03886nam 22005535 450 991025430440332120200704081203.03-319-65313-X10.1007/978-3-319-65313-6(CKB)4340000000223335(DE-He213)978-3-319-65313-6(MiAaPQ)EBC5153985(PPN)221253084(EXLCZ)99434000000022333520171122d2017 u| 0engurnn|008mamaatxtrdacontentcrdamediacrrdacarrierModern Problems of Stochastic Analysis and Statistics Selected Contributions In Honor of Valentin Konakov /edited by Vladimir Panov1st ed. 2017.Cham :Springer International Publishing :Imprint: Springer,2017.1 online resource (XII, 511 p. 15 illus., 8 illus. in color.) Springer Proceedings in Mathematics & Statistics,2194-1009 ;2083-319-65312-1 Includes bibliographical references.0. Preface -- List of contributors -- 1. Youri Davydov, Valentin Konakov, Roberto Garra and Enzo Orsingher: Random motions -- 2. Aurélien 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 Häfner, 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.Springer Proceedings in Mathematics & Statistics,2194-1009 ;208Statistics ProbabilitiesStatistical Theory and Methodshttps://scigraph.springernature.com/ontologies/product-market-codes/S11001Probability Theory and Stochastic Processeshttps://scigraph.springernature.com/ontologies/product-market-codes/M27004Statistics for Life Sciences, Medicine, Health Scienceshttps://scigraph.springernature.com/ontologies/product-market-codes/S17030Statistics .Probabilities.Statistical Theory and Methods.Probability Theory and Stochastic Processes.Statistics for Life Sciences, Medicine, Health Sciences.519.2Panov Vladimiredthttp://id.loc.gov/vocabulary/relators/edtMiAaPQMiAaPQMiAaPQBOOK9910254304403321Modern Problems of Stochastic Analysis and Statistics1562556UNINA