Over the last years, a number of new methods from stochastic analysis have been developed that allowed a new perspective on constructive field theory. Among these are the theory of singular stochastic ...

Stochastic analysis and modelling encapsulate a rich field that combines rigorous probability theory with analytical tools to capture and forecast the behaviour of systems influenced by inherent ...

Studies mathematical theories and techniques for modeling financial markets. Specific topics include the binomial model, risk neutral pricing, stochastic calculus, connection to partial differential ...

Experimental evidence shows that there is natural variability of soil properties within distinct and uniform layers. Even in case of supposedly homogeneous man- made fills, this variability is ...

This paper develops a structural macroeconometric model of the world economy, disaggregated into forty national economies. This panel dynamic stochastic general equilibrium model features a range of ...

Samantha (Sam) Silberstein, CFP®, CSLP®, EA, is an experienced financial consultant. She has a demonstrated history of working in both institutional and retail environments, from broker-dealers to ...

Inhalt: The course “Stochastic 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 ...