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Filtering by: Advisor Thomann, Enrique Remove constraint Advisor: Thomann, Enrique Committee Member Waymire, Edward C. Remove constraint Committee Member: Waymire, Edward C. Degree Name Doctor of Philosophy (Ph.D.) Remove constraint Degree Name: Doctor of Philosophy (Ph.D.)

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  • Ruin Problems with Risky Investments

    Creator:
    Loke, Sooie-Hoe
    Abstract:
    In this dissertation, we study two risk models. First, we consider the dual risk process which models the surplus of a company that incurs expenses at a constant rate and earns random positive gains at random times. When the surplus is invested in a risky asset following a geometric Brownian...
    Resource Type:
    Dissertation
    Full Text:
    10, 2015. Title: Ruin Problems with Risky Investments Abstract approved: Enrique A. Thomann In

  • The Stokes problem of fluid mechanics, Riesz transform, and the Helmholtz-Hodge decomposition : probabilistic methods and their representations

    Creator:
    Kim, HoeWoon
    Abstract:
    The flow of incompressible, viscous fluids in R³ is governed by the non-linear Navier-Stokes equations. Two common linearizations of the Navier-Stokes equations, the Stokes equations and the Oseen equations, are studied in this thesis using probabilistic methods. The incompressibility condition presents new challenges for the well known theory relating partial...
    Resource Type:
    Dissertation
    Full Text:
    Representations Abstract approved: Enrique A. Thomann The flow of incompressible, viscous fluids in R3 is