Alsmeyer, Böhm, Dereich, Engwer, Friedrich (until 2021), Gusakova (since 2021), Hille, Holzegel (since 2020), Huesmann, Jentzen (since 2019), Kabluchko, Lohkamp ...
Stein's method has emerged as a critical framework in the study of distributional approximations, providing quantitative bounds between probability distributions through the formulation and solution ...
Stochastic differential equations (SDEs) are at the heart of modern financial modelling, providing a framework that accommodates the inherent randomness observed in financial markets. These equations ...
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