Stochastic Processes and Applications SPAS2017, Västerås and Stockholm, Sweden, October 4-6, 2017 /

This book highlights the latest advances in stochastic processes, probability theory, mathematical statistics, engineering mathematics and algebraic structures, focusing on mathematical models, structures, concepts, problems and computational methods and algorithms important in modern technology, en...

Πλήρης περιγραφή

Λεπτομέρειες βιβλιογραφικής εγγραφής
Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
Άλλοι συγγραφείς: Silvestrov, Sergei (Επιμελητής έκδοσης, http://id.loc.gov/vocabulary/relators/edt), Malyarenko, Anatoliy (Επιμελητής έκδοσης, http://id.loc.gov/vocabulary/relators/edt), Rančić, Milica (Επιμελητής έκδοσης, http://id.loc.gov/vocabulary/relators/edt)
Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
Γλώσσα:English
Έκδοση: Cham : Springer International Publishing : Imprint: Springer, 2018.
Έκδοση:1st ed. 2018.
Σειρά:Springer Proceedings in Mathematics & Statistics, 271
Θέματα:
Διαθέσιμο Online:Full Text via HEAL-Link
Πίνακας περιεχομένων:
  • Part I Stochastic Processes: Silvestrov Dmitrii: A Journey in the World of Stochastic Processes
  • Silvestrov Dmitrii: Individual Ergodic Theorems for Perturbed Alternating Regenerative Processes
  • Krasnitskiy Sergey and Kurchenko Oleksandr: On Baxter Type Theorems for Generalized Random Gaussian Fields
  • Bajja Salwa, Es-Sebaiy Khalifa, and Viitasaari Lauri: Limit Theorems for Quadratic Variations of the Lei-Nualart Process
  • Mishura Yuliya, Ralchenko Kostiantyn, and Shklyar Sergiy: Parameter Estimation for Gaussian Processes with Application to the Model with two Independent Fractional Brownian Motions
  • Rakhimova Gulnoza: Application of Limit Theorems for Superposition of Random Functions to Sequential Estimation
  • Morlanes José Igor and Andreev Andriy: On Simulation of a Fractional Ornstein-Uhlenbeck Process of the Second Kind by the Circulant Embedding Method
  • Lindensjö Kristoffer: Constructive Martingale Representation in Functional Itô Calculus: a Local Martingale Extension
  • Malyarenko Anatoliy and Ostoja-Starzewski Martin: Random Fields Related to the Symmetry Classes of Second-Order Symmetric Tensors
  • Part II Applications of Stochastic Processes: Silvestrov Dmitrii, Petersson Mikael, and Hössjer Ola: Nonlinearly Perturbed Birth-Death-Type Models
  • Hössjer Ola, Bechly Günter, and Gauger Ann: Phase-type Distribution Approximations of the Waiting Time Until Coordinated Mutations Get Fixed in a Population
  • Spricer Kristoffer and Trapman Pieter: Characterizing the Initial Phase of Epidemic Growth on some Empirical Networks
  • Boguslavskaya Elena, Mishura Yuliya, and Shevchenko Georgiy: Replication of Wiener-Transformable Stochastic Processes with Application to Financial Markets with Memory
  • D'Amico Guglielmo, Gismondi Fulvio, and Petroni Filippo: A New Approach to the Modeling of Financial Volumes
  • Abola Benard, Biganda Pitos Seleka, Engström Christopher, Mango John Magero, Kakuba Godwin, and Silvestrov Sergei: PageRank in Evolving Tree Graphs
  • Biganda Pitos Seleka, Abola Benard, Engström Christopher, Mango John Magero, Kakuba Godwin, and Silvestrov Sergei: Traditional and Lazy PageRanks for a Line of Nodes Connected with Complete Graphs
  • Malmberg Hannes and Hössjer Ola : Continuous Approximations of Discrete Choice Models Using Point Process Theory
  • Faybishenko Boris, Molz Fred, and Agarwal Deborah: Nonlinear Dynamics Simulations of Microbial Ecological Processes: Model, Diagnostic Parameters of Deterministic Chaos, and Sensitivity Analysis
  • Index.