Modern Problems of Stochastic Analysis and Statistics
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Modern Problems of Stochastic Analysis and Statistics

Modern Problems of Stochastic Analysis and Statistics


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About the Book

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.


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Product Details
  • ISBN-13: 9783319879970
  • Publisher: Springer International Publishing AG
  • Binding: Paperback
  • Language: English
  • Returnable: N
  • Spine Width: 27 mm
  • Weight: 775 gr
  • ISBN-10: 3319879979
  • Publisher Date: 24 May 2018
  • Height: 234 mm
  • No of Pages: 511
  • Series Title: Springer Proceedings in Mathematics & Statistics
  • Sub Title: Selected Contributions in Honor of Valentin Konakov
  • Width: 156 mm


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