PHD theses : Statistics

Permanent URI for this collectionhttps://repository.neelain.edu.sd/handle/123456789/12106

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Start date: 2011Subject: search.filters.subject.Mathematics

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    Mathematics '
    (Alneelain University, 2014) Mohammed Hassen Elzubair
    Abstract In this research we utilized twister theory to describe the geometry of space-time. The twistors are derived from Spinors which are also used to write zero rest- mass fields equations. We mainly used the properties of twistor filnction to generate zero rest- mass fields, where this function is formulated from both the geometry and topology of Minkowski space
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    Some Harvesting Problems
    (Alneelain University, 2015-07) Ranya Hamid El Nour
    ABSTRACT. The aim of this thesis is to study and solve optimal control problems for systems driven by both: Brownian motion and Levy processes. The methods of solution used are: Dynamic programming, and Maximum principle where the known Clark-Ocone theorem is applied. The application of Clark-Ocone theorem needs the existence of Malliavin derivative and its extesion in L2 spaces. As an application , the thesis considered an example of harvesting problem in a crowded media as well as searching for optimal portfolio strategies in hedging options in markets driven by both: Brovmian motion and Levy processes.