This volume presents an extensive overview of all major modern trends in applications of probabil...

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

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

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

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

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

This book is devoted to parameter estimation in diffusion models involving fractional Brownian mo...

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

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

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

This book is devoted to unstable solutions of stochastic differential equations (SDEs). Despite t...