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Modern Stochastics and Applications / / edited by Volodymyr Korolyuk, Nikolaos Limnios, Yuliya Mishura, Lyudmyla Sakhno, Georgiy Shevchenko
| Modern Stochastics and Applications / / edited by Volodymyr Korolyuk, Nikolaos Limnios, Yuliya Mishura, Lyudmyla Sakhno, Georgiy Shevchenko |
| Edizione | [1st ed. 2014.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2014 |
| Descrizione fisica | 1 online resource (352 pages) |
| Disciplina | 519.23 |
| Collana | Springer Optimization and Its Applications |
| Soggetto topico |
Calculus of variations
Probabilities Matrix theory Algebra Computers Actuarial science Economics, Mathematical Calculus of Variations and Optimal Control; Optimization Probability Theory and Stochastic Processes Linear and Multilinear Algebras, Matrix Theory Information Systems and Communication Service Actuarial Sciences Quantitative Finance |
| Soggetto genere / forma | Conference proceedings. |
| ISBN | 3-319-03512-6 |
| Classificazione |
510
SK 820 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Part I: Probability Distributions in Applications.-Comparing Brownian stochastic integrals for the convex order (Yor, Hirsch) -- Application of φ-sub-Gaussian random processes in queueing theory (Kozachenko, Yamnenko) -- A review on time-changed pseudo processes and the related distributions (Orsingher) -- Reciprocal processes: a stochastic analysis approach (Roelly). Part II: Stochastic Equations -- Probabilistic counterparts of nonlinear parabolic PDE systems (Belopolskaya) -- Finite-time blowup and existence of global positive solutions of semilinear SPDE’s with fractional noise (Dozzi, Kolkovska, López-Mimbela) -- Hydrodynamics and SDE with Sobolev coefficients (Fang) -- Elementary pathwise methods for non-linear parabolic and transport type SPDE with fractal noise (Hinz, Issoglio, Zähle) -- SPDE’s driven by general stochastic measures (Radchenko). Part III: Limit Theorems -- Exponential convergence of multi-dimensional stochastic mechanical systems with switching (Anulova, Veretennikov) -- Asymptotic behaviour of the distribution density of the fractional Lévy motion (Kulik, Knopova).-Large deviations for random evolutions in the scheme of asymptotically small diffusion (Koroliuk, Samoilenko) -- Limit theorems for excursion sets of stationary random fields (Spodarev). Part IV: Finance and Risk -- Ambit processes, their volatility determination and their applications (Corcuera, Farkas, Valdivia) -- Some functional analytic tools for utility maximization (Gushchin, Khasanov, Morozov) -- Maximization of the survival probability by franchise and deductible amounts in the classical risk model (Ragulina).Part V: Statistics.-Asymptotic properties of drift parameter estimator based on discrete observations of stochastic differential equation driven by fractional Brownian motion ( Mishura, Ralchenko, Seleznev, Shevchenko) -- Minimum contrast method for parameter estimation in the spectral domain (Sakhno) -- Conditional estimators in exponential regression with errors in covariates (Shklyar). |
| Record Nr. | UNINA-9910300152803321 |
| Cham : , : Springer International Publishing : , : Imprint : Springer, , 2014 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Theory and statistical applications of stochastic processes / / Yuliya Mishura, Georgiy Shevchenko
| Theory and statistical applications of stochastic processes / / Yuliya Mishura, Georgiy Shevchenko |
| Autore | Mishura Yuliya |
| Pubbl/distr/stampa | London, England ; ; Hoboken, New Jersey : , : ISTE Ltd : , : John Wiley & Sons, Inc., , 2017 |
| Descrizione fisica | 1 online resource (383 pages) : illustrations |
| Disciplina | 003.76 |
| Collana |
Mathematics and Statistics
THEi Wiley ebooks |
| Soggetto topico | Stochastic processes - Data processing |
| ISBN |
1-119-47659-3
1-119-44160-9 1-119-47663-1 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910271024003321 |
Mishura Yuliya
|
||
| London, England ; ; Hoboken, New Jersey : , : ISTE Ltd : , : John Wiley & Sons, Inc., , 2017 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Theory and statistical applications of stochastic processes / / Yuliya Mishura, Georgiy Shevchenko
| Theory and statistical applications of stochastic processes / / Yuliya Mishura, Georgiy Shevchenko |
| Autore | Mishura Yuliya |
| Pubbl/distr/stampa | London, England ; ; Hoboken, New Jersey : , : ISTE Ltd : , : John Wiley & Sons, Inc., , 2017 |
| Descrizione fisica | 1 online resource (383 pages) : illustrations |
| Disciplina | 003.76 |
| Collana |
Mathematics and Statistics
THEi Wiley ebooks |
| Soggetto topico | Stochastic processes - Data processing |
| ISBN |
1-119-47659-3
1-119-44160-9 1-119-47663-1 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910825576003321 |
|
Mishura Yuliya
|
||
| London, England ; ; Hoboken, New Jersey : , : ISTE Ltd : , : John Wiley & Sons, Inc., , 2017 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||