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Theses and Dissertations

This collection contains theses and dissertations of graduate students of the University of Alberta. The collection contains a very large number of theses electronically available that were granted from 1947 to 2009, 90% of theses granted from 2009-2014, and 100% of theses granted from April 2014 to the present (as long as the theses are not under temporary embargo by agreement with the Faculty of Graduate and Postdoctoral Studies). IMPORTANT NOTE: To conduct a comprehensive search of all UofA theses granted and in University of Alberta Libraries collections, search the library catalogue at www.library.ualberta.ca - you may search by Author, Title, Keyword, or search by Department.
To retrieve all theses and dissertations associated with a specific department from the library catalogue, choose 'Advanced' and keyword search "university of alberta dept of english" OR "university of alberta department of english" (for example). Past graduates who wish to have their thesis or dissertation added to this collection can contact us at erahelp@ualberta.ca.

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Results for "Probability Distributions on a Circle"

Departments: Department of Mathematical and Statistical Sciences Supervisors: Melnikov, Alexander (Department of Mathematical and Statistical Sciences)

  • Optional Processes and their Applications in Mathematical Finance, Risk Theory and Statistics

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    Fall 2021

    Pak, Andrey

    ruin probabilities of such models is shown and supported by diverse examples. The main object of the final part of this thesis is a general regression model in an optional setting – when an observed process is an optional semimartingale depending on an unknown parameter. The cases when the model

    stochastic differential equations are stated and proved using a local time approach. Furthermore, these results are applied to the pricing of financial derivatives. Second, the estimates of N. V. Krylov for distributions of stochastic integrals by means of Lebesgue norm of a measurable function are well

    This thesis is dedicated to the study of the general class of random processes, called optional processes, and their various applications in Mathematical Finance, Risk Theory, and Statistics. First, different versions of a comparison theorem and a uniqueness theorem for a general class of optional

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