Robust estimation and risk minimisation in stochastic processes represent a central domain in modern statistical research. These methods are designed to ensure that statistical predictions remain ...
Affine processes provide a versatile framework for modelling complex financial phenomena, ranging from interest rate dynamics to credit risk and beyond. Their defining characteristic is the affine, or ...
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 ...
Some results have been hidden because they may be inaccessible to you
Show inaccessible results
Feedback