Modern problems of stochastic analys...
Panov, Vladimir.

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  • Modern problems of stochastic analysis and statistics = selected contributions in honor of Valentin Konakov /
  • 紀錄類型: 書目-電子資源 : Monograph/item
    正題名/作者: Modern problems of stochastic analysis and statistics/ edited by Vladimir Panov.
    其他題名: selected contributions in honor of Valentin Konakov /
    其他作者: Panov, Vladimir.
    出版者: Cham :Springer International Publishing : : 2017.,
    面頁冊數: xii, 511 p. :ill., digital ;24 cm.
    內容註: 0. Preface -- List of contributors -- 1. Youri Davydov, Valentin Konakov, Roberto Garra and Enzo Orsingher: Random motions -- 2. Aurelien 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 Hafner, 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.
    Contained By: Springer eBooks
    標題: Stochastic processes. -
    電子資源: http://dx.doi.org/10.1007/978-3-319-65313-6
    ISBN: 9783319653136
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