Stochastic differential equations (SDEs) are at the heart of modern financial modelling, providing a framework that accommodates the inherent randomness observed in financial markets. These equations ...

Function spaces form a fundamental framework in modern mathematical analysis, allowing researchers to systematically study functions through norms, metrics and topological properties. Asymptotic ...

We consider the problem of filtering one-dimensional diffusions with nonlinear drift coefficients, transmitted through a nonlinear low noise channel. We construct an asymptotic solution to Zakai's ...

We analyse electron and hole transport in organic light-emitting diodes (OLEDs) via the drift–diffusion equations. We focus on space-charge-limited transport, in which rapid variations in charge ...

Development of more sophisticated ideas in data type and structure, with an introduction to the connection between data structures and the algorithms they support. Data abstraction. Controlled access ...

Guillaume Aubrun and I wrote a book focused on the interface between mathematical aspects of Quantum Information Theory and local theory of Banach spaces, a field which studies the properties of (very ...