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Theses and Dissertations (Applied Mathematics)
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(2020)In this study,we consider two problems.The first one is the problem of computing hedging portfolios for options that may have discontinuous payoff functions.For this problem we use the Malliavin property called the ...
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(2020)In this study we present the numerical solution o fboundary value problems for the reaction-diffusion equations in 1-d and 2-d that model phenomena such as kinetics and population dynamics.These differential equations ...
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(2019)Functional Itˆo calculus is based on an extension of the classical Itˆo calculus to functionals depending on the entire past evolution of the underlying paths and not only on its current value. The calculus builds on ...
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(2021)Vovk and Shafer, [41], introduced game-theoretic framework for probability in mathematical finance. This is a new trend in financial mathematics in which no probabilistic assumptions on the space of price paths are made. ...
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(University of Limpopo, 2015)Whereas research has exponentially increased on the understanding of new varieties of English worldwide, there is a paucity of studies that have assessed the degree to which Black South African English is shared and ...
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(University of Limpopo (Turfloop Campus), 2007)The thermodynamic irreversibility in any fluid flow process can be quantified through entropy analysis. The first law of thermodynamics is simply an expression of the conservation of energy principle. The second law of ...
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(2008)Understanding the effects of blood viscosity variation plays a very crucial role in hemodynamics, thrombosis and inflammation and could provide useful information for diagnostics and therapy of (cardio) vascular diseases. ...
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Modelling the transmission dynamics of infectious diseases with vaccination and temporary immunity (2008)In this dissertation, two non-linear mathematical models are proposed and analyzed to investigate the spread of infectious diseases in a variable size population through horizontal transmission in the presence of preventive ...
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