Stochastic analysis is a fundamental branch of probability theory which is linked to diverse areas of mathematics (e.g. partial differential equations, mathematical physics, geometry) and finds ...

Course syllabus: We will start by developing the theory of Markov chains further, explore their relations to martingales and give applications to the solution of Dirichlet problem and maximum (resp.

Parts I and II of this paper have described a new theory for the analysis of games with incomplete information. Two cases have been distinguished: consistent games in which there exists some basic ...

CATALOG DESCRIPTION: Fundamentals of random variables; mean-squared estimation; limit theorems and convergence; definition of random processes; autocorrelation and stationarity; Gaussian and Poisson ...

Probability theory is the mathematical study of phenomena characterized by randomness or uncertainty. More precisely, probability is used for modelling situations when the result of an experiment, ...

This course is available on the MSc in Risk and Stochastics, MSc in Statistics (Financial Statistics) and MSc in Statistics (Financial Statistics) (Research). This course is available with permission ...

There is a growing movement to introduce elements of statistics and probability into the secondary and even the elementary school curriculum, as part of basic literacy in mathematics. Although many ...

This course is available on the MSc in Financial Mathematics, MSc in Mathematics and Computation and MSc in Quantitative Methods for Risk Management. This course is available with permission as an ...