The Resource Modern stochastics and applications, Volodymyr Korolyuk, Nikolaos Limnios, Yuliya Mishura, Lyudmyla Sakhno, Georgiy Shevchenko, editors
Modern stochastics and applications, Volodymyr Korolyuk, Nikolaos Limnios, Yuliya Mishura, Lyudmyla Sakhno, Georgiy Shevchenko, editors
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The item Modern stochastics and applications, Volodymyr Korolyuk, Nikolaos Limnios, Yuliya Mishura, Lyudmyla Sakhno, Georgiy Shevchenko, editors represents a specific, individual, material embodiment of a distinct intellectual or artistic creation found in University of Missouri Libraries.This item is available to borrow from 1 library branch.
Resource Information
The item Modern stochastics and applications, Volodymyr Korolyuk, Nikolaos Limnios, Yuliya Mishura, Lyudmyla Sakhno, Georgiy Shevchenko, editors represents a specific, individual, material embodiment of a distinct intellectual or artistic creation found in University of Missouri Libraries.
This item is available to borrow from 1 library branch.
 Summary
 This volume presents an extensive overview of all major modern trends in applications of probability and stochastic analysis. It will be a great source of inspiration for designing new algorithms, modeling procedures, and experiments. Accessible to researchers, practitioners, as well as graduate and postgraduate students, this volume presents a variety of new tools, ideas, and methodologies in the fields of optimization, physics, finance, probability, hydrodynamics, reliability, decision making, mathematical finance, mathematical physics, and economics. Contributions to this Work include those of selected speakers from the international conference entitled Modern Stochastics: Theory and Applications III, held on September 1014, 2012 at Taras Shevchenko National University of Kyiv, Ukraine. The conference covered the following areas of research in probability theory and its applications: stochastic analysis, stochastic processes and fields, random matrices, optimization methods in probability, stochastic models of evolution systems, financial mathematics, risk processes and actuarial mathematics, and information security
 Language
 eng
 Extent
 1 online resource (xvii, 349 pages)
 Contents

 Part I: Probability Distributions in Applications.Comparing Brownian stochastic integrals for the convex order (Yor, Hirsch)
 Application of [phi]subGaussian random processes in queueing theory (Kozachenko, Yamnenko)
 A review on timechanged 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)
 Finitetime blowup and existence of global positive solutions of semilinear SPDE's with fractional noise (Dozzi, Kolkovska, LópezMimbela)
 Hydrodynamics and SDE with Sobolev coefficients (Fang)
 Elementary pathwise methods for nonlinear 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 multidimensional 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)
 Isbn
 9783319035116
 Label
 Modern stochastics and applications
 Title
 Modern stochastics and applications
 Statement of responsibility
 Volodymyr Korolyuk, Nikolaos Limnios, Yuliya Mishura, Lyudmyla Sakhno, Georgiy Shevchenko, editors
 Subject

 Actuarial Sciences
 Calculus of Variations and Optimal Control; Optimization
 Conference papers and proceedings
 Conference papers and proceedings
 Conference papers and proceedings
 Congress
 Information Systems and Communication Service
 Linear and Multilinear Algebras, Matrix Theory
 MATHEMATICS  Applied
 MATHEMATICS  Probability & Statistics  General
 Mathematics
 Probability Theory and Stochastic Processes
 Quantitative Finance
 Stochastic processes
 Stochastic processes
 Stochastic processes  Congresses
 Stochastischer Prozess
 Language
 eng
 Summary
 This volume presents an extensive overview of all major modern trends in applications of probability and stochastic analysis. It will be a great source of inspiration for designing new algorithms, modeling procedures, and experiments. Accessible to researchers, practitioners, as well as graduate and postgraduate students, this volume presents a variety of new tools, ideas, and methodologies in the fields of optimization, physics, finance, probability, hydrodynamics, reliability, decision making, mathematical finance, mathematical physics, and economics. Contributions to this Work include those of selected speakers from the international conference entitled Modern Stochastics: Theory and Applications III, held on September 1014, 2012 at Taras Shevchenko National University of Kyiv, Ukraine. The conference covered the following areas of research in probability theory and its applications: stochastic analysis, stochastic processes and fields, random matrices, optimization methods in probability, stochastic models of evolution systems, financial mathematics, risk processes and actuarial mathematics, and information security
 Cataloging source
 GW5XE
 Dewey number
 519.2/3
 Illustrations
 illustrations
 Index
 no index present
 LC call number
 QA274.A1
 Literary form
 non fiction
 Nature of contents

 dictionaries
 bibliography
 http://library.link/vocab/relatedWorkOrContributorDate
 2012
 http://library.link/vocab/relatedWorkOrContributorName

 Korolyuk, Vladimir V.
 International Conference "Modern Stochastics: Theory and Applications"
 Series statement
 Springer Optimization and Its Applications,
 Series volume
 volume 90
 http://library.link/vocab/subjectName

