(Springer Optimization and Its Applications,1931-6828
مشخصه جلد
; volume 90)
یادداشتهای مربوط به نشر، بخش و غیره
متن يادداشت
Electronic
یادداشتهای مربوط به مندرجات
متن يادداشت
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
فروست (داده ارتباطی)
عنوان
Springer optimization and its applications
شماره جلد
v.90
موضوع (اسم عام یاعبارت اسمی عام)
موضوع مستند نشده
Stochastic processes, Congresses
موضوع مستند نشده
Stochastischer Prozess., (DE-588)4057630-9, gnd
رده بندی کنگره
شماره رده
E-BOOK
نام شخص - ( مسئولیت معنوی درجه دوم )
مستند نام اشخاص تاييد نشده
Korolyuk, Vladimir V
مستند نام اشخاص تاييد نشده
International Conference "Modern Stochastics: Theory and Applications III"(2012 :Taras Shevchenko National University)