Path Dependent Stochastic Models and Their Applications in Finance and Communications

dc.contributor.advisorZhilin Li, Committee Memberen_US
dc.contributor.advisorMin Kang, Committee Memberen_US
dc.contributor.advisorRobert T. Buche, Committee Co-Chairen_US
dc.contributor.advisorTao Pang, Committee Chairen_US
dc.contributor.authorYang, Yipengen_US
dc.date.accessioned2010-04-02T18:59:20Z
dc.date.available2010-04-02T18:59:20Z
dc.date.issued2008-07-25en_US
dc.degree.disciplineOperations Researchen_US
dc.degree.leveldissertationen_US
dc.degree.namePhDen_US
dc.description.abstracten_US
dc.identifier.otheretd-04212008-203457en_US
dc.identifier.urihttp://www.lib.ncsu.edu/resolver/1840.16/4699
dc.rightsI hereby certify that, if appropriate, I have obtained and attached hereto a written permission statement from the owner(s) of each third party copyrighted matter to be included in my thesis, dis sertation, or project report, allowing distribution as specified below. I certify that the version I submitted is the same as that approved by my advisory committee. I hereby grant to NC State University or its agents the non-exclusive license to archive and make accessible, under the conditions specified below, my thesis, dissertation, or project report in whole or in part in all forms of media, now or hereafter known. I retain all other ownership rights to the copyright of the thesis, dissertation or project report. I also retain the right to use in future works (such as articles or books) all or part of this thesis, dissertation, or project report.en_US
dc.subjectstochastic controlen_US
dc.subjectrelative convergenceen_US
dc.subjectwireless communicationen_US
dc.subjectpricing MBSen_US
dc.subjecttime delayen_US
dc.subjectcontrolled Markov Chainen_US
dc.titlePath Dependent Stochastic Models and Their Applications in Finance and Communicationsen_US

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