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Chapter 1 Stochastic Modelling and Simulations of Structured Investment Plans |
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1 | (22) |
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Chapter 2 Limitation of the Least Square Method in the Evaluation of Dimension of Fractal Brownian Motions |
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23 | (14) |
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Chapter 3 Parameter Estimation for Weighted Fractional Ornstein-Uhlenbeck Processes with Discrete Observations |
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37 | (16) |
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Chapter 4 Comparing Traditional Proofs of the Modulus of Continuity and the Law of the Iterated Logarithm to a New Method which Yields Rates of Convergence |
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53 | (22) |
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Chapter 5 Transporting a Macroscopic Object by Brownian Motion -- An Object as a Pollen Particle, Robots as Liquid Molecules |
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75 | (26) |
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Chapter 6 Maximum Principle for Stochastic Discrete-Time Ito Equations |
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101 | (16) |
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Chapter 7 On the Controllability for Neutral Stochastic Functional Differential Equations Driven by a Fractional Brownian Motion in a Hilbert Space |
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117 | (14) |
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Chapter 8 Controllability of Impulsive Neutral Stochastic Functional Integro-Differential Equations Driven by Fractional Brownian Motion |
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131 | (18) |
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Chapter 9 Specific Features of Brownian Diffusion of Nanoparticles in Micro-Nanodroplets |
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149 | (16) |
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Chapter 10 Brownian Motion and the Formation of Dark Matter Haloes |
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165 | (36) |
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Chapter 11 Literature as a Diffusion Process |
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201 | (18) |
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Chapter 12 Almost Periodic Solution of Some Stochastic Difference Equations |
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219 | (12) |
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Chapter 13 Impulsive Stochastic Differential Equations Driven by G-Brownian Motion |
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231 | (12) |
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Chapter 14 Fractional Stochastic Differential Equations |
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243 | (24) |
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Chapter 15 Abstract Second-Order Damped Stochastic Evolution Equations in a Hilbert Space Driven by Fractional Brownian Motion |
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267 | (22) |
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| Index |
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289 | |
