The purpose of this book is to present a comprehensive account of the different definitions of stochastic integration for fBm, and to give applications of the resulting theory. Particular emphasis is placed on studying the relations between the different approaches. Readers are assumed to be familiar with probability theory and stochastic analysis, although the mathematical techniques used in the book are thoroughly exposed and some of the necessary prerequisites, such as classical white noise theory and fractional calculus, are recalled in the appendices. This book will be a valuable...

The purpose of this book is to present a comprehensive account of the different definitions of stochastic integration for fBm, and to give applications of the resulting theory. Particular emphasis is placed on studying the relations between the different approaches. Readers are assumed to be familiar with probability theory and stochastic analysis, although the mathematical techniques used in the book are thoroughly exposed and some of the necessary prerequisites, such as classical white noise theory and fractional calculus, are recalled in the appendices. This book will be a valuable...

Thisbook provides an introduction to elementary probabilityand to Bayesian statistics usingde Finetti's subjectivist approach. One of the features of this approach is that it does not require theintroduction ofsample space a non-intrinsic concept that makes the treatment of elementary probability unnecessarily complex but introduces as fundamental the concept of random numbers directly related to itsinterpretation in applications. Events become a particular case of randomnumbers and probability a particular case of expectation when it isapplied to events. The subjective evaluation of...