The stochastic indicator compares the stock’s closing price with the stock’s price over a certain time period. In an uptrend, the stock price tends to close near its high. In a downtrend, the stock ...

Stochastic analysis in Hilbert and Banach spaces represents a dynamic and rapidly evolving field at the intersection of probability theory and functional analysis. In these infinite-dimensional ...

Over the last years, a number of new methods from stochastic analysis have been developed that allowed a new perspective on constructive field theory. Among these are the theory of singular stochastic ...

Natural rock fractures are characterized by highly irregular rough walls, which are best modeled as spatially correlated random surfaces. This leads to a description of fractures, wherein the fracture ...

Inhalt: The course “Stochastic Analysis” is for master students who are already familiar with fundamental concepts of probability theory. Stochastic analysis is a branch of probability theory that is ...

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

This project aims at developing mathematical statistics and probability theory to provide methodologies for modeling and analysis of complex random systems. Statistical methods enable analysis of ...

Experimental evidence shows that there is natural variability of soil properties within distinct and uniform layers. Even in case of supposedly homogeneous man- made fills, this variability is ...

Rice University researchers have developed a theoretical framework using stochastic analysis to predict menopause timing. By modeling ovarian follicle transitions, the study reveals a universal ...

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 ...