 Stochastic processes
 Mathematics
 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
 MATHEMATICS
 MATHEMATICS
 Stochastic processes
 Stochastischer Prozess
 Label
 Modern stochastics and applications, Volodymyr Korolyuk, Nikolaos Limnios, Yuliya Mishura, Lyudmyla Sakhno, Georgiy Shevchenko, editors
 Antecedent source
 unknown
 Bibliography note
 Includes bibliographical references
 Carrier category
 online resource
 Carrier category code

 cr
 Carrier MARC source
 rdacarrier
 Color
 multicolored
 Content category
 text
 Content type code

 txt
 Content type MARC source
 rdacontent
 Contents
 Part I: Probability Distributions in Applications.Comparing Brownian stochastic integrals for the convex order (Yor, Hirsch)  Application of [phi]subGaussian random processes in queueing theory (Kozachenko, Yamnenko)  A review on timechanged 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)  Finitetime blowup and existence of global positive solutions of semilinear SPDE's with fractional noise (Dozzi, Kolkovska, LópezMimbela)  Hydrodynamics and SDE with Sobolev coefficients (Fang)  Elementary pathwise methods for nonlinear 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 multidimensional 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)
 Control code
 870304818
 Dimensions
 unknown
 Extent
 1 online resource (xvii, 349 pages)
 File format
 unknown
 Form of item
 online
 Isbn
 9783319035116
 Level of compression
 unknown
 Media category
 computer
 Media MARC source
 rdamedia
 Media type code

 c
 Other control number
 10.1007/9783319035123
 Other physical details
 illustrations (some color)
 Quality assurance targets
 not applicable
 Reformatting quality
 unknown
 Sound
 unknown sound
 Specific material designation
 remote
 System control number
 (OCoLC)870304818
 Label
 Modern stochastics and applications, Volodymyr Korolyuk, Nikolaos Limnios, Yuliya Mishura, Lyudmyla Sakhno, Georgiy Shevchenko, editors
 Antecedent source
 unknown
 Bibliography note
 Includes bibliographical references
 Carrier category
 online resource
 Carrier category code

 cr
 Carrier MARC source
 rdacarrier
 Color
 multicolored
 Content category
 text
 Content type code

 txt
 Content type MARC source
 rdacontent
 Contents
 Part I: Probability Distributions in Applications.Comparing Brownian stochastic integrals for the convex order (Yor, Hirsch)  Application of [phi]subGaussian random processes in queueing theory (Kozachenko, Yamnenko)  A review on timechanged 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)  Finitetime blowup and existence of global positive solutions of semilinear SPDE's with fractional noise (Dozzi, Kolkovska, LópezMimbela)  Hydrodynamics and SDE with Sobolev coefficients (Fang)  Elementary pathwise methods for nonlinear 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 multidimensional 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)
 Control code
 870304818
 Dimensions
 unknown
 Extent
 1 online resource (xvii, 349 pages)
 File format
 unknown
 Form of item
 online
 Isbn
 9783319035116
 Level of compression
 unknown
 Media category
 computer
 Media MARC source
 rdamedia
 Media type code

 c
 Other control number
 10.1007/9783319035123
 Other physical details
 illustrations (some color)
 Quality assurance targets
 not applicable
 Reformatting quality
 unknown
 Sound
 unknown sound
 Specific material designation
 remote
 System control number
 (OCoLC)870304818
Subject
 Actuarial Sciences
 Calculus of Variations and Optimal Control; Optimization
 Conference papers and proceedings
 Conference papers and proceedings
 Conference papers and proceedings
 Congress
 Information Systems and Communication Service
 Linear and Multilinear Algebras, Matrix Theory
 MATHEMATICS  Applied
 MATHEMATICS  Probability & Statistics  General
 Mathematics
 Probability Theory and Stochastic Processes
 Quantitative Finance
 Stochastic processes
 Stochastic processes
 Stochastic processes  Congresses
 Stochastischer Prozess
Genre
Member of
 Springer optimization and its applications, v. 90.
 Springer optimization and its applications, v. 90
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<div class="citation" vocab="http://schema.org/"><i class="fa faexternallinksquare fafw"></i> Data from <span resource="http://link.library.missouri.edu/portal/ModernstochasticsandapplicationsVolodymyr/j4E0KDWZPLs/" typeof="Book http://bibfra.me/vocab/lite/Item"><span property="name http://bibfra.me/vocab/lite/label"><a href="http://link.library.missouri.edu/portal/ModernstochasticsandapplicationsVolodymyr/j4E0KDWZPLs/">Modern stochastics and applications, Volodymyr Korolyuk, Nikolaos Limnios, Yuliya Mishura, Lyudmyla Sakhno, Georgiy Shevchenko, editors</a></span>  <span property="potentialAction" typeOf="OrganizeAction"><span property="agent" typeof="LibrarySystem http://library.link/vocab/LibrarySystem" resource="http://link.library.missouri.edu/"><span property="name http://bibfra.me/vocab/lite/label"><a property="url" href="http://link.library.missouri.edu/">University of Missouri Libraries</a></span></span></span></span></div>