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XII Symposium of Probability and Stochastic Processes = Merida, Mexico, November 16-20, 2015 /

紀錄類型:	書目-語言資料,印刷品 : Monograph/item
正題名/作者:	XII Symposium of Probability and Stochastic Processes/ edited by Daniel Hernandez-Hernandez, Juan Carlos Pardo, Victor Rivero.
其他題名:	Merida, Mexico, November 16-20, 2015 /
其他題名:	12th Symposium of Probability and Stochastic Processes
其他作者:	Hernandez-Hernandez, Daniel.
團體作者:	Workshop on the Preservation of Stability under Discretization
出版者:	Cham :Springer International Publishing : : 2018.,
面頁冊數:	xi, 234 p. :ill., digital ; : 25 cm.;
Contained By:	Springer eBooks
標題:	Probabilities -
電子資源:	http://dx.doi.org/10.1007/978-3-319-77643-9
ISBN:	9783319776439

XII Symposium of Probability and Stochastic Processes = Merida, Mexico, November 16-20, 2015 /
XII Symposium of Probability and Stochastic ProcessesMerida, Mexico, November 16-20, 2015 /[electronic resource] :12th Symposium of Probability and Stochastic Processesedited by Daniel Hernandez-Hernandez, Juan Carlos Pardo, Victor Rivero. - Cham :Springer International Publishing :2018. - xi, 234 p. :ill., digital ;25 cm. - Progress in probability,v.731050-6977 ;. - Progress in probability ;v.68..

Scaling limits of Markov-Branching trees and applications -- Optimality of two-parameter strategies in stochastic control -- Asymptotic results for the severity and surplus before ruin for a class of Levy insurance processes -- Characterization of the minimal penalty of a convex risk measure with applications to robust utility maximization for Levy models -- Blackwell-Nash equilibria in zero-sum stochastic differential games -- A note on Gamma-convergence of monotone functionals -- A criterion for blow up in finite time of a system of 1-dimensional reaction-diffusion equations -- A note on the small-time behavior of the largest block size of Beta n-coalescents.

This volume contains the proceedings of the XII Symposium of Probability and Stochastic Processes which took place at Universidad Autonoma de Yucatan in Merida, Mexico, on November 16-20, 2015. This meeting was the twelfth meeting in a series of ongoing biannual meetings aimed at showcasing the research of Mexican probabilists as well as promote new collaborations between the participants. The book features articles drawn from different research areas in probability and stochastic processes, such as: risk theory, limit theorems, stochastic partial differential equations, random trees, stochastic differential games, stochastic control, and coalescence. Two of the main manuscripts survey recent developments on stochastic control and scaling limits of Markov-branching trees, written by Kazutoshi Yamasaki and Benedicte Haas, respectively. The research-oriented manuscripts provide new advances in active research fields in Mexico. The wide selection of topics makes the book accessible to advanced graduate students and researchers in probability and stochastic processes.

ISBN: 9783319776439

Standard No.: 10.1007/978-3-319-77643-9doiSubjects--Topical Terms:

576360
Probabilities

LC Class. No.: QA273.A1 / S965 2015

Dewey Class. No.: 519.22

XII Symposium of Probability and Stochastic Processes = Merida, Mexico, November 16-20, 2015 /
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505 0 $a Scaling limits of Markov-Branching trees and applications -- Optimality of two-parameter strategies in stochastic control -- Asymptotic results for the severity and surplus before ruin for a class of Levy insurance processes -- Characterization of the minimal penalty of a convex risk measure with applications to robust utility maximization for Levy models -- Blackwell-Nash equilibria in zero-sum stochastic differential games -- A note on Gamma-convergence of monotone functionals -- A criterion for blow up in finite time of a system of 1-dimensional reaction-diffusion equations -- A note on the small-time behavior of the largest block size of Beta n-coalescents.
520 $a This volume contains the proceedings of the XII Symposium of Probability and Stochastic Processes which took place at Universidad Autonoma de Yucatan in Merida, Mexico, on November 16-20, 2015. This meeting was the twelfth meeting in a series of ongoing biannual meetings aimed at showcasing the research of Mexican probabilists as well as promote new collaborations between the participants. The book features articles drawn from different research areas in probability and stochastic processes, such as: risk theory, limit theorems, stochastic partial differential equations, random trees, stochastic differential games, stochastic control, and coalescence. Two of the main manuscripts survey recent developments on stochastic control and scaling limits of Markov-branching trees, written by Kazutoshi Yamasaki and Benedicte Haas, respectively. The research-oriented manuscripts provide new advances in active research fields in Mexico. The wide selection of topics makes the book accessible to advanced graduate students and researchers in probability and stochastic processes.
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650 2 4 $a Calculus of Variations and Optimal Control; Optimization. $3 593942
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