XII Symposium of Probability and Stochastic Processes Merida, Mexico, November 16-20, 2015 /

This volume contains the proceedings of the XII Symposium of Probability and Stochastic Processes which took place at Universidad Autonoma de Yucatan in Merida, Mexico, on November 16-20, 2015. This meeting was the twelfth meeting in a series of ongoing biannual meetings aimed at showcasing the rese...

Πλήρης περιγραφή

Λεπτομέρειες βιβλιογραφικής εγγραφής
Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
Άλλοι συγγραφείς: Hernández-Hernández, Daniel (Επιμελητής έκδοσης, http://id.loc.gov/vocabulary/relators/edt), Pardo, Juan Carlos (Επιμελητής έκδοσης, http://id.loc.gov/vocabulary/relators/edt), Rivero, Victor (Επιμελητής έκδοσης, http://id.loc.gov/vocabulary/relators/edt)
Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
Γλώσσα:English
Έκδοση: Cham : Springer International Publishing : Imprint: Birkhäuser, 2018.
Έκδοση:1st ed. 2018.
Σειρά:Progress in Probability, 73
Θέματα:
Διαθέσιμο Online:Full Text via HEAL-Link
Πίνακας περιεχομένων:
  • Scaling limits of Markov-Branching trees and applications
  • Optimality of two-parameter strategies in stochastic control
  • Asymptotic results for the severity and surplus before ruin for a class of Lévy insurance processes
  • Characterization of the minimal penalty of a convex risk measure with applications to robust utility maximization for Lévy models
  • Blackwell-Nash equilibria in zero-sum stochastic differential games
  • A note on Gamma-convergence of monotone functionals
  • A criterion for blow up in finite time of a system of 1-dimensional reaction-diffusion equations
  • A note on the small-time behavior of the largest block size of Beta n-coalescents.