Stable Lévy processes and related stochastic processes play an important role in stochastic modelling in applied sciences, in particular in financial mathemati

This volume is a collection of solicited and refereed articles from distinguished researchers across the field of stochastic analysis and its application to fin

Data analysis as an area of importance has grown exponentially, especially during the past couple of decades. This can be attributed to a rapidly growing comput

This is the second updated and extended edition of the successful book on Feynman-Kac theory. It offers a state-of-the-art mathematical account of functional in