This monograph studies the relationships between fractional Brownian motion (fBm) and other proce...

Financial market modeling is a prime example of a real-life application of probability theory and...

This volume examines the theory of fractional Brownian motion and other long-memory processes. In...

Providing the necessary materials within a theoretical framework, this volume presents stochastic...

Ruin Probabilities: Smoothness, Bounds, Supermartingale Approach deals with continuous-time risk ...

This monograph studies the relationships between fractional Brownian motion (fBm) and other proce...

Fractional calculus has emerged as a powerful and effective mathematical tool in the study of sev...

Fractional calculus has emerged as a powerful and effective mathematical tool in the study of sev...

This book is concerned with the theory of stochastic processes and the theoretical aspects of sta...

The book contains a collection of more than 800 problems from all main chapters of functional ana...

Finance Mathematics is devoted to financial markets both with discrete and continuous time, explo...