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Stochastic Processes

This course is compulsory on the BSc in Actuarial Science. This course is available on the BSc in Business Mathematics and Statistics, BSc in Financial Mathematics and Statistics, BSc in Mathematics ...
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Stochastic integral representations and classification of sum- and max-infinitely divisible processes

Introduced is the notion of minimality for spectral representations of sum- and max-infinitely divisible processes and it is shown that the minimal spectral representation on a Borel space exists and ...
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ON THE LOCATION OF THE MAXIMUM OF A CONTINUOUS STOCHASTIC PROCESS

This is a preview. Log in through your library . Abstract In this short article we will provide a sufficient and necessary condition to have uniqueness of the location of the maximum of a stochastic ...
lse

Stochastic Processes

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