Stochastic processes provide a rigorous framework for modelling systems that evolve over time under uncertainty, while extremal theory offers the tools for understanding the behaviour of rare, ...

French mathematician and astronomer, Pierre-Simon Laplace brought forth the first major treatise on probability that combined calculus and probability theory in 1812. A single roll of the dice can be ...

Jeremy Quastel, a professor in the department of mathematics in the Faculty of Arts & Science, has been awarded the inaugural Paul Lévy Prize in Probability by the European Mathematical Society. The ...

Stochastic processes are at the center of probability theory, both from a theoretical and an applied viewpoint. Stochastic processes have applications in many disciplines such as physics, computer ...

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 Applicable Mathematics, MSc in Econometrics ...