With extensive end-of-chapter references, this book provides a variety of RDS for approximating f...

This book is devoted to the history of Change of Time Methods (CTM), the connections of CTM to st...

The paper is devoted to the construction of stochastic calculus for integrals over martingales me...

With extensive end-of-chapter references, this book provides a variety of RDS for approximating f...

Inhomogeneous Random Evolutions and Their Applications explains how to model various dynamical sy...

This book provides a rigorous overview and exploration of stochastic modelling of big data in fin...

This book extends the theory and applications of random evolutions to semi-Markov random media in...

This book extends the theory and applications of random evolutions to semi-Markov random media in...

Modeling and Pricing of Swaps for Financial and Energy Markets with Stochastic Volatilities is de...

This book is the first of two volumes on random motions in Markov and semi-Markov random environm...

This book is the second of two volumes on random motions in Markov and semi-Markov random environ...