A second course in stochastic processes and applications to insurance. Markov chains (discrete and continuous time), processes with jumps; Brownian motion and diffusions; Martingales; stochastic ...

Statistics, and real analysis at the undergraduate engineering or mathematics level; graduate level probability and stochastic processes (IEMS 460-1); computer programming in Python; graduate standing ...

At its core, the methods developed and utilized include a wide array of tools from stochastic analysis, regularity structures, paracontrolled distributions and point processes. For instance, ...

How the hot water moves through the roasted powder is also governed by stochastic processes. Answers are provided by what are known as “percolation models,” which mathematician Dr. Alexis Prévost is ...