Bernstein processes, Euclidean Quantum Mechanics and Interest Rate Models

Zambrini, Probabilistic deformation of contact geometry, diffusion pro- cesses and their quadratures, Seminar on Stochastic Analysis, Random Fields and applications V, 203-226,

Jump processes and diffusions in relativistic stochastic mechanics.. Annales

Therefore, apart from subtleties of physical inter- pretation, for which we refer to [J], [7], [8 ], we can say that stochastic variational principles provide a

After giving a very short introduction to few aspects of random matrix models and recalling a physical motivation called Group Field Theory, we start exploring the world of

Mathematical models of heat and mass transfer and deformation pro- cesses of biomaterials are investigated, taking into account such properties as

We have proposed a method to effectively construct the probability density function of a random variable in high dimension and for any support of its probability distribution by

Now we focus on the convergence in the mean-square sense and show that the numerical solutions obtained via the splitting approach converge to the process as the time step ∆ → 0

The material is organized as follows. Random measures and point pro- cesses are presented first, whereas stochastic geometry is discussed at the end of the book. For point processes