This is a preview. Log in through your library . Abstract We consider a system of particles in birth and death on a stochastic flow. The system includes a particle process tracking the spatial ...

It is shown that the ratio between the expected diameter of an L₂-bounded martingale and the standard deviation of its last term cannot exceed $\sqrt{3}$ . Moreover, a one-parameter family of stopping ...

Martingale function spaces form a central theme in modern probability theory and harmonic analysis. They offer a robust framework for analysing sequences of random variables with a built‐in ...

This is a graduate-level course focused on techniques and models in modern discrete probability. Topics include: the first and second moment methods, martingales, concentration inequalities, branching ...

Financial market models lie at the intersection of applied probability, economics and mathematical finance, providing robust frameworks to describe asset price dynamics and risk management. Central to ...