Stochastic modelling is the development of mathematical models for non-deterministic physical systems, which can adopt many possible behaviours starting from any given initial condition. Monte ...

Abstract: This study first explores the mean-square robust stability problem of stable continuous-time linear time-invariant systems subject to stochastic multiplicative uncertainties with prescribed ...

The group runs a regular Stochastic Analysis seminar with distinguished speakers from the various branches of Stochastic Analysis and its allied subjects. The seminar is of interest to the Department ...