Theory and applications of Levy models in quantitative finance 

etd-WangXinyan-76.pdf 

Information and asymptotic efficiency for the case-cohort sampling design in Cox's regression model 

Sparseness in functional data analysis 

Effects of demographic and tumor characteristics on outcomes in children with malignant peripheral nerve sheath tumors 

Methods for the analysis of missing covariate data in individually matched case-control studies 

Lyapunov exponents for small random perturbations of nilpotent and Hamiltonian systems 

The pricing of derivative securities in continuous trading 

Stochastic differential equations driven by fractional Brownian motion and Poisson jumps 

Numerical methods for high-dimensional path-dependent PDEs driven by stochastic Volterra integral equations 

Engineering 186C Course Materials 

On the depinning transition of the directed polymer in a random environment with a defect line 

VIT-001057~0001.eps 

VIT-001057~0001.eps 

VIT-001057~0001.eps 

Reliability and robustness in modern statistical learning 

On the non-degenerate parabolic Kolmogorov integro-differential equation and its applications 

Statistical inference for second order ordinary differential equation driven by additive Gaussian white noise 

Testing for stability in time series models with stationary and nonstationary processes 

etd-LinWei-231.pdf 

An application of Markov chain model in board game revised 

Adapting statistical learning for high risk scenarios 

Estimation of graph Laplacian and covariance matrices 

Real-time controls in revenue management and service operations 

Controlled McKean-Vlasov equations and related topics