On the Moving Boundary Hitting Probability for the Brownian Motion

2000 Mathematics Subject Classification: 60J65.

Services for Satellite Data Processing

Data processing services for Meteosat geostationary satellite are presented. Implemented services correspond to the different levels of remote-sensing data processing, including noise reduction at preprocessing level, cloud mask extraction at low-level and fractal dimension estimation at high-level. Cloud mask obtained as a result of Markovian segmentation of infrared data. To overcome high computation complexity of Markovian segmentation parallel algorithm is developed. Fractal dimension of Meteosat data estimated using fractional Brownian motion models.

Fractional Fokker-Planck-Kolmogorov type Equations and their Associated Stochastic Differential Equations

MSC 2010: 26A33, 35R11, 35R60, 35Q84, 60H10 Dedicated to 80-th anniversary of Professor Rudolf Gorenflo

Weak Convergence to the Tangent Process of the Linear Multifractional Stable Motion

2000 Mathematics Subject Classification: 60G18, 60E07

An Approach to Wealth Modelling

2000 Mathematics Subject Classification: 60G48, 60G20, 60G15, 60G17. JEL Classification: G10

Sub- and Super-solutions of a Nonlinear PDE, and Application to a Semilinear SPDE

2010 Mathematics Subject Classification: 35R60, 60H15, 74H35.