Probability Theory and its Applications, Mathematical Finance
The topics in this research area lie at the intersection of several branches of modern probability theory, namely: stochastic analysis on manifolds, geometry of stochastic differential equations, functional inequalities, combinatorics, limit theorems, non-commutative probability and stochastic geometry. Various applications to finance, physics and statistics are actively developed.
URL: https://wwwen.uni.lu/research/fstm/dmath/research_areas/probability_theory_and_its_applications_mathematical_finance | Date: Tuesday, 25 February 2020, 05:43 |