Browse Dissertations and Theses - Mathematics by Contributor "Bauer, Robert"

  • Lin, Xiong (2011-01-21)
    This thesis is devoted to the study of the Hilbert transform and its applications in computational finance. We will show in this thesis that under some mild conditions, the Hilbert transform can be approximated by the ...

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  • Park, Hyunchul (2013-05-24)
    In this thesis, we study potential theoretic properties of harmonic functions and spectral problems of a large class of L\'evy processes using probabilistic techniques. In chapter \ref{chp:Green} we prove sharp two-sided ...

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  • Chen, Ao (2011-08-26)
    This thesis is to study the expected difference of the continuous supremum and discrete maximum of a Lévy process that is often used in finance. We will show that the expected difference is a quantity that highly depends ...

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  • Vlasic, Andrew (2012-09-18)
    We further generalize the stochastic version of the replicator dynamics due to Fudenberg and Harris. In particular, we add a random jump term to the payo ff function to simulate anomalous events and their e ffects on the ...

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