Various discrete-time stochastic processes have some kind of recursive or regenerative structure that can be exploited in the study of their properties. Examples include branching processes, ...
This course is compulsory on the BSc in Actuarial Science and BSc in Actuarial Science (with a Placement Year). This course is available on the BSc in Data Science, BSc in Financial Mathematics and ...
This is a preview. Log in through your library . The purpose of The Annals of Probability is to publish contributions to the theory of probability and statistics and their applications. The emphasis ...
The use of properties of a Poisson process to study the randomness of stars is traced back to a 1767 paper. The process was used and rediscovered many times, and we mention some of the early ...
to speed up the construction of the discrete-time model by turning to Newton-type methods for solving the Schrödinger system (in the next section, we show numerically that a mixed Newton–Sinkhorn ...
Stochastic processes are at the center of probability theory, both from a theoretical and an applied viewpoint. Stochastic processes have applications in many disciplines such as physics, computer ...
This course is compulsory on the MSc in Financial Mathematics and MSc in Quantitative Methods for Risk Management. This course is available on the MSc in Applicable Mathematics, MSc in Econometrics ...
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