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 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 ...

The Annals of Applied Probability, Vol. 18, No. 2 (Apr., 2008), pp. 591-619 (29 pages) The paper is devoted to the study of nonlinear stochastic Schrödinger equations driven by standard cylindrical ...

Increasing evidence has emerged for non-random spatial distributions of microbes, but knowledge of the processes that cause variation in microbial assemblage among ecosystems is lacking. For instance, ...