Stochastic analysis and modelling encapsulate a rich field that combines rigorous probability theory with analytical tools to capture and forecast the behaviour of systems influenced by inherent ...

The Annals of Applied Probability, Vol. 28, No. 1 (February 2018), pp. 1-34 (34 pages) In this paper, we aim to develop the stochastic control theory of branching diffusion processes where both the ...

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 ...