Now showing items 1-10 of 45
Tractable multi-firm default models based on discontinuous processes
The aim of this thesis is to thoroughly study structural default models based on jump-diffusion processes. Jump-diffusion models were first proposed by Zhou (2001), who also showed that these models have several desirable ...
Non-autonomous forms and Gaussian estimates
Following the approach of J.-L. Lions we study non-autonomous Cauchy problems by form methods in this thesis. We replace the assumption of the closedness of the forms by their closability and extend the definition of weak ...
On hypergeometric systems of differential equations
This thesis is about the hypergeometric system of differential equations. Until now, fundamental solutions for this system are just known in dimension 2 and very special cases in higher dimension. In dimension 2 it is ...
Zum effektiven Einsatz des Adaptiven Zufallstests
Software testing, i.e. the systematic execution of the software with the aim of detecting failures, is an essential part of software quality assurance. There are two main problems in software testing. One of them concerns ...
Deconvolution problems in density estimation
The main focus of this work lies on generalizations of the usual nonparametric density estimation problem to cases where one does not have access to the data associated with the density of interest directly. In the first ...
Zur Parallelisierung von Systemintegrationstests im E/E Umfeld
Future innovations in the motorring industry will be coined considerably by interlaced E/E components. In this connection the test of these components plays a crucial role. Usually so-called hardware-in-the-loop (HIL) test ...
Starke Gesetze für gewichtete Summen von Zufallsvariablen und Zufallsfeldern
The present work deals with strong laws of large numbers for weighted sums of random variables and random fields. In the first part, we work with independent, identically distributed, weighted random variables and a special ...
Semigroup methods in finance
The aim of this thesis is to highlight the role of semigroup theory in mathematical finance and to provide a class of useful methods. Apart from this special task, several new results concerning invariant subsets of strongly ...
Robuste Portfolio Optimierung in Lévy Märkten
Berechnung eines optimalen Konsumprozesses und einer zugehörigen Investmentstrategie mittels der Martingalmethode
Irreversible Investitionsspiele unter Unsicherheit
In this thesis we deal with irreversible investment games under uncertainty. This is a subject that everybody has to consider frequently. Especially, in many economic situations, possible investments have an uncertain ...