Stochastic processes provide a rigorous framework for modelling systems that evolve over time under uncertainty, while extremal theory offers the tools for understanding the behaviour of rare ...

Theory of stochastic processes Stochastic processes are at the center of probability theory, both from a theoretical and an applied viewpoint. Stochastic processes have applications in many ...

T Bjork, Arbitrage Theory in Continuous Time; T Mikosch, Elementary Stochastic Calculus; S I Resnick, Adventures in Stochastic Processes; B K Oksendal, Stochastic Differential Equations: An ...

Angelos’ main research areas include applications of probability and stochastic processes in finance and insurance, the development of procedures for stochastic simulations, inference for cluster ...

Probability inequalities for empirical processes and a law of the iterated logarithm. Ann. Probab.121041-1067. ALEXANDER, K. S. (1987a). The central limit theorem for empirical processes on Vapnik- ...

Topics: This is a course about stochastic processes: martingales, Brownian Motion, Gaussian processes, stationary processes and ergodic theory, exchangeable processes. More information will be ...

Statistics, and real analysis at the undergraduate engineering or mathematics level; graduate level probability and stochastic processes (IEMS 460-1); computer programming in Python; graduate standing ...

The applied mathematics faculty is involved in research that utilizes and invents a variety of mathematical methods associated with asymptotic analysis, bifurcation theory, graph theory, numerical ...