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Spring 2024
This dissertation is concerned with the parameter estimation problem for Ornstein-Uhlenbeck processes and Vasicek models and the product formula for multiple Itˆo integrals of L´evy processes. In the first part of the thesis, we study the parameter estimation for Ornstein- Uhlenbeck processes...
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Spring 2018
In this thesis, we study a mathematical model for the survival of a cellsâ population exposed to various chemical compounds with different concentrations. For experimental planning, it is important to find the threshold value for the initial concentrations at which the cells become extinct....