"It is an expanded version of papers presented at the first Kansas-Missouri Winter School of Applied Probability, which was organized by Allanus Tsoi and was held at the University of Missouri, February 14 and 15, 2008."--Pref.
Includes bibliographical references.
ch. 1. Multidimensional Wick-Ito formula for Gaussian processes -- ch. 2. Fractional white noise multiplication -- ch. 3. Invariance principle of regime-switching diffusions -- ch. 4. Real options and competition.