Browsing by Subject "Brownian motion"
Now showing items 1-2 of 2
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Brownian motion and multidimensional decision making
(University of CambridgeJudge Business SchoolKing's CollegeElectricity Policy Research Group (EPRG), 2012-05-08)This thesis consists of three self-contained parts, each with its own abstract, body, references and page numbering. Part I, "Potential theory, path integrals and the Laplacian of the indicator", ...
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Foundation of Stochastic Modeling and Applications
(2019-06-22)This thesis presents an overview on the theory of stopping times, martingales and Brownian motion which are the foundations of stochastic modeling. We started with a detailed study of discrete stopping times and their ...