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Modern problems of stochastic analys...
~
Panov, Vladimir.
Modern problems of stochastic analysis and statisticsselected contributions in honor of Valentin Konakov /
紀錄類型:
書目-電子資源 : Monograph/item
正題名/作者:
Modern problems of stochastic analysis and statisticsedited by Vladimir Panov.
其他題名:
selected contributions in honor of Valentin Konakov /
其他作者:
Panov, Vladimir.
出版者:
Cham :Springer International Publishing :2017.
面頁冊數:
xii, 511 p. :ill., digital ;24 cm.
Contained By:
Springer eBooks
標題:
Stochastic processes.
電子資源:
http://dx.doi.org/10.1007/978-3-319-65313-6
ISBN:
9783319653136$q(electronic bk.)
Modern problems of stochastic analysis and statisticsselected contributions in honor of Valentin Konakov /
Modern problems of stochastic analysis and statistics
selected contributions in honor of Valentin Konakov /[electronic resource] :edited by Vladimir Panov. - Cham :Springer International Publishing :2017. - xii, 511 p. :ill., digital ;24 cm. - Springer proceedings in mathematics & statistics,v.2082194-1009 ;. - Springer proceedings in mathematics & statistics ;v.19..
0. Preface -- List of contributors -- 1. Youri Davydov, Valentin Konakov, Roberto Garra and Enzo Orsingher: Random motions -- 2. Aurelien 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 Hafner, 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.
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 Valentin Konakov, head of the International Laboratory of Stochastic Analysis and its Applications on the occasion of his 70th birthday. Contributions were prepared by the participants of the international conference of the international conference "Modern problems of stochastic analysis and statistics", held at the Higher School of Economics in Moscow from May 29 - June 2, 2016. It offers a valuable reference resource for researchers and graduate students interested in modern stochastics.
ISBN: 9783319653136$q(electronic bk.)
Standard No.: 10.1007/978-3-319-65313-6doiSubjects--Topical Terms:
181874
Stochastic processes.
LC Class. No.: QA274
Dewey Class. No.: 519.23
Modern problems of stochastic analysis and statisticsselected contributions in honor of Valentin Konakov /
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