Stochastic processes provide a probabilistic framework to model the time-evolving uncertainty intrinsic to financial markets. By characterising random movements such as asset prices, interest rates ...

The Annals of Probability, Vol. 1, No. 4 (Aug., 1973), pp. 674-689 (16 pages) This paper shows that the epsilon entropy in the sup norm of a wide variety of processes with continuous paths on the unit ...

Characterizing the variability of the extragalactic sources used for calibration in the Atacama Large Millimeter/submillimeter Array (ALMA) is key to assess the flux scale uncertainty of science ...