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%T The Time-Changed Q-Wiener Process and Associated Stochastic Differential Equations
%A Chlebak, Lise.
%8 2017-04-19
%R http://localhost/files/1257b4715
%X Abstract: The general narrative of this work involves constructing the time-changed Q-Wiener process and comparing it to the usual Q-Wiener process. Unlike its non-time-changed counterpart, the time-changed Q-Wiener process lacks the nice properties of having stationary and independent increments. Thus, we must turn to the martingale property of the time-changed Q-Wiener process in order to recover analogous results to the ones known for the Q-Wiener process, without a time change. These results include formulating stochastic differential equations (SDEs) driven by time-changed Q-Wiener processes, establishing existence of solutions to these SDEs, exploring the stability of those solutions, looking at associated Fokker-Planck-Kolmogorov equations, and making connections to stochastic partial differential equations.; Thesis (Ph.D.)--Tufts University, 2016.; Submitted to the Dept. of Mathematics.; Advisor: Marjorie Hahn.; Committee: James Adler, Patricia Garmirian, and Sabir Umarov.; Keyword: Mathematics.
%[ 2018-10-09
%9 Text
%~ Tufts Digital Library
%W Institution