Entropies and Fractionality : Entropy Functionals, Small Deviations and Related Integral Equations (Hardcover)

Preface?
Introduction

I Entropies and Entropy Risk Measures Related to Probability Distributions

1 Entropies of Selected Distributions and Their Properties

2 Entropic Risk Measure EVaR in Relation to Selected Distributions

II Entropies and Entropy Functionals Related to Fractional Stochastic Processes

3 Entropies of Fractional Processes

4 Fractional Gaussian Noise: Entropy, Entropy Rate and Alternative Entropy Functionals

5 Evaluation of Extreme Values of the Relative Entropy Functionals Related to the Mixture of Wiener Processes

6 Entropy Optimization for a Mixture of Standard and Fractional Brownian Motions

III Small Deviations of the Mixed Fractional Processes and Numerical Solution of the Related Integral Equations

7?Optimization of Small Deviation for Mixed Fractional Brownian Motion with Trend

8 Approximate Solution of the Integral Equations Involving Kernel with Additional Singularity

A Elements of Calculus, Fractional Calculus and Stochastics

Bibliography

Index