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, ...

Introduced is the notion of minimality for spectral representations of sum- and max-infinitely divisible processes and it is shown that the minimal spectral representation on a Borel space exists and ...

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 Econometrics and Mathematical Economics, MSc ...

The previous framework (left) fails to take into account noises of the brain. The brain state transitions were written as point-to-point, the dynamics as deterministic, and the control cost as the ...

Jeremy Quastel, a professor in the department of mathematics in the Faculty of Arts & Science, has been awarded the inaugural Paul Lévy Prize in Probability by the European Mathematical Society. The ...