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, ...

In this paper we consider the second-order real-valued stochastic processes x(t), t ∊ (a, b) ⊂ R, with Ex(t) = 0, for each t, and analyze some characteristic examples of such processes and the ...

a) KLA-Tencor Corporation, Austin, TX 78759, U.S.A. b) KLA-Tencor Corporation, Milpitas, CA 95035, U.S.A. Stochastics effects are the ultimate limiter of optical lithography technology and are a major ...

We apply the general theory of stochastic integration to identify a martingale associated with a Lévy process modified by the addition of a secondary process of bounded variation on every finite ...

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 ...