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This book provides an extensive, systematic overview of the modern theory of telegraph processes and their multidimensional counterparts, together with numerous

Markov Random Flights is the first systematic presentation of the theory of Markov random flights in the Euclidean spaces of different dimensions. Markov random

Presents inference and simulation of stochastic process in the field of model calibration for financial times series modelled by continuous time processes and n

The cooperation and contamination among mathematicians, statisticians and econometricians working in actuarial sciences and finance are improving the research o

The book gives a systematical presentation of stochastic approximation methods for discrete time Markov price processes. Advanced methods combining backward rec