/LC.GIF&client=easterncarolinaedu)
Modern stochastics and applications / Volodymyr Korolyuk ... [and 4 others], editors.
| Other author | Korolyuk, Vladimir V. |
| Other author | International Conference "Modern Stochastics: Theory and Applications" 2012 : Kyïvsʹkyĭ nat͡sionalʹnyĭ universytet imeni Tarasa Shevchenka) |
| Format | Electronic |
| Publication Info | Cham ; New York : Springer, [2014] |
| Description | xvii, 349 pages ; 24 cm. |
| Supplemental Content | Full text available from Springer Books |
| Supplemental Content | Full text available from Springer Nature - Springer Mathematics and Statistics eBooks 2014 English International |
| Subjects |
| Series | Springer Optimization and Its Applications, 1931-6828 ; volume 90 Springer optimization and its applications ; v.90. ^A699289 |
| Contents | Comparing Brownian stochastic integrals for the convex order -- Application of sub-Gaussian random processes in qeueing theory -- A review on time-changed pseudoprocesses and related distributions -- Reciprocal processes : a stochastic analysis approach -- Probabilistic counterparts of nonlinear parabolic partial differential equation systems -- Finite-time blowup and existence of global positive solutions of a semi-linear stochastic partial differential equation with fractional noise -- Hydrodynamics and stochastic differential equation with Sobolev coefficients -- Elementary pathwise methods for nonlinear parabolic and transport type stochastic partial differential equations with fractal noise -- Stochastic partial differential equations driven by general stochastic measures -- Exponential convergence of degenerate hybrid stochastic systems with full dependence -- Asymptotic behaviour of the distribution density of the fractional Lévy motion -- Large deviations for random evolutions in the scheme of asymptotic small diffusion -- Limit theorems for excursion sets of stationary random fields -- Ambit processes, their volitility determination and their applications -- Some functional analytic tools for utility maximization -- Maximization of the survival probability by franchise and deductible amounts in the classical risk model -- Asymptotic properties of drift parameter estimator based on discrete observations of stochastic differential equation driven by fractional Brownian motion -- Minimum contrast method for parameter estimation in the spectral domain -- Conditional estimators in exponential regression with errors in covariates |
| Bibliography note | Includes bibliographical references. |
| Access restriction | Available only to authorized users. |
| Technical details | Mode of access: World Wide Web |
| Genre/form | Electronic books. |
| LCCN | 2013958217 |
| ISBN | 9783319035116 (hbk. : alk. paper) |
| ISBN | 3319035118 (hbk. : alk. paper) |
Availability
| Library | Location | Call Number | Status | Item Actions |
|---|---|---|---|---|
| Electronic Resources | ✔ Available |