Modern Problems of Stochastic Analysis and Statistics Selected Contributions In Honor of Valentin Konakov /

• Corporate Author: SpringerLink (Online service)
• Other Authors: Panov, Vladimir (Editor)
• Format: Electronic eBook
• Language: English
• Published: Cham : Springer International Publishing : Imprint: Springer, 2017.
• Series: Springer Proceedings in Mathematics & Statistics, 208
• Subjects: Statistics.; Probabilities.; Statistical Theory and Methods.; Probability Theory and Stochastic Processes.; Statistics for Life Sciences, Medicine, Health Sciences.

This book brings together the latest findings in the area of stochastic analysis and statistics. The individual chapters cover a wide range of topics from limit theorems, Markov processes, nonparametric methods, acturial science, population dynamics, and many others. The volume is dedicated to Valen...

Table of Contents:

• 0. Preface
• List of contributors
• 1. Youri Davydov, Valentin Konakov, Roberto Garra and Enzo Orsingher: Random motions
• 2. Aurélien Alfonsi, Masafumi Hayashi, Arturo Kohatsu-Higa, Gennaro Cibelli and Sergio Polidoro: Parametrix and heat kernel estimates
• 3. Ion Grama and Emile Le Page: Local limit theorems
• 4. Denis Belomestny, Stefan Häfner, Mikhail Urusov, Alexander Gushchin and Esko Valkeila: Approximation of stochastic processes
• 5. Alexandre Richard, Denis Talay, Yuliya Mishura and Kostiantyn Ralchenko: Fractional Brownian motion
• 6. Alexander Lykov, Vadim Malyshev, Bernard Derrida and Zhan Shi: Particle systems
• 7. Pierre Bellec, Alexandre Tsybakov and Enno Mammen: Statistics
• 8. Ekaterina Bulinskaya: Acturial science
• 9. Dan Han, Stanislav Molchanov, Joseph Whitmeyer: Population dynamics
• 10. Alexander Veretennikov: Ergodic Markov processes.