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Operator theory and harmonic analysis = OTHA 2020.. Part II,. Probability-analytical models, methods and applications /

紀錄類型:	書目-電子資源 : Monograph/item
正題名/作者:	Operator theory and harmonic analysis/ edited by Alexey N. Karapetyants, Igor V. Pavlov, Albert N. Shiryaev.
其他題名:	OTHA 2020.
其他題名:	OTHA 2020
其他作者:	Karapetyants, Alexey N.
團體作者:	OTHA
出版者:	Cham :Springer International Publishing : : 2021.,
面頁冊數:	viii, 418 p. :ill. (some col.), digital ;24 cm.
內容註:	On Solvability of One Nonlinear Integral Equation Arising in Modelling of Geographical Spread of Epidemics -- Hierarchical Schrodinger type operators: the case of locally bounded potentials -- Symmetric Integrals and the Pathwise-Determined Maximum Principle -- Lanchester Model with the Random Coefficients -- Local time and local reflection of the Wiener process -- Out-of-sample utility bounds for empirically optimal portfolios in a single-period investment problem -- A Guaranteed Deterministic Approach to Superhedging: Optimal Mixed Strategies of the Market and their Supports -- CVaR hedging in defaultable Jump-Diffusion markets -- A model for the outbreak of COVID-19: Vaccine effectiveness in a case study of Italy -- Combinatorial IdentitiesWith Binomial Coefficients -- Double-Barrier Option Pricing under the Hyper-Exponential Jump-Diffusion Model -- A probabilistic interpretation of conservation and balance laws -- Random Tempered Distributions on Locally Compact Separable Abelian Groups -- A conditional functional limit theorem for a decomposable branching process -- Influence of the configuration of particle generation sources on the behavior of branching walks: a case study -- Some Properties of Regularly Varying Functions and Series in the Orthant -- On solutions of stochastic equations with current and osmotic velocities -- A Simple Wiener-Hopf Factorization Approach for Pricing Double Barrier Options -- Rate of convergence to the Poisson law of the numbers of cycles in the generalized random graphs -- Single Jump Filtrations: Preservation of the Local Martingale Property with Respect to the Filtration Generated by the Local Martingale -- New procedure for applying the Cramer-von Mises test for parametric families of distributions -- Stochastic methods in investigation of modern networks -- Random harmonic processes with new properties.
Contained By:	Springer Nature eBook
標題:	Operator theory - Congresses. -
電子資源:	https://doi.org/10.1007/978-3-030-76829-4
ISBN:	9783030768294

Operator theory and harmonic analysis = OTHA 2020.. Part II,. Probability-analytical models, methods and applications /
Operator theory and harmonic analysisOTHA 2020.Part II,Probability-analytical models, methods and applications /[electronic resource] :OTHA 2020edited by Alexey N. Karapetyants, Igor V. Pavlov, Albert N. Shiryaev. - Cham :Springer International Publishing :2021. - viii, 418 p. :ill. (some col.), digital ;24 cm. - Springer proceedings in mathematics & statistics,v.3582194-1017 ;. - Springer proceedings in mathematics & statistics ;v.358..

On Solvability of One Nonlinear Integral Equation Arising in Modelling of Geographical Spread of Epidemics -- Hierarchical Schrodinger type operators: the case of locally bounded potentials -- Symmetric Integrals and the Pathwise-Determined Maximum Principle -- Lanchester Model with the Random Coefficients -- Local time and local reflection of the Wiener process -- Out-of-sample utility bounds for empirically optimal portfolios in a single-period investment problem -- A Guaranteed Deterministic Approach to Superhedging: Optimal Mixed Strategies of the Market and their Supports -- CVaR hedging in defaultable Jump-Diffusion markets -- A model for the outbreak of COVID-19: Vaccine effectiveness in a case study of Italy -- Combinatorial IdentitiesWith Binomial Coefficients -- Double-Barrier Option Pricing under the Hyper-Exponential Jump-Diffusion Model -- A probabilistic interpretation of conservation and balance laws -- Random Tempered Distributions on Locally Compact Separable Abelian Groups -- A conditional functional limit theorem for a decomposable branching process -- Influence of the configuration of particle generation sources on the behavior of branching walks: a case study -- Some Properties of Regularly Varying Functions and Series in the Orthant -- On solutions of stochastic equations with current and osmotic velocities -- A Simple Wiener-Hopf Factorization Approach for Pricing Double Barrier Options -- Rate of convergence to the Poisson law of the numbers of cycles in the generalized random graphs -- Single Jump Filtrations: Preservation of the Local Martingale Property with Respect to the Filtration Generated by the Local Martingale -- New procedure for applying the Cramer-von Mises test for parametric families of distributions -- Stochastic methods in investigation of modern networks -- Random harmonic processes with new properties.

This is the second in the two-volume series originating from the 2020 activities within the international scientific conference "Modern Methods, Problems and Applications of Operator Theory and Harmonic Analysis" (OTHA), Southern Federal University, Rostov-on-Don, Russia. This volume focuses on mathematical methods and applications of probability and statistics in the context of general harmonic analysis and its numerous applications. The two volumes cover new trends and advances in several very important fields of mathematics, developed intensively over the last decade. The relevance of this topic is related to the study of complex multi-parameter objects required when considering operators and objects with variable parameters.

ISBN: 9783030768294

Standard No.: 10.1007/978-3-030-76829-4doiSubjects--Topical Terms:

576210
Operator theory
--Congresses.

LC Class. No.: QA329 / .O85 2020

Dewey Class. No.: 515.724

Operator theory and harmonic analysis = OTHA 2020.. Part II,. Probability-analytical models, methods and applications /
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