| Use this URL to cite or link to this record in EThOS: | https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.531667 |
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| Title: | Particle systems and SPDEs with application to credit modelling | ||||||
| Author: | Jin, Lei |
ISNI:
0000 0004 2699 2343
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| Awarding Body: | University of Oxford | ||||||
| Current Institution: | University of Oxford | ||||||
| Date of Award: | 2010 | ||||||
| Availability of Full Text: |
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| Abstract: | |||||||
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No abstract available
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| Supervisor: | Hambly, Ben | Sponsor: | Not available | ||||
| Qualification Name: | Thesis (Ph.D.) | Qualification Level: | Doctoral | ||||
| EThOS ID: | uk.bl.ethos.531667 | DOI: | Not available | ||||
| Keywords: | Mathematical finance ; Probability theory and stochastic processes ; particle system ; stochastic PDE ; credit modelling ; empirical measure | ||||||
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