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Title: Particle systems and SPDEs with application to credit modelling
Author: Jin, Lei
ISNI:       0000 0004 2699 2343
Awarding Body: University of Oxford
Current Institution: University of Oxford
Date of Award: 2010
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Supervisor: Hambly, Ben Sponsor: Not available
Qualification Name: Thesis (Ph.D.) Qualification Level: Doctoral
EThOS ID:  DOI: Not available
Keywords: Mathematical finance ; Probability theory and stochastic processes ; particle system ; stochastic PDE ; credit modelling ; empirical measure