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

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

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

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

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

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

The theory of fractional Brownian motion and other long-memory processes are addressed in this vo...

Stochastic Analysis of Mixed Fractional Gaussian Processes presents the main tools necessary to c...

This book is a collection of exercises covering all the main topics in the modern theory of stoch...

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

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

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

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

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

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