Kalman filtering remains a cornerstone of state estimation in stochastic systems, enabling the real‐time integration of noisy measurements into dynamic system models. Originally developed for linear ...

Optimal stopping problems constitute a pivotal area in applied mathematics and statistics, where the objective is to determine the most opportune moment to terminate a stochastic process in order to ...

This course is compulsory on the BSc in Actuarial Science and BSc in Actuarial Science (with a Placement Year). This course is available on the BSc in Data Science, BSc in Financial Mathematics and ...