Four essays in continuous time finance 

Statistical inference of stochastic differential equations driven by Gaussian noise 

Catalysis for solar fuels production: molecular and materials approaches 

The pricing of interest rate derivative securities 

Development of a viable formula for increasing state subventions to California cities 

Leisen formulae: Their polyphonic settings in the Renaissance and Reformation 

An abstract hyperbolic population model for the transdermal transport of ethanol in humans: estimating the distribution of random parameters and the deconvolution of breath alcohol concentration 

Some problems in statistics of random processes with applications to nonlinear filtering and image processing. 

Perfluorocarbon mediated self-assembly of polymers 

An analysis of overlapping functions by personnel in five small urban hospitals, a replication 

Development and characterization of transparent metal/ceramic and ceramic/ceramic nanomultilayers 

Modeling the functional implications of voltage -sensitive dendritic conductances 

Commencement program, USC (112th: 1995: Alumni Memorial Park) 

New materials for organic light emitting diodes 

Backward stochastic differential equations with quadratic growth and their applications 

On nonlinear filtering for jump diffusions 

Rate of convergence of finite-difference approximations for Bellman's equation with jumps. 

Topics on dynamic limit order book and its related computation 

Representations Of Equivalent Gaussian Processes 

Non-conjugated pendant electroactive polymers as potential materials for opto-electronic applications 

The role of translocator protein (TSPO) in mediating the effects of mitotane in human adrenocortical carcinoma cells 

Sample-efficient and robust neurosymbolic learning from demonstrations 

Quadratic variation estimators for diffusion models in finance 

Synaptic integration in dendrites: theories and applications 

Bond pricing by the martingale method