LEADER 04572nam 22006495 450 001 9910300107303321 005 20200704133759.0 010 $a3-319-77643-6 024 7 $a10.1007/978-3-319-77643-9 035 $a(CKB)4100000004974498 035 $a(MiAaPQ)EBC5437391 035 $a(DE-He213)978-3-319-77643-9 035 $a(PPN)22949501X 035 $a(EXLCZ)994100000004974498 100 $a20180626d2018 u| 0 101 0 $aeng 135 $aurcnu|||||||| 181 $ctxt$2rdacontent 182 $cc$2rdamedia 183 $acr$2rdacarrier 200 10$aXII Symposium of Probability and Stochastic Processes $eMerida, Mexico, November 16?20, 2015 /$fedited by Daniel Hernández-Hernández, Juan Carlos Pardo, Victor Rivero 205 $a1st ed. 2018. 210 1$aCham :$cSpringer International Publishing :$cImprint: Birkhäuser,$d2018. 215 $a1 online resource (240 pages) 225 1 $aProgress in Probability,$x1050-6977 ;$v73 311 $a3-319-77642-8 327 $aScaling 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 Lévy insurance processes -- Characterization of the minimal penalty of a convex risk measure with applications to robust utility maximization for Lévy 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. 330 $aThis volume contains the proceedings of the XII Symposium of Probability and Stochastic Processes which took place at Universidad Autonoma de Yucatan in Merida, Mexico, on November 16?20, 2015. This meeting was the twelfth meeting in a series of ongoing biannual meetings aimed at showcasing the research of Mexican probabilists as well as promote new collaborations between the participants. The book features articles drawn from different research areas in probability and stochastic processes, such as: risk theory, limit theorems, stochastic partial differential equations, random trees, stochastic differential games, stochastic control, and coalescence. Two of the main manuscripts survey recent developments on stochastic control and scaling limits of Markov-branching trees, written by Kazutoshi Yamasaki and Bénédicte Haas, respectively. The research-oriented manuscripts provide new advances in active research fields in Mexico. The wide selection of topics makes the book accessible to advanced graduate students and researchers in probability and stochastic processes. 410 0$aProgress in Probability,$x1050-6977 ;$v73 606 $aProbabilities 606 $aGame theory 606 $aSystem theory 606 $aCalculus of variations 606 $aPartial differential equations 606 $aProbability Theory and Stochastic Processes$3https://scigraph.springernature.com/ontologies/product-market-codes/M27004 606 $aGame Theory, Economics, Social and Behav. Sciences$3https://scigraph.springernature.com/ontologies/product-market-codes/M13011 606 $aSystems Theory, Control$3https://scigraph.springernature.com/ontologies/product-market-codes/M13070 606 $aCalculus of Variations and Optimal Control; Optimization$3https://scigraph.springernature.com/ontologies/product-market-codes/M26016 606 $aPartial Differential Equations$3https://scigraph.springernature.com/ontologies/product-market-codes/M12155 615 0$aProbabilities. 615 0$aGame theory. 615 0$aSystem theory. 615 0$aCalculus of variations. 615 0$aPartial differential equations. 615 14$aProbability Theory and Stochastic Processes. 615 24$aGame Theory, Economics, Social and Behav. Sciences. 615 24$aSystems Theory, Control. 615 24$aCalculus of Variations and Optimal Control; Optimization. 615 24$aPartial Differential Equations. 676 $a519.2 702 $aHernández-Hernández$b Daniel$4edt$4http://id.loc.gov/vocabulary/relators/edt 702 $aPardo$b Juan Carlos$4edt$4http://id.loc.gov/vocabulary/relators/edt 702 $aRivero$b Victor$4edt$4http://id.loc.gov/vocabulary/relators/edt 906 $aBOOK 912 $a9910300107303321 996 $aXII Symposium of Probability and Stochastic Processes$91912856 997 $aUNINA