Provides mathematicians and applied researchers with a well-developed framework in which option pricing can be formulated, and a natural transition from the the

"Provides mathematicians and applied researchers with a well-developed framework in which option pricing can be formulated, and a natural transition from the th

The book is devoted to the new trends in random evolutions and their various applications to stochastic evolutionary sytems (SES). Such new developments as the

This book shows, on numerous examples, how to make decisions in realistic situations when we have both uncertainty and constraints. In most these situations, th

Results from the now-classical distribution theory involving convolution and Fourier transformation are extended to cater for Colombeau's generalized functions.