Stochastic analysis provides a robust framework for studying phenomena where chance and uncertainty play a pivotal role. In the context of random polynomials, these methods enable researchers to ...

Studies mathematical theories and techniques for modeling financial markets. Specific topics include the binomial model, risk neutral pricing, stochastic calculus, connection to partial differential ...

In this paper, we propose a stochastic hybrid delay food chain model with harvesting (under catch-per-unit-effort hypothesis) and jumps in an impulsive polluted environment. First, we study some ...

This course is available on the MSc in Applicable Mathematics and MSc in Financial Mathematics. This course is available with permission as an outside option to students on other programmes where ...

In this article, we derive a Stratonovich and Skorohod-type change of variables formula for a multidimensional Gaussian process with low Hölder regularity γ (typically γ ≤ 1/4). To this aim, we ...