Stochastic processes form the backbone of modern probability theory, describing systems that evolve randomly over time or space. They are instrumental in areas ranging from statistical physics to ...
Fractional Lévy processes generalize fractional Brownian motion in a natural way. We go a step further and extend the usual fractional Riemann-Liouville kernel to a regularly varying function. We call ...
Anton Braverman joined the Operations group at Kellogg in 2017. He completed his PhD in Operations Research from Cornell University, and holds a Bachelor's degree in Mathematics and Statistics from ...