IEEE

Numerical Solution of Nonlinear Stochastic Processes Under Gaussian White Noise

Abstract: In this paper Methodological approach based on the Euler-Maruyama method and the Radial Basis Functions are elaborated for instationnary probability density functions associated to nonlinear ...
GitHub

Probability and Stochastic Processes

This repository contains code, notes, and practical exercises for the Strathmore University course, STA 8405: Probability and Stochastic Processes. The course introduces stochastic modeling, ...
lse

Stochastic Processes

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, ...
lse

Stochastic Processes

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