Chocolate or strawberry? Life or death? We make some choices quickly and automatically, relying on mental shortcuts our brains have developed over the years to guide us in the best course of action.

The course provides an introduction to Malliavin calculus for Lévy processes. The Malliavin derivative and Skorohod integral will be introduced for the Brownian motion and the pure jump Lévy processes ...

What began with a focus on weather forecasting has evolved toward addressing errors in scientific modeling. In the collaborative environment of the Penn State Institute for Computational and Data ...