9783319035116 (hbk.)
IR
EN-57661
انگلیسی
IR
Modern stochastics and applications
[Book]
/ Volodymyr Korolyuk ... [et al.]
[Switzerland]
: Springer,
, 2014.
xvii, 349 p. , 24 cm.
(Springer Optimization and Its Applications,1931-6828
; volume 90)
Electronic
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 L?شvy motion -- Large deviations for random evolutions in the shceme 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
Springer optimization and its applications
v.90
Stochastic processes, Congresses
Stochastischer Prozess., (DE-588)4057630-9, gnd
E-BOOK
Korolyuk, Vladimir V
International Conference "Modern Stochastics: Theory and Applications III"(2012 :Taras Shevchenko National University)
ایران
9783319035116.pdf
عادی
عادی
9783319035116.pdf
متن
old catalog
e
BL
1
a
Y
