Stochastic Analysis of Mixed Fractional Gaussian Processes

Table of Contents

1. Gaussian Processes 2. Fractional and Sub-fractional Brownian Motions 3. Mixed Fractional and Mixed Sub-fractional Brownian Motions

Authors

Yuliya Mishura Head, Department of Probability, Statistics and Actuarial Mathematics, Faculty of Mechanics and Mathematics, Taras Shevchenko Kyiv National University, Kiev, Ukraine. Yuliya Mishura is Professor and Head of the Department of Probability Theory, Statistics and Actuarial Mathematics, Faculty of Mechanics and Mathematics, Taras Shevchenko National University of Kyiv, Ukraine. Her research interests include stochastic analysis, theory of stochastic processes, stochastic differential equations, numerical schemes, financial mathematics, risk processes, statistics of stochastic processes, and models with long-range dependence. Mounir Zili Professor, Faculty of Sciences, Monastir-University of Monastir. Mounir Zili works at the University of Monastir, Faculty of sciences of Monastir with expertise in Probability Theory, Applied Mathematics, Analysis