Operator Theory and Harmonic Analysis by Albert N. Shiryaev
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Operator Theory and Harmonic Analysis

Operator Theory and Harmonic Analysis


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International Edition


About the Book

On Solvability of One Nonlinear Integral Equation Arising in Modelling of Geographical Spread of Epidemics.- Hierarchical Schrödinger 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 Cramér-von Mises test for parametric families of distributions.- Stochastic methods in investigation of modern networks.- Random harmonic processes with new properties.


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Product Details
  • ISBN-13: 9783030768287
  • Publisher: Springer International Publishing
  • Publisher Imprint: Springer
  • Height: 234 mm
  • No of Pages: 298
  • Series Title: Springer Proceedings in Mathematics & Statistics
  • Sub Title: Otha 2020, Part II - Probability-Analytical Models, Methods and Applications
  • Width: 156 mm
  • ISBN-10: 3030768287
  • Publisher Date: 01 Sep 2021
  • Binding: Hardback
  • Language: English
  • Returnable: Y
  • Spine Width: 24 mm
  • Weight: 825 gr


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