國立高雄大學圖資館 |

語系: 繁體中文

說明(常見問題)

圖資館首頁

登入

回首頁

切換: 標籤 | MARC模式 | ISBD

XII Symposium of Probability and Sto...

(1998 :)

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

紀錄類型:	書目-電子資源 : Monograph/item
正題名/作者:	XII Symposium of Probability and Stochastic Processesedited by Daniel Hernandez-Hernandez, Juan Carlos Pardo, Victor Rivero.
其他題名:	Merida, Mexico, November 16-20, 2015 /
其他題名:	12th Symposium of Probability and Stochastic Processes
其他作者:	Hernandez-Hernandez, Daniel.
團體作者:
出版者:	Cham :Springer International Publishing :2018.
面頁冊數:	xi, 234 p. :ill., digital ;25 cm.
Contained By:	Springer eBooks
標題:	Probabilities
電子資源:	http://dx.doi.org/10.1007/978-3-319-77643-9
ISBN:	9783319776439$q(electronic bk.)

XII Symposium of Probability and Stochastic ProcessesMerida, Mexico, November 16-20, 2015 /
XII Symposium of Probability and Stochastic ProcessesMerida, Mexico, November 16-20, 2015 /[electronic resource] :12th Symposium of Probability and Stochastic Processesedited by Daniel Hernandez-Hernandez, Juan Carlos Pardo, Victor Rivero. - Cham :Springer International Publishing :2018. - xi, 234 p. :ill., digital ;25 cm. - Progress in probability,v.731050-6977 ;. - Progress in probability ;43..

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 Levy insurance processes -- Characterization of the minimal penalty of a convex risk measure with applications to robust utility maximization for Levy 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.

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 research of Mexican probabilists as well as promote new collaborations between the participants. The book features articles drawn from different research areas in probability and stochastic processes, such as: risk theory, limit theorems, stochastic partial differential equations, random trees, stochastic differential games, stochastic control, and coalescence. Two of the main manuscripts survey recent developments on stochastic control and scaling limits of Markov-branching trees, written by Kazutoshi Yamasaki and Benedicte Haas, respectively. The research-oriented manuscripts provide new advances in active research fields in Mexico. The wide selection of topics makes the book accessible to advanced graduate students and researchers in probability and stochastic processes.

ISBN: 9783319776439$q(electronic bk.)

Standard No.: 10.1007/978-3-319-77643-9doiSubjects--Topical Terms:

269300
Probabilities

LC Class. No.: QA273.A1 / S965 2015

Dewey Class. No.: 519.22

XII Symposium of Probability and Stochastic ProcessesMerida, Mexico, November 16-20, 2015 /
LDR:02947nmm a2200349 a 4500 001 540776
003 DE-He213
005 20190109164317.0
006 m d
007 cr nn 008maaau
008 190308s2018 gw s 0 eng d
020 $a 9783319776439$q(electronic bk.)
020 $a 9783319776422$q(paper)
024 7 $a 10.1007/978-3-319-77643-9 $2 doi
035 $a 978-3-319-77643-9
040 $a GP $c GP
041 0 $a eng
050 4 $a QA273.A1 $b S965 2015
072 7 $a PBT $2 bicssc
072 7 $a PBWL $2 bicssc
072 7 $a MAT029000 $2 bisacsh
082 0 4 $a 519.22 $2 23
090 $a QA273.A1 $b S989 2015
111 2 $n (3rd : $d 1998 : $c Amsterdam, Netherlands) $3 194767
245 1 0 $a XII Symposium of Probability and Stochastic Processes $h [electronic resource] : $b Merida, Mexico, November 16-20, 2015 / $c edited by Daniel Hernandez-Hernandez, Juan Carlos Pardo, Victor Rivero.
246 3 $a 12th Symposium of Probability and Stochastic Processes
260 $a Cham : $b Springer International Publishing : $b Imprint: Birkhauser, $c 2018.
300 $a xi, 234 p. : $b ill., digital ; $c 25 cm.
490 1 $a Progress in probability, $x 1050-6977 ; $v v.73
505 0 $a 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 Levy insurance processes -- Characterization of the minimal penalty of a convex risk measure with applications to robust utility maximization for Levy 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.
520 $a 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 research of Mexican probabilists as well as promote new collaborations between the participants. The book features articles drawn from different research areas in probability and stochastic processes, such as: risk theory, limit theorems, stochastic partial differential equations, random trees, stochastic differential games, stochastic control, and coalescence. Two of the main manuscripts survey recent developments on stochastic control and scaling limits of Markov-branching trees, written by Kazutoshi Yamasaki and Benedicte Haas, respectively. The research-oriented manuscripts provide new advances in active research fields in Mexico. The wide selection of topics makes the book accessible to advanced graduate students and researchers in probability and stochastic processes.
650 0 $a Probabilities $3 269300
650 0 $a Stochastic processes $3 281628
650 1 4 $a Mathematics. $3 184409
650 2 4 $a Probability Theory and Stochastic Processes. $3 274061
650 2 4 $a Game Theory, Economics, Social and Behav. Sciences. $3 274083
650 2 4 $a Systems Theory, Control. $3 274654
650 2 4 $a Calculus of Variations and Optimal Control; Optimization. $3 274198
650 2 4 $a Partial Differential Equations. $3 274075
700 1 $a Hernandez-Hernandez, Daniel. $3 573101
700 1 $a Pardo, Juan Carlos. $3 819224
700 1 $a Rivero, Victor. $3 819225
710 2 $a SpringerLink (Online service) $3 273601
773 0 $t Springer eBooks
830 0 $a Progress in probability ; $v 43. $3 439056
856 4 0 $u http://dx.doi.org/10.1007/978-3-319-77643-9
950 $a Mathematics and Statistics (Springer-11649)