Fr. 70.00

Modern Problems of Stochastic Analysis and Statistics - Selected Contributions In Honor of Valentin Konakov

English · Paperback / Softback

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Description

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This book brings together the latest findings in the area of stochastic analysis and statistics. The individual chapters cover a wide range of topics from limit theorems, Markov processes, nonparametric methods, acturial science, population dynamics, and many others. The volume is dedicated to Valentin Konakov, head of the International Laboratory of Stochastic Analysis and its Applications on the occasion of his 70th birthday. Contributions were prepared by the participants of the international conference of the international conference "Modern problems of stochastic analysis and statistics", held at the Higher School of Economics in Moscow from May 29 - June 2, 2016. It offers a valuable reference resource for researchers and graduate students interested in modern stochastics.

List of contents

0. Preface.- List of contributors.- 1. Youri Davydov, Valentin Konakov, Roberto Garra and Enzo Orsingher: Random motions.- 2. Aurélien Alfonsi, Masafumi Hayashi, Arturo Kohatsu-Higa, Gennaro Cibelli and Sergio Polidoro: Parametrix and heat kernel estimates.- 3. Ion Grama and Emile Le Page: Local limit theorems.- 4. Denis Belomestny, Stefan Häfner, Mikhail Urusov, Alexander Gushchin and Esko Valkeila: Approximation of stochastic processes.- 5. Alexandre Richard, Denis Talay, Yuliya Mishura and Kostiantyn Ralchenko: Fractional Brownian motion.- 6. Alexander Lykov, Vadim Malyshev, Bernard Derrida and Zhan Shi: Particle systems.- 7. Pierre Bellec, Alexandre Tsybakov and Enno Mammen: Statistics.- 8. Ekaterina Bulinskaya: Acturial science.- 9. Dan Han, Stanislav Molchanov, Joseph Whitmeyer: Population dynamics.- 10. Alexander Veretennikov: Ergodic Markov processes.

About the author

Vladimir Panov is an assistant professor at the National Research University - Higher School of Economics (Moscow).  He graduated from the Moscow State University, and completed his PhD at the Humboldt University in Berlin. During his PhD and postdoctoral studies, he worked on various projects within the Collaborative Research Centres (SFB) on economic risks and statistical modelling of nonlinear dynamic processes.  He was a research assistant at the Weierstrass Institute for Applied Analysis and Stochastics in Berlin (2008-2011), and later a postdoc at the University of Duisburg-Essen (2011-2013). His current research interests are primarily in the field of statistical inference for stochastic processes and Levy-based models.

Summary

This book brings together the latest findings in the area of stochastic analysis and statistics. The individual chapters cover a wide range of topics from limit theorems, Markov processes, nonparametric methods, acturial science, population dynamics, and many others. The volume is dedicated to Valentin Konakov, head of the International Laboratory of Stochastic Analysis and its Applications on the occasion of his 70th birthday. Contributions were prepared by the participants of the international conference of the international conference “Modern problems of stochastic analysis and statistics”, held at the Higher School of Economics in Moscow from May 29 - June 2, 2016. It offers a valuable reference resource for researchers and graduate students interested in modern stochastics.

Product details

Assisted by Vladimi Panov (Editor), Vladimir Panov (Editor)
Publisher Springer, Berlin
 
Languages English
Product format Paperback / Softback
Released 01.01.2018
 
EAN 9783319879970
ISBN 978-3-31-987997-0
No. of pages 511
Dimensions 157 mm x 29 mm x 236 mm
Weight 795 g
Illustrations XII, 511 p. 15 illus., 8 illus. in color.
Series Springer Proceedings in Mathematics & Statistics
Subjects Natural sciences, medicine, IT, technology > Mathematics > Probability theory, stochastic theory, mathematical statistics

C, Epidemiology & medical statistics, Statistics, Mathematics and Statistics, Statistics for Life Sciences, Medicine, Health Sciences, Statistical Theory and Methods, Probability Theory and Stochastic Processes, Probability & statistics, Statistics in Life Sciences, Medicine, Health Sciences, Probabilities, Stochastics, Probability Theory

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