Oxford Thesis Collection

Thesis

Particle systems and SPDEs with application to credit modelling

Actions

Email

Email this record

Send the bibliographic details of this record to your email address.

Your Email
Please enter the email address that the record information will be sent to.

-
Your message (optional)
Please add any additional information to be included within the email.
Share
Cite

Cite this record

APA Style

Jin, L. (2010). Particle systems and SPDEs with application to credit modelling [PhD thesis]. University of Oxford.

MLA Style

Jin, L. Particle Systems and SPDEs with Application to Credit Modelling. 2010. University of Oxford, PhD thesis.

Chicago Style

Jin, L. 2010. “Particle Systems and SPDEs with Application to Credit Modelling.” PhD thesis, University of Oxford.
Print

Authors

+ Jin, L More by this author

Institution:: University of Oxford
Division:: MPLS
Department:: Mathematical Institute
Oxford college:: St Anne's College
Role:: Author

Contributors

Division:: MPLS
Department:: Mathematical Institute
Role:: Supervisor

Publication date:: 2010
DOI:: 10.5287/ora-n10108nke
Type of award:: DPhil
Level of award:: Doctoral
Awarding institution:: University of Oxford

Language:: English
Keywords:: empirical measure

stochastic PDE

credit modelling

particle system
Subjects:: Mathematical finance

Probability theory and stochastic processes
UUID:: uuid:07b29609-6941-4aa9-b4bc-29e7b4821b82
Local pid:: ora:4431
Deposit date:: 2010-11-12
ARK identifier:: ark:/29072/ora_07b2960969414aa9b4bc29e7b4821b82

Terms of use

Copyright holder:: Jin, L
Copyright date:: 2010
Notes:: This thesis is not available in ORA.

Licence:: Terms and Conditions of Use for Oxford University Research Archive

Views and Downloads

About views and downloads

If you are the owner of this record, you can report an update to it here: Report update to this record

TO TOP