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Stochastic Processes with Applications

Stochastic processes have wide relevance in mathematics both for theoretical aspects and for their numerous real-world applications in various domains. They represent a very active research field which is attracting the growing interest of scientists from a range of disciplines.This Special Issue ai...

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Bibliographic Details
Main Author: Macci, Claudio
Other Authors: Di Crescenzo, Antonio, Martinucci, Barbara
Format: eBook
Language:English
Published: MDPI - Multidisciplinary Digital Publishing Institute 2019
Subjects:
Bounds
Stand-by Server
Multiplicative Noises
Strang-marchuk Splitting Approach
Regularly Varying Functions
Birth-death Process
Small Deviations
Diffusion Model
Structural Breaks
Mixed Gaussian Process
Stochastic Order
Diffusion
Time-non-homogeneous Birth-death Processes
First-passage Time
Slowly Varying Functions
Maximum Likelihood Estimation
Nonhomogeneous Poisson Process
Rate Of Convergence
First-passage-time
General Bulk Service
Repairs
First Chebyshev Function
Continuous-time Markov Chains
Fractional Birth-death Processes
Fractional Queues
Double-ended Queues
Time Between Inspections
Growth Curves
Transient Probabilities
Lognormal Diffusion Process
Proportional Hazard Rates
Fractional Differential-difference Equations
Exogenous Factors
Stochastic Orders
Mean Square Stability
Reliability
Sensor Networks
Discrete Time Stochastic Model
Catastrophes
Loan Interest Rate Regulation
Periodic Intensity Functions
Exact Asymptotics
Fusion Estimation
Total Variation Distance
Weighted Quadratic Variation
Two-dimensional Signature
Transition Densities
Differential Entropy
Breakdown And Repair
Nematode Infection
Cohen And Grossberg Neural Networks
Stochastic Process
Seasonal Environment
Non-markovian Queue
Random Parameter Matrices
Time-non-homogeneous Jump-diffusion Processes
Inverse First-passage Problem
Products Of Primes
Mixture Of Gaussian Laws
Host-parasite Interaction
Asymptotic Distribution
Random Delays
Multi-state Network
Totally Positive Of Order 2
Arithmetic Progressions
First Passage Time (fpt)
Scale Family Of Distributions
Wasserstein Distance
Forecast Combinations
Realized Volatility
Random Impulses
Multiple Vacation
Re-service
Busy Period
Online Access:
Collection: Directory of Open Access Books - Collection details see MPG.ReNa
Description
Summary:Stochastic processes have wide relevance in mathematics both for theoretical aspects and for their numerous real-world applications in various domains. They represent a very active research field which is attracting the growing interest of scientists from a range of disciplines.This Special Issue aims to present a collection of current contributions concerning various topics related to stochastic processes and their applications. In particular, the focus here is on applications of stochastic processes as models of dynamic phenomena in research areas certain to be of interest, such as economics, statistical physics, queuing theory, biology, theoretical neurobiology, and reliability theory. Various contributions dealing with theoretical issues on stochastic processes are also included.
Item Description:Creative Commons (cc), https://creativecommons.org/licenses/by-nc-nd/4.0/
Physical Description:1 electronic resource (284 p.)
ISBN:9783039217281
9783039217298
books978-3-03921-729-8

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