Modern Stochastics and Applications
This volume presents an extensive overview of all major modern trends in applications of probability and stochastic analysis. It will be a great source of inspiration for designing new algorithms, modeling procedures, and experiments. Accessible to researchers, practitioners, as well as graduate an...
| Other Authors: | , , , |
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| Format: | eBook |
| Language: | English |
| Published: |
Cham
Springer International Publishing
2014, 2014
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| Edition: | 1st ed. 2014 |
| Series: | Springer Optimization and Its Applications
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| Subjects: | |
| Online Access: | |
| Collection: | Springer eBooks 2005- - Collection details see MPG.ReNa |
Table of Contents:
- Exponential convergence of multi-dimensional stochastic mechanical systems with switching (Anulova, Veretennikov)
- Asymptotic behaviour of the distribution density of the fractional Lévy motion (Kulik, Knopova).-Large deviations for random evolutions in the scheme of asymptotically small diffusion (Koroliuk, Samoilenko)
- Limit theorems for excursion sets of stationary random fields (Spodarev). Part IV: Finance and Risk
- Ambit processes, their volatility determination and their applications (Corcuera, Farkas, Valdivia)
- Some functional analytic tools for utility maximization (Gushchin, Khasanov, Morozov)
- Maximization of the survival probability by franchise and deductible amounts in the classical risk model (Ragulina).Part V: Statistics.-Asymptotic properties of drift parameter estimator based on discrete observations of stochastic differential equation driven by fractional Brownian motion ( Mishura, Ralchenko, Seleznev, Shevchenko)
- Minimum contrast method for parameter estimation in the spectral domain (Sakhno)
- Conditional estimators in exponential regression with errors incovariates (Shklyar)
- Part I: Probability Distributions in Applications.-Comparing Brownian stochastic integrals for the convex order (Yor, Hirsch)
- Application of φ-sub-Gaussian random processes in queueing theory (Kozachenko, Yamnenko)
- A review on time-changed pseudo processes and the related distributions (Orsingher)
- Reciprocal processes: a stochastic analysis approach (Roelly). Part II: Stochastic Equations
- Probabilistic counterparts of nonlinear parabolic PDE systems (Belopolskaya)
- Finite-time blowup and existence of global positive solutions of semilinear SPDE’s with fractional noise (Dozzi, Kolkovska, López-Mimbela)
- Hydrodynamics and SDE with Sobolev coefficients (Fang)
- Elementary pathwise methods for non-linear parabolic and transport type SPDE with fractal noise (Hinz, Issoglio, Zähle)
- SPDE’s driven by general stochastic measures (Radchenko). Part III: Limit Theorems