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.

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

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 ...

In developing tests of fit based upon a sample On(xi) in the case that the cumulative distribution function F(X) of the universe of X's is not necessarily a function of a finite number of specific ...

This course is available on the BSc in Business Mathematics and Statistics, BSc in Data Science and BSc in Mathematics, Statistics and Business. This course is available as an outside option to ...

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 ...