Probability and Stochastic Analysis Alumni

Here is a selection of our Alumni who have kindly given permission for us to include their PhD thesis on our website. The authors retain their copyright to the PhD theses posted here. Any use made of their work must be acknowledged.

Yousef Alnafisah, Supervisor: Professor I. Gyongy

First-order Numerical Schemes for Stochastic Dierential Equations Using Coupling (2015) (846.49 KB PDF)

Boris Bocharov, Supervisor: Professor I. Gyongy

Stochastic Evolution Inclusions (2010) (694.21 KB PDF)

Xiaoli Chen, Supervisor: Professor I. Gyongy

Stochastic Differential inclusions (2006) (423.41 KB PDF)

Konstantinos Dareiotis, Supervisor: Professor I. Gyongy

Stochastic Partial Differential and Integro-differential equations (2015) (691.15 KB PDF)

Mate Gerencser, Supervisor: Professor I. Gyongy

Stochastic PDEs with extremal properties (2016) (780.87 KB PDF)

Eric Hall, Supervisor: Professor I. Gyongy

Accelerated Numerical Schemes for Deterministic and Stochastic Partial Differential Equations of Parabolic Type (2013) (1.27 MB PDF)

James-Michael Leahy, Supervisor: Professor I. Gyongy

On Parabolic Stochastic Integro-Differential Equations: Existence, Regularity, and Numerics (2015) (845.44 KB PDF)

Nairn McWilliams, Supervisor: Dr. S. Sabanis

Option Pricing Techniques Under Stochastic Delay Models (2011) (906.25 KB PDF)

Andrea Meireles Rodrigues, Supervisor Dr M. Rasonyi

Non-Concave and Behavioural Optimal Portfolio Choice Problems (2014) (4.08 MB PDF)

José Rodriguez Villarreal, Supervisor: Dr. M. Rasonyi

Optimal investment under behavioural criteria in incomplete markets (2015) (1.35 MB PDF)

David Siska, Supervisor: Professor I. Gyongy

Numerical Approximations of Stochastic Optimal Stopping and Control Problems (2007) (586.15 KB PDF)

Andrew Stothers, Supervisor: Professor A. Davie

On the Complexity of Matrix Multiplication (2010) (550.46 KB PDF)

Agata Wronka, Supervisor: Professor A. Davie

Separatrix Splitting for the Extended Standard Family of Maps (2011) (700.22 KB PDF)