Stochastic Processes and Applications

Chapter 2 A Journey in the World of Stochastic Processes

Chapter 3 Individual Ergodic Theorems for Perturbed Alternating Regenerative Processes

Chapter 4 On Baxter Type Theorems for Generalized Random Gaussian Fields

Chapter 5 Limit Theorems for Quadratic Variations of the Lei–Nualart Process

Chapter 6 Parameter Estimation for Gaussian Processes with Application to the Model with Two Independent Fractional Brownian Motions

Chapter 7 Application of Limit Theorems for Superposition of Random Functions to Sequential Estimation

Chapter 8 On Simulation of a Fractional Ornstein–Uhlenbeck Process of the Second Kind by the Circulant Embedding Method

Chapter 9 Constructive Martingale Representation in Functional Itô Calculus: A Local Martingale Extension

Chapter 10 Random Fields Related to the Symmetry Classes of Second-Order Symmetric Tensors

Chapter 11 Nonlinearly Perturbed Birth-Death-Type Models

Chapter 12 Phase-Type Distribution Approximations of the Waiting Time Until Coordinated Mutations Get Fixed in a Population

Chapter 13 Characterizing the Initial Phase of Epidemic Growth on Some Empirical Networks

Chapter 14 Replication of Wiener-Transformable Stochastic Processes with Application to Financial Markets with Memory

Chapter 15 A New Approach to the Modeling of Financial Volumes

Chapter 16 PageRank in Evolving Tree Graphs

Chapter 17 Traditional and Lazy PageRanks for a Line of Nodes Connected with Complete Graphs

Chapter 18 Continuous Approximations of Discrete Choice Models Using Point Process Theory

Chapter 19 Nonlinear Dynamics Simulations of Microbial Ecological Processes: Model, Diagnostic Parameters of Deterministic Chaos, and Sensitivity Analysis