國立虎尾科技大學 |

Modern problems of stochastic analysis and statistics = selected contributions in honor of Valentin Konakov /

紀錄類型:	書目-語言資料,印刷品 : 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.;
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

Modern problems of stochastic analysis and statistics = selected contributions in honor of Valentin Konakov /
Modern problems of stochastic analysis and statisticsselected contributions in honor of Valentin Konakov /[electronic resource] :edited by Vladimir Panov. - Cham :Springer International Publishing :2017. - xii, 511 p. :ill., digital ;24 cm. - Springer proceedings in mathematics & statistics,v.2082194-1009 ;. - Springer proceedings in mathematics & statistics ;v.24..

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.

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.

ISBN: 9783319653136

Standard No.: 10.1007/978-3-319-65313-6doiSubjects--Topical Terms:

528256
Stochastic processes.

LC Class. No.: QA274

Dewey Class. No.: 519.23

Modern problems of stochastic analysis and statistics = selected contributions in honor of Valentin Konakov /
LDR:02751nam a2200325 a 4500 001 922140
003 DE-He213
005 20180523090010.0
006 m d
007 cr nn 008maaau
008 190624s2017 gw s 0 eng d
020 $a 9783319653136 $q (electronic bk.)
020 $a 9783319653129 $q (paper)
024 7 $a 10.1007/978-3-319-65313-6 $2 doi
035 $a 978-3-319-65313-6
040 $a GP $c GP
041 0 $a eng
050 4 $a QA274
072 7 $a PBT $2 bicssc
072 7 $a MAT029000 $2 bisacsh
082 0 4 $a 519.23 $2 23
090 $a QA274 $b .M689 2017
245 0 0 $a Modern problems of stochastic analysis and statistics $h [electronic resource] : $b selected contributions in honor of Valentin Konakov / $c edited by Vladimir Panov.
260 $a Cham : $c 2017. $b Springer International Publishing : $b Imprint: Springer,
300 $a xii, 511 p. : $b ill., digital ; $c 24 cm.
490 1 $a Springer proceedings in mathematics & statistics, $x 2194-1009 ; $v v.208
505 0 $a 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.
520 $a 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.
650 0 $a Stochastic processes. $3 528256
650 1 4 $a Statistics. $3 556824
650 2 4 $a Statistical Theory and Methods. $3 671396
650 2 4 $a Probability Theory and Stochastic Processes. $3 593945
650 2 4 $a Statistics for Life Sciences, Medicine, Health Sciences. $3 670172
700 1 $a Panov, Vladimir. $3 1197550
710 2 $a SpringerLink (Online service) $3 593884
773 0 $t Springer eBooks
830 0 $a Springer proceedings in mathematics & statistics ; $v v.24. $3 883338
856 4 0 $u http://dx.doi.org/10.1007/978-3-319-65313-6
950 $a Mathematics and Statistics (Springer-11649)