Modern Problems of Stochastic Analysis and Statistics
-15%
portes grátis
Modern Problems of Stochastic Analysis and Statistics
Selected Contributions In Honor of Valentin Konakov
Panov, Vladimir
Springer International Publishing AG
05/2018
511
Mole
Inglês
9783319879970
15 a 20 dias
795
Descrição não disponível.
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 Haefner, 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.
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Markov processes;stochastic analysis;population dynamics;random flight models;nonparametric inference;limit theorems
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 Haefner, 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.
Este título pertence ao(s) assunto(s) indicados(s). Para ver outros títulos clique no assunto desejado.
