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Preface vii
Chapter 1 Stochastic Modelling and Simulations of Structured Investment
Plans
1
Ling Feng, Yile Li, Xuerong Mao and Zhigang Huang
Chapter 2 Limitation of the Least Square Method in the Evaluation
of Dimension of Fractal Brownian Motions
23
Siming Liu and Bingqiang Qiao
Chapter 3 Parameter Estimation for Weighted Fractional Ornstein-Uhlenbeck
Processes with Discrete Observations
37
Xiuwei Yin, Guangjun Shen and Longjuan Deng
Chapter 4 Comparing Traditional Proofs of the Modulus of Continuity
and the Law of the Iterated Logarithm to a New Method
which Yields Rates of Convergence
53
Lisa Marano
Chapter 5 Transporting a Macroscopic Object by Brownian Motion
– An Object as a Pollen Particle, Robots as Liquid Molecules
75
Teturo Itami
Chapter 6 Maximum Principle for Stochastic Discrete-Time Ito Equations 101
N. I. Mahmudov
Chapter 7 On the Controllability for Neutral Stochastic Functional
Differential Equations Driven by a Fractional Brownian Motion
in a Hilbert Space
117
El Hassan Lakhel
Chapter 8 Controllability of Impulsive Neutral Stochastic Functional
Integro-Differential Equations Driven by Fractional Brownian
Motion
131
El Hassan Lakhel and Mark A. McKibben
Chapter 9 Specific Features of Brownian Diffusion of Nanoparticles
in Micro-Nanodroplets
149
Sergey P. Fisenko and Yuliya A. Khodyko
Chapter 10 Brownian Motion and the Formation of Dark Matter Haloes 165
N. Hiotelis
Chapter 11 Literature as a Diffusion Process 201
Agamirza E. Bashirov and Gunash Bashirova
Chapter 12 Almost Periodic Solution of Some Stochastic Difference Equations 219
Mamadou Moustapha Mbaye
Chapter 13 Impulsive Stochastic Differential Equations Driven
by G-Brownian Motion
231
Lanying Hu and Yong Ren
Chapter 14 Fractional Stochastic Differential Equations 243
P. Balasubramaniam and P. Tamilalagan
Chapter 15 Abstract Second-Order Damped Stochastic Evolution Equations
in a Hilbert Space Driven by Fractional Brownian Motion
267
Mark A. McKibben and Micah Webster
Index 289
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