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 ...

Unit aims To lay foundations for further studies in probability theory. To stimulate through theory and examples, an interest and appreciation of the power of the elegant method of martingales in ...

It is shown that a method recently developed by Bolthausen permits an extension (up to a logarithmic factor) of an estimate of the rate of convergence in the martingale central limit theorem due to ...

To stimulate through theory and examples, an interest and appreciation of the power of this elegant method in probability theory. And to lay foundations for further studies in probability theory.

A direct proof is given for an inequality relating the expected absolute value of stopped Brownian motion to the expected time to stopping. This inequality was originally proved by means of the ...

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 ...

This course is available on the MPhil/PhD in Statistics. This course is available with permission as an outside option to students on other programmes where regulations permit. This course provides ...