Stochastic processes form the backbone of modern probability theory, describing systems that evolve randomly over time or space. They are instrumental in areas ranging from statistical physics to ...
The notion of quasi-stationarity arises in stochastic processes that admit at least one absorbing state. A quasi-stationary distribution (QSD) characterises the conditional law of the system given non ...
This course is compulsory on the MSc in Financial Mathematics and MSc in Quantitative Methods for Risk Management. This course is available on the MSc in Econometrics and Mathematical Economics, MSc ...
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