The 2025 edition of the traditional Boltzmann Lecture will be held on Thursday, February 20th, at 14:00 in Room 128-129. Professor Satya Majumdar from CNRS and Universite Paris-Sud, Orsay will give a ...

Welcome to my repository of notes for the Stochastic Process course. In this repository, you will find my personal notes from the course, which I am sharing for free with anyone who is interested in ...

ABSTRACT: In this paper, a bivariate stochastic process with Poisson postulates has been considered to model the incomings, outgoings and mutual transfers of investments between and within the ...

This course is available on the MSc in Financial Mathematics, MSc in Risk and Stochastics, MSc in Statistics, MSc in Statistics (Financial Statistics) and MSc in Statistics (Research). This course is ...

ABSTRACT: The sequential comparison test is a tool for evaluation of the operational innovation in information technology service delivery processes. Due to the strong variability of these processes, ...

Random walks constitute one of the most fundamental models in the study of stochastic processes, representing systems that evolve in a sequence of random steps. Their applications range from modelling ...

The use of properties of a Poisson process to study the randomness of stars is traced back to a 1767 paper. The process was used and rediscovered many times, and we mention some of the early ...

This course is compulsory on the BSc in Actuarial Science and BSc in Actuarial Science (with a Placement Year). This course is available on the BSc in Data Science, BSc in Financial Mathematics and ...