Index Catalog // ScholarsArchive@OSU

Creator:: Arachchi Appuhamillage, Thilanka Iresh
Abstract:: This thesis consists of three subsequent parts addressing the applications of stochastic processes to the analysis and solutions of parabolic equations with discontinuous coefficients that are of mathematical interest. The first two parts consist of three manuscripts, in which we analyze solutions of Fickian convection dispersion equations with discontinuous coefficients...
Resource Type:: Dissertation
Full Text:: Coefficients Abstract approved: Enrique A. Thomann This thesis consists of three subsequent parts addressing

Creator:: Constantinescu, Corina D.
Abstract:: This thesis considers one of the classical problems in the actuarial mathematics literature, the decay of the probability of ruin in the collective risk model. The claim number process N(t) is assumed to be a renewal process, the resulting model being referred as the Sparre Andersen risk model. The inter-claim...
Resource Type:: Dissertation
Full Text:: Probabilities Abstract approved: Enrique A. Thomann This thesis considers one of the classical problems in

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

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

Creator:: Ramirez, Jorge M.
Abstract:: This thesis contains three manuscripts addressing the application of stochastic processes to the analysis and solution of partial differential equations (PDEs) in mathematical physics. In the first manuscript, one dimensional diffusion and Burgers equation are considered. The Fourier transform of the solution to each PDE is represented as the expected...
Resource Type:: Dissertation
Full Text:: : Enrique Thomann - Edward Waymire This thesis contains three manuscripts addressing the application of

Creator:: Jia, Siwei
Abstract:: This dissertation consists of three papers studying optimization, conservation and valuation of contingent claims in economic resource nianagement under uncertainty. In the first paper the Markovian optinial policies are studied for resource management in a finite time horizon. Under sonic conditions, in particular, when the prices are stochastic and there...
Resource Type:: Dissertation
Full Text:: Siwei Jia Ellen I. Burnes Enrique A. Thomann Edward C. Waymire 34 3.1 Abstract The issue of

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