Functional Analysis for Probability and Stochastic Processes: An Introduction

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In particular it would form a useful precursor or companion course to the Level 4 courses MAS Functional Analysis and MAS Stochastic Processes and Finance , the latter of which is fundamentally dependent on measure theoretic ideas.

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Functional Analysis for Probability and Stochastic Processes: An Introduction. Adam Bobrowski

Soc 99 , — Levernier, N. Universal first-passage statistics in aging media.

E 98 , Molchan, G. Maximum of a fractional Brownian motion: probabilities of small values. Krug, J. Persistence exponents for fluctuating interfaces.

Stochastic Processes

E 56 , — Grimm, M. Brownian motion in a maxwell fluid. Soft Matter 7 , — Turiv, T.

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Angelani, L. First-passage time of run-and-tumble particles. E 37 , 59 Reactive conformations and non-Markovian kinetics of a Rouse polymer searching for a target in confinement.

E 87 , Download references. Correspondence to R. Peer review information: Nature Communications thanks the anonymous reviewers for their contribution to the peer review of this work. Peer reviewer reports are available.

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Data availability The numerical data presented in Fig. Code availability The code that generated these data are available from the corresponding author on reasonable request. References 1.

Google Scholar 2. Controlled CTRW and their scaling limits. The theory of Fractional Hamilton-Jacobi-Bellmann equations. Large deviation technique. Definition of the fractional Poisson process. Properties of the fractional Poisson process. The compound fractional Poisson process. Relationship with time-fractional diffusion.

A permanent poster session will be organised as well.