Probability theory constitutes the mathematical framework for quantifying uncertainty and analysing random phenomena. Its foundations lie in measure theory, where a probability space is defined as a ...

Geometric measure theory provides a framework for analysing the interplay between geometric structures and measure, and is particularly adept at characterising the complexity of fractal sets through ...

This is a preview. Log in through your library . Abstract Change of measure up to fixed times or stopping times is the theme of the famous Cameron-Martin-Girsanov formula. The paper studies change of ...

This course is available on the MSc in Financial Mathematics, MSc in Mathematics and Computation and MSc in Quantitative Methods for Risk Management. This course is available with permission as an ...

Probability theory is the branch of mathematics concerned with probability. Although there are several different probability interpretations, probability theory treats the concept in a rigorous ...

This course is available on the MSc in Risk and Stochastics, MSc in Statistics (Financial Statistics) and MSc in Statistics (Financial Statistics) (Research). This course is available with permission ...