Nature

From the stochasticity of molecular processes to the variability of synaptic transmission

In the CNS, the postsynaptic response to an action potential is variable: neurotransmitter release is probabilistic and the postsynaptic response to neurotransmitter release has variable timing and ...
JSTOR Daily

Diffusion Processes with Polynomial Eigenfunctions

The aim of this paper is to characterize the one-dimensional stochastic differential equations, for which the eigenfunctions of the infinitesimal generator are polynomials in y. Affine transformations ...
JSTOR Daily

Local asymptotic mixed normality property for nonsynchronously observed diffusion processes

We prove the local asymptotic mixed normality (LAMN) property for a family of probability measures defined by parametrized diffusion processes with nonsynchronous observations. We assume that ...
lse

Stochastic Processes

This course is compulsory on the MSc in Financial Mathematics and MSc in Quantitative Methods for Risk Management. This course is available on the MSc in Applicable Mathematics, MSc in Econometrics ...
lse

Stochastic Processes

This course is compulsory on the MSc in Financial Mathematics and MSc in Quantitative Methods for Risk Management. This course is available on the MSc in Applicable Mathematics, MSc in Econometrics ...