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 ...

Function spaces form a fundamental framework in modern mathematical analysis, allowing researchers to systematically study functions through norms, metrics and topological properties. Asymptotic ...

In this paper we considera classic problem concerning the high excursion probabilities of a Gaussian random field f living on a compact set T. We develop efficient computational methods for the tail ...

This is a preview. Log in through your library . Abstract The mixture of Dirichlet processes posterior that arises in nonparametric Bayesian analysis has been analysed most effectively using Markov ...