Browsing Department of Mathematics (MU) by Thesis Semester "2012 Spring"
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Constant proportion portfolio insurance and related topics with empirical study
(University of MissouriColumbia, 2012)The concept of Constant Proportion Portfolio Insurance (CPPI) in terms of jumpdiffusion, as well as the associated meanvariance hedging problem, has been studied. Three types of risk related to: the probability of loss, ... 
Geometric and nonlinear limit theorems in probability theory
(University of MissouriColumbia, 2012)The concentration of measure phenomenon is a nonlinear equivalent of the law of large numbers that deals with real valued Lipschitz functions and includes linear functionals such as the sample mean. In the first part of ... 
Statistical and stochastic results for three dimensional fluids
(University of MissouriColumbia, 2012)In part I, we show that the longitudinal correlation function for homogeneous and isotropic turbulence remains negative in an interval of time, up to Galerkin approximation. Part II covers the existence and uniqueness of ... 
Topics in nonlocally convex functional analysis and geometrical analysis with applications to boundary value problems
(University of MissouriColumbia, 2012)This dissertation is comprised of two parts. The first part, consisting of chapters 213, deals with issues pertaining to nonlocally functional analysis. Specifically, we generalize the classical trilogy, Open Mapping ...