Stochastic Volterra integral equations provide a powerful framework for modelling systems in which memory effects and hereditary properties play a central role. These equations extend the classical ...

The study of Stochastic Partial Differential Equations (SPDEs) occupies a central position in the modern analysis of physical systems where randomness and uncertainty play crucial roles. By ...

This is a preview. Log in through your library . Abstract We consider the stochastic sequence {Yt}t∈ N defined recursively by the linear relation Yt+1=AtYt+Bt in a random environment. The environment ...

This is a preview. Log in through your library . Abstract In this paper, we introduce a Wasserstein-type distance on the set of the probability distributions of strong solutions to stochastic ...

Studies mathematical theories and techniques for modeling financial markets. Specific topics include the binomial model, risk neutral pricing, stochastic calculus, connection to partial differential ...