Stochastic fluid dynamics extends classical fluid mechanics by incorporating randomness and uncertainty directly into the governing equations. This approach utilises stochastic differential equations ...

In this paper, we consider a mean-field stochastic differential equation, also called the McKean-Vlasov equation, with initial data (t, x) ∈ [0, T] × ℝd, whose ...

Join the Mathematics Department Colloquia for a lecture with Professeur Nils Berglund from the Institut Denis Poisson, Universite d'Orleans. In this talk, we will consider parabolic stochastic partial ...

Sankhyā: The Indian Journal of Statistics, Series A (1961-2002), Vol. 58, No. 1 (Feb., 1996), pp. 25-47 (23 pages) In this paper the Taylor expansions in the semi-group of conditional expectations are ...

This course is compulsory on the BSc in Actuarial Science. This course is available on the BSc in Business Mathematics and Statistics, BSc in Data Science, BSc in Financial Mathematics and Statistics, ...