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My journey through finance and stochastics
This year, Finance and Stochastics celebrates its 25th anniversary. The journal provides a platform for the community of researchers on which they...
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Comparison: Stochastics with a Focus on Probability Theory
Stochastics is a major field in mathematics and highly applicable to physics. Stochastics is usually divided into statistics and probability theory....
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Stochastics and Dynamics of Fractals
For classes of self-affine fractal measures, we offer a new analysis of the associated diffusions, Markov processes, semigroups, and Dirichlet forms....
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Fractal Geometry and Stochastics VI
This collection of contributions originates from the well-established conference series "Fractal Geometry and Stochastics" which brings together...
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Service Network Design
This chapter represents an investigation following the lines of this book, and where the focus is that of a graduate student studying the effects of...
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The influence of economic research on financial mathematics: Evidence from the last 25 years
This is an attempt to review some of the breakthroughs in economic research as they impacted the nascent field of financial mathematics over the last...
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Hermitizable, Isospectral Matrices or Differential Operators
This paper reports the study on Hermitizable problem for complex matrix or second order differential operator. That is the existence and construction...
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Appendix: Some Auxiliary Results
This appendix collects some notions and results from convex geometry and stochastics that have been employed in the book.
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Fractional Stochastic Differential Equations Applications to Covid-19 Modeling
This book provides a thorough conversation on the underpinnings of Covid-19 spread modelling by using stochastics nonlocal differential and integral...
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The Mathematics of László Lovász
This is an exposition of the contributions of László Lovász to mathematics and computer science written on the occasion of the bestowal of the Abel...
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On the 3D Navier-Stokes Equations with Stochastic Lie Transport
We prove the existence and uniqueness of maximal solutions to the 3D SALT (Stochastic Advection by Lie Transport) Navier-Stokes Equation in velocity...
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Ambit Stochastics
Drawing on advanced probability theory, Ambit Stochastics is used to model stochastic processes which depend on both time and space. This monograph,...
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Barrier Option Pricing in Regime Switching Models with Rebates
This paper is concerned with the valuation of single and double barrier knock-out call options in a Markovian regime switching model with specific...
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Some Remarks on Enlargement of Filtration and Finance
In this note, we give a short overview of enlargement (or expansion) of filtration to help the reader who would like to have a survey on known...
