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Topics in probability theory

Nie, Adam

Description

This thesis focuses on the theoretical aspects of several classes of continuous time, continu- ous state space stochastic processes. Chapter 2 and Chapter 3 consider Levy processes and Levy driven stochastic functional differential equations. Chapter 4 studies a high dimensional factor model and the eigenvalues of the sample auto-covariance matrix. In Chapter 2 we extend the construction of the so-called weak subordination of multivariate Levy processes in [48] to an infinite dimensional...[Show more]

CollectionsOpen Access Theses
Date published: 2021
Type: Thesis (PhD)
URI: http://hdl.handle.net/1885/233415
DOI: 10.25911/G5GE-JC40

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