The study of stochastic differential equations (SDEs) has long been a cornerstone in the modelling of complex systems affected by randomness. In recent years, the extension to G-Brownian motion has ...

This is a preview. Log in through your library . Abstract In this paper, we give a pathwise development of stochastic integrals with respect to iterated Brownian motion. We also provide a detailed ...

This is a preview. Log in through your library . Abstract The quadratic variation of Brownian motion is used to give a new definition of a generalized Hessian for nonsmooth functions, totally ...

First observed by botanist Robert Brown in 1827, Brownian Motion describes the continuous, chaotic movement of tiny particles, such as pollen grains, suspended in a medium. This motion results from ...

This course is compulsory on the BSc in Actuarial Science. This course is available on the BSc in Business Mathematics and Statistics, BSc in Mathematics with Economics and BSc in Statistics with ...

This course is available on the MSc in Applicable Mathematics and MSc in Financial Mathematics. This course is available with permission as an outside option to students on other programmes where ...

When astronomers study the rotation of distant galaxies, they immediately come up against a puzzle. The stars are held together by gravity, which prevents them being slung into intergalactic space as ...

The course “Stochastische Analysis” is for master students who are already familiar with fundamental concepts of probability theory. Stochastic analysis is a branch of probability theory that is ...