Modern Problems of Stochastic Analysis and Statistics Selected Contributions In Honor of Valentin Konakov /
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...
Συγγραφή απο Οργανισμό/Αρχή: | |
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Άλλοι συγγραφείς: | |
Μορφή: | Ηλεκτρονική πηγή Ηλ. βιβλίο |
Γλώσσα: | English |
Έκδοση: |
Cham :
Springer International Publishing : Imprint: Springer,
2017.
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Σειρά: | Springer Proceedings in Mathematics & Statistics,
208 |
Θέματα: | |
Διαθέσιμο Online: | Full Text via HEAL-Link |
Πίνακας περιεχομένων:
- 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.