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Filtering by: Advisor Waymire, Edward Remove constraint Advisor: Waymire, Edward Resource Type Masters Thesis Remove constraint Resource Type: Masters Thesis

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  • Stochastic geometry with applications to river networks

    Creator:
    Peckham, Scott
    Abstract:
    Empirical observations have established connections between river network geometry and various hydrophysical quantities of interest. Since rivers can be decomposed into basic components known as links, one would like to understand the physical processes at work in link formation and maintenance. The author develops a natural stochastic geometric model for...
    Resource Type:
    Masters Thesis

  • Valuing options in a discrete time regime switching model with jumps

    Creator:
    Chunikhina, Evgenia V.
    Abstract:
    In this work, we provide a detailed analysis of a discrete time regime switching financial market model with jumps. We consider the model under two different scenarios: known and unknown initial regime. For each scenario we investigated conditions that guarantee the model's completeness. We find that the model under consideration...
    Resource Type:
    Masters Thesis
    Full Text:
    ACKNOWLEDGEMENTS I am most grateful to my thesis adviser Professor Edward C. Waymire for his guidance and

  • Gibbs states and correlation

    Creator:
    Glaffig, Clemens H.
    Abstract:
    Certain important concepts from the theory of Gibbs states are first described in the simple setting of the finite volume case. With the extension to the infinite volume case, Gibbs states are defined, exhibiting two different approaches to the subject. The general structure of the set of Gibbs states is...
    Resource Type:
    Masters Thesis
    Full Text:
    . Title: Gibbs States and Correlation Redacted for Privacy Abstract approved: Edward C. Wire Certain