Quantification of the number of adsorbed bacteria on an optical waveguide

A simple method is presented for determining the number of bacteria adsorbed on a planar optical waveguide from measurements of a single effective refractive index. It requires only knowledge of the shape and mean size of the bacteria

Ito formula and Girsanov theorem on a new Ito integral

The celebrated Ito theory of stochastic integration deals with stochastic integrals of adapted stochastic processes. The Ito formula and Girsanov theorem in this theory are fundamental results which are used in many applied fields, in particular, the finance and the stock markets, e.g. the Black-Scholes model. In chapter 1 we will briefly review the Ito theory. In recent years, there have been several extension of the Ito integral to stochastic integrals of non-adapted stochastic processes. In this dissertation we will study an extension initiated by Ayed and Kuo in 2008. In Chapter 2 we review this new stochastic integral and some results. In chapter 3, we prove the Ito formula for the Ayed-Kuo integral. In chapter 4, we prove the Girsanov theorem for this new stochastic integral. In chapter 5, we present an application of our results