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Items where Subject is "Stochastic analysis"

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Number of items at this level: 23.

Dong, Huayuan (2022) Rogue traders. PhD thesis, Dublin City University.

Alekseeva, Alexandra orcid logoORCID: 0000-0002-7990-4592, Gladkoff, Serge, Sorokina, Irina and Han, Lifeng orcid logoORCID: 0000-0002-3221-2185 (2021) Monte Carlo modelling of confidence intervals in translation quality evaluation (TQE) and post-editing dstance (PED) measurement. In: Metrics 2021: Workshop on Informetric and Scientometric Research (SIG-MET), 23-24 Oct 2021, Online.

Bezbradica, Marija orcid logoORCID: 0000-0001-9366-5113, Crane, Martin orcid logoORCID: 0000-0001-7598-3126 and Ruskin, Heather J. (2020) Release modelling of nanoencapsulated food ingredients by probabilistic models: cellular automata and Monte Carlo methods. In: Jafari, Seid orcid logoORCID: 0000-0001-6877-9549, (ed.) Nanoencapsulation in the Food Industry. Academic Press, Cambridge, Massachusetts, pp. 273-309. ISBN 9780128156667

Alansari, Tahani (2019) Highly nonlinear stochastic and deterministic differential equations with time-varying shocks: asymptotic behaviour and numerical analysis. PhD thesis, Dublin City University.

Bernardinelli, Luca (2018) Dynamic information aggregation in asset prices. PhD thesis, Dublin City University.

Minardi-Kwiatkowska, Barbara (2018) Operational decision support for a dairy manufacturing industry using simulation modelling. Master of Engineering thesis, Dublin City University.

Ebner, Jonathan Reinholt Jr. (2018) Performance analysis and development of pull-type production control strategies for evolutionary optimisation of closed-loop supply chains. PhD thesis, Dublin City University.

O'Donovan, Alan (2017) A methodology for the determination of an optimised fleet size in a closed loop supply chain. Master of Engineering thesis, Dublin City University.

Belak, Christoph, Menkens, Olaf and Sass, Jorn (2015) Worst-case portfolio optimization with proportional transaction costs. Stochastics An International Journal of Probability and Stochastic Processes, 87 (4). pp. 623-663. ISSN 1744-2516

Belak, Christoph, Menkens, Olaf and Sass, Jorn (2015) On the uniqueness of unbounded viscosity solutions arising in an optimal terminal wealth problem with transaction costs. SIAM Journal on Control and Optimization (SICON), 53 (5). pp. 2878-2897. ISSN 0363-0129

Bezbradica, Marija orcid logoORCID: 0000-0001-9366-5113, Ruskin, Heather J. and Crane, Martin orcid logoORCID: 0000-0001-7598-3126 (2014) Comparative analysis of asynchronous cellular automata in stochastic pharmaceutical modelling. Journal Of Computational Science, 5 (5). pp. 834-840. ISSN 1877-7503

Bezbradica, Marija orcid logoORCID: 0000-0001-9366-5113 (2013) Stochastic computational modelling of complex drug delivery systems. PhD thesis, Dublin City University.

Cheng, Jian (2012) Classication of the asymptotic behaviour of solutions of stochastic differential equations with state independent noise. PhD thesis, Dublin City University.

Daniels, John A. (2012) On admissibility of deterministic and stochastic linear Volterra operators with applications to inefficient financial markets. PhD thesis, Dublin City University.

Chung, Hsiao-Hui (2011) Constant Flow Management - Investigating manufacturing flow variability. PhD thesis, Dublin City University.

Lynch, Terry (2010) Large Fluctuations of Stochastic Differential Equations with Regime Switching: Applications to Simulation and Finance. PhD thesis, Dublin City University.

Conlon, Thomas, Ruskin, Heather J. orcid logoORCID: 0000-0001-7101-2242 and Crane, Martin orcid logoORCID: 0000-0001-7598-3126 (2009) Cross-correlation dynamics in financial time series. Physica A Statistical Mechanics and its Applications, 388 (5). pp. 705-714. ISSN 0378-4371

Ruskin, Heather J. orcid logoORCID: 0000-0001-7101-2242 and Deo, Puspita (2006) Simulation of heterogeneous motorised traffic at a signalised intersection. In: ACRI 2006 - 7th International Conference on Cellular Automata, for Research and Industry, 20-23 Sept 2006, Perpignan, France. ISBN 978-3-540-40929-8

Barat, Ana, Ruskin, Heather J. orcid logoORCID: 0000-0001-7101-2242 and Crane, Martin orcid logoORCID: 0000-0001-7598-3126 (2006) Probabilistic methods for drug dissolution. Part 2. Modelling a soluble binary drug delivery system dissolving in vitro. Simulation modelling practice and theory, 14 (7). pp. 857-873. ISSN 1569-190X

Barat, Ana, Ruskin, Heather J. orcid logoORCID: 0000-0001-7101-2242 and Crane, Martin orcid logoORCID: 0000-0001-7598-3126 (2006) Probabilistic models for drug dissolution. Part 1. Review of Monte Carlo and stochastic cellular automata approaches. Simulation modelling practice and theory, 14 (7). pp. 843-856. ISSN 1569-190X

Kelly, CoĢnall (2005) On the oscillatory behaviour of stochastic delay equations. PhD thesis, Dublin City University.

Appleby, John A.D. (2004) Almost sure subexponential decay rates of scalar Ito-Volterra equations. In: 7th Colloquim on the Qualitative Theory of Differential Equations, 14-18 July, 2003, Szeged, Hungary.

Appleby, John A.D. and Mackey, Dana (2004) Polynomial asymptotic stability of damped stochastic differential equations. In: The 7th Colloquium on the Qualitative Theory of Differential Equations, 14 - 18 July, 2003, Szeged, Hungary.

This list was generated on Sat Nov 23 14:15:15 2024 UTC.