Journal of Applied Probability, Vol. 9, No. 1 (Mar., 1972), pp. 202-207 (6 pages) Determination of the limiting distributions for a class of mixed-type stochastic processes with state-dependent rates ...

This book consists of two strongly interwoven parts: the mathematical theory of stochastic processes and its applications to molecular theories of polymeric fluids. The comprehensive mathematical ...

This course is compulsory on the BSc in Actuarial Science. This course is available on the BSc in Business Mathematics and Statistics, BSc in Financial Mathematics and Statistics, BSc in Mathematics ...

This course provides doctoral students the foundations of applied probability and stochastic modeling. The first part of the course covers basic concepts in probability, such as the Borel Cantelli ...

This course is compulsory on the BSc in Actuarial Science. This course is available on the BSc in Business Mathematics and Statistics, BSc in Financial Mathematics and Statistics, BSc in Mathematics ...

Affine processes provide a versatile framework for modelling complex financial phenomena, ranging from interest rate dynamics to credit risk and beyond. Their defining characteristic is the affine, or ...

In this article, we show how stochastic diffusion models can be used to forecast demographic cohort processes using the Hernes, Gompertz, and logistic models. Such models have been used ...