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

• 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: Probabilities.; Game theory.; System theory.; Calculus of variations.; Partial differential equations.; Probability Theory and Stochastic Processes.; Game Theory, Economics, Social and Behav. Sciences.; Systems Theory, Control.; Calculus of Variations and Optimal Control; Optimization.; Partial Differential Equations.

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...

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.