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XII Symposium of Probability and Sto...

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

Record Type:	Electronic resources : Monograph/item
Title/Author:	XII Symposium of Probability and Stochastic Processesedited by Daniel Hernandez-Hernandez, Juan Carlos Pardo, Victor Rivero.
Reminder of title:	Merida, Mexico, November 16-20, 2015 /
remainder title:	12th Symposium of Probability and Stochastic Processes
other author:	Hernandez-Hernandez, Daniel.
corporate name:
Published:	Cham :Springer International Publishing :2018.
Description:	xi, 234 p. :ill., digital ;25 cm.
Contained By:	Springer eBooks
Subject:	Probabilities
Online resource:	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 /
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