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Level: BSc
Title: Martingales
Supervisor:

Dr Dudley Stark

Research Area: Probability and Applications [Including Statistics]
Description:

Martingales are stochastic processes generalising symmetric random walks. They have numerous applications, for example in gambling and financial mathematics. The aim of the project is to study martingales and how they are used.
Further Reading:
Key Modules:

To be confirmed with the supervisor.
Other Information:
Current Availability: