices are based upon the individual card characteristics, including shape, pattern, number, and color. Previously, the maximum number o f cards that can be played without creating a SET has been determined as 20 cards by extensive computer work. This report further explored the probabilities and possibilities o f the game. Using discrete mathematics and probability, we explored how many SETs are possible and what strategies led to the most points. Additionally, this project exercised undergraduate logic and reasoning to generalize the results in order to be …
Group Actions And Divisors On Tropical Curves,
2011
Harvey Mudd College
Group Actions And Divisors On Tropical Curves, Max B. Kutler
HMC Senior Theses
Tropical geometry is algebraic geometry over the tropical semiring, or min-plus algebra. In this thesis, I discuss the basic geometry of plane tropical curves. By introducing the notion of abstract tropical curves, I am able to pass to a more abstract metric-topological setting. In this setting, I discuss divisors on tropical curves. I begin a study of $G$-invariant divisors and divisor classes.
Verification Of Solutions To The Sensor Location Problem,
2011
Harvey Mudd College
Verification Of Solutions To The Sensor Location Problem, Chandler May
HMC Senior Theses
Traffic congestion is a serious problem with large economic and environmental impacts. To reduce congestion (as a city planner) or simply to avoid congested channels (as a road user), one might like to accurately know the flow on roads in the traffic network. This information can be obtained from traffic sensors, devices that can be installed on roads or intersections to measure traffic flow. The sensor location problem is the problem of efficiently locating traffic sensors on intersections such that the flow on the entire network can be extrapolated from the readings of those sensors. I build on current research …
Results In Lattices, Ortholattices, And Graphs,
2011
Louisiana Tech University
Results In Lattices, Ortholattices, And Graphs, Jianning Su
Doctoral Dissertations
This dissertation contains two parts: lattice theory and graph theory. In the lattice theory part, we have two main subjects. First, the class of all distributive lattices is one of the most familiar classes of lattices. We introduce "π-versions" of five familiar equivalent conditions for distributivity by applying the various conditions to 3-element antichains only. We prove that they are inequivalent concepts, and characterize them via exclusion systems. A lattice L satisfies D0π, if a ✶ (b ✶ c) ≤ (a ✶ b) ✶ c for all 3-element antichains { a, b, c}. We consider …
Age-Gaps In Sexual Partnerships: Seeing Beyond ‘Sugar Daddies’,
2011
University of KwaZulu-Natal
Age-Gaps In Sexual Partnerships: Seeing Beyond ‘Sugar Daddies’, Miles Q. Ott, Till Bärnighausen, Frank Tanser, Mark N. Lurie, Marie-Louise Newell
Statistical and Data Sciences: Faculty Publications
We examine for the first time age-mixing in sexual relationships in a population with very high HIV incidence and prevalence in rural South Africa. The highest levels of age assortativity (the pairing of like with like) were casual partnerships reported by men, the lowest levels were spousal relationships reported by women. Given the age–sex distribution of HIV prevalence in this population, interventions to decrease age-gaps in spousal relationships may be effective in reducing HIV incidence.
Comparison Of Development Test And Evaluation And Overall Program Estimate At Completion,
2011
Air Force Institute of Technology
Comparison Of Development Test And Evaluation And Overall Program Estimate At Completion, William R. Rosado
Theses and Dissertations
Historically, cost growth regression models analyze aggregate, program-level information. Initiatives by the Office of Secretary of Defense, Cost Assessment and Program Evaluation (OSD CAPE) require direct, centralized reporting of the complete Work Breakdown Structure (WBS) Earned Value (EV) data. Centralized reporting allows access to unfiltered, unaltered, EV data for multiple programs. Using regression, we evaluate if WBS element Development Test and Evaluation (DT&E) EV data is related to program estimate at completion (EAC). Identifying a relationship provides evidence validating pertinence and reliability of low level EV data. Additionally, a relationship between a specific WBS element and program EAC establishes a …
Three Channel Polarimetric Based Data Deconvolution,
2011
Air Force Institute of Technology
Three Channel Polarimetric Based Data Deconvolution, Kurtis G. Engelson
Theses and Dissertations
A three channel polarimetric deconvolution algorithm was developed to mitigate the degrading effects of atmospheric turbulence in astronomical imagery. Tests were executed using both simulation and laboratory data. The resulting efficacy of the three channel algorithm was compared to a recently developed two channel approach under identical conditions ensuring a fair comparison amongst both algorithms. Two types of simulations were performed. The first was a binary star simulation to compare resulting resolutions between the three and two channel algorithms. The second simulation measured how effective both algorithms could deconvolve a blurred satellite image. The simulation environment assumed the key parameters …
On Zeros And Local Infima Of Brownian Motion,
2011
Louisiana State University
On Zeros And Local Infima Of Brownian Motion, Michel Weber
Communications on Stochastic Analysis
No abstract provided.
A Review Of Some Methods To Estimate The Tail Of The Distribution Of The Maximum Of A Gaussian Field,
2011
Louisiana State University
A Review Of Some Methods To Estimate The Tail Of The Distribution Of The Maximum Of A Gaussian Field, Mario Wschebor
Communications on Stochastic Analysis
No abstract provided.
On Local Times Of Anisotropic Gaussian Random Fields,
2011
Louisiana State University
On Local Times Of Anisotropic Gaussian Random Fields, Dongsheng Wu, Yimin Xiao
Communications on Stochastic Analysis
No abstract provided.
