Non-additive measure theory extends the traditional framework of measure and integration by allowing for measures that do not necessarily satisfy the additivity property. This broader perspective has ...

Journal of Applied Probability and Advances in Applied Probability have for four decades provided a forum for original research and reviews in applied probability, mapping the development of ...

We study the small time path behavior of double stochastic integrals of the form $\int_{0}^{t} (\int_{0}^{r} b(u) dW(u))^{T} dW(r)$, where W is a d-dimensional Brownian motion and b is an integrable ...

Probability theory forms the mathematical backbone for quantifying uncertainty and random events, providing a rigorous language with which to describe both everyday phenomena and complex scientific ...