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101 0 $aeng
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200 10$aModern Problems of Stochastic Analysis and Statistics $eSelected Contributions In Honor of Valentin Konakov /$fedited by Vladimir Panov
205   $a1st ed. 2017.
210  1$aCham :$cSpringer International Publishing :$cImprint: Springer,$d2017.
215   $a1 online resource (XII, 511 p. 15 illus., 8 illus. in color.) 
225 1 $aSpringer Proceedings in Mathematics & Statistics,$x2194-1009 ;$v208
311   $a3-319-65312-1 
320   $aIncludes bibliographical references.
327   $a0. 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.
330   $aThis book brings together the latest findings in the area of stochastic analysis and statistics. The individual chapters cover a wide range of topics from limit theorems, Markov processes, nonparametric methods, acturial science, population dynamics, and many others. The volume is dedicated to Valentin Konakov, head of the International Laboratory of Stochastic Analysis and its Applications on the occasion of his 70th birthday. Contributions were prepared by the participants of the international conference of the international conference ?Modern problems of stochastic analysis and statistics?, held at the Higher School of Economics in Moscow from May 29 - June 2, 2016. It offers a valuable reference resource for researchers and graduate students interested in modern stochastics.
410  0$aSpringer Proceedings in Mathematics & Statistics,$x2194-1009 ;$v208
606   $aStatistics 
606   $aProbabilities
606   $aStatistical Theory and Methods$3https://scigraph.springernature.com/ontologies/product-market-codes/S11001
606   $aProbability Theory and Stochastic Processes$3https://scigraph.springernature.com/ontologies/product-market-codes/M27004
606   $aStatistics for Life Sciences, Medicine, Health Sciences$3https://scigraph.springernature.com/ontologies/product-market-codes/S17030
615  0$aStatistics .
615  0$aProbabilities.
615 14$aStatistical Theory and Methods.
615 24$aProbability Theory and Stochastic Processes.
615 24$aStatistics for Life Sciences, Medicine, Health Sciences.
676   $a519.2
702   $aPanov$b Vladimir$4edt$4http://id.loc.gov/vocabulary/relators/edt
801  0$bMiAaPQ
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906   $aBOOK
912   $a9910254304403321
996   $aModern Problems of Stochastic Analysis and Statistics$91562556
997   $aUNINA