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Found 73 Documents (Results 1–73)

Contributions to mathematics and statistics. Essays in honor of Seppo Hassi. (English) Zbl 1485.46002

Acta Wasaensia 462. Vaasa: University of Vaasa, School of Technology and Innovation (ISBN 978-952-476-959-4). xii, 192 p., open access (2021).
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Probability theory in finance. A mathematical guide to the Black-Scholes formula. 2nd revised ed. (English) Zbl 1276.91002

Graduate Studies in Mathematics 70. Providence, RI: American Mathematical Society (AMS) (ISBN 978-0-8218-9490-3/hbk). xiv, 305 p. (2013).
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Lipschitz conditions for \(\mathrm{sub}_\phi(\Omega)\)-processes: applications to weakly self-similar processes with stationary increments. (English. Ukrainian original) Zbl 1232.60031

Theory Probab. Math. Stat. 82, 57-73 (2011); translation from Teor. Jmovirn. Mat. Stat. No. 82, 67-81.
MSC:  60G17 60G18 60G22
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Fractional processes as models in stochastic finance. (English) Zbl 1239.91001

Di Nunno, Giulia (ed.) et al., Advanced mathematical methods for finance. Berlin: Springer (ISBN 978-3-642-18411-6/hbk; 978-3-642-18412-3/ebook). 75-103 (2011).
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\(\varphi\)-sub-Gaussian random processes. (\(\варпхи\)-субгауссові випадкові процеси.) (Ukrainian) Zbl 1224.60070

Kyïv: Vydavnycho-PoligrafichnyĭTsentr, KyïvskyĭUniversytet (ISBN 978-966-439-051-1). 231 p. (2008).
MSC:  60G07 60-02 60G17
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Gaussian bridges. (English) Zbl 1144.60028

Benth, Fred Espen (ed.) et al., Stochastic analysis and applications. The Abel symposium 2005. Proceedings of the second Abel symposium, Oslo, Norway, July 29 – August 4, 2005, held in honor of Kiyosi Itô. Berlin: Springer (ISBN 978-3-540-70846-9/hbk). Abel Symposia 2, 361-382 (2007).
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Stochastic analysis and applications. The Abel symposium 2005. Proceedings of the second Abel symposium, Oslo, Norway, July 29 – August 4, 2005, held in honor of Kiyosi Itô. (English) Zbl 1113.60006

Abel Symposia 2. Berlin: Springer (ISBN 978-3-540-70846-9/hbk; 978-3-642-08982-4/pbk; 978-3-540-70847-6/ebook). xi, 678 p. (2007).
MSC:  60-06 00B25
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