Published in Nature Communications, this theoretical framework uses the power of stochastic differential equations to observe the fluctuation of data points, or nodes, and then determine which should ...

linear stochastic differential equations for geometric Brownian motion and the Ornstein-Uhlenbeck process, first approach to change of measure techniques, application to Black-Scholes model. The items ...

The Helsinki Mathematical Physics Group has been in applying these ideas to a wide variety of problems including turbulence and stochastic differential equations, kinetic theory, fluctuating ...

Title: Degenerate McKean-Vlasov equations with singular drift Abstract: We study a class of McKean-Vlasov stochastic differential equations (MKV SDEs) with degenerate diffusion, a kinetic ...

The course examines Martingales, Poisson Processes, Brownian motion, stochastic differential equations and diffusion processes. Applications in Finance. Actuarial applications. This course will be ...