Stochastic Processes and Applications by Anatoliy Malyarenko
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Stochastic Processes and Applications

Stochastic Processes and Applications


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About the Book

Part I Stochastic Processes: Silvestrov Dmitrii: A Journey in the World of Stochastic Processes.- Silvestrov Dmitrii: Individual Ergodic Theorems for Perturbed Alternating Regenerative Processes.- Krasnitskiy Sergey and Kurchenko Oleksandr: On Baxter Type Theorems for Generalized Random Gaussian Fields.- Bajja Salwa, Es-Sebaiy Khalifa, and Viitasaari Lauri: Limit Theorems for Quadratic Variations of the Lei-Nualart Process.- Mishura Yuliya, Ralchenko Kostiantyn, and Shklyar Sergiy: Parameter Estimation for Gaussian Processes with Application to the Model with two Independent Fractional Brownian Motions.- Rakhimova Gulnoza: Application of Limit Theorems for Superposition of Random Functions to Sequential Estimation.- Morlanes José Igor and Andreev Andriy: On Simulation of a Fractional Ornstein-Uhlenbeck Process of the Second Kind by the Circulant Embedding Method.- Lindensjö Kristoffer: Constructive Martingale Representation in Functional Itô Calculus: a Local Martingale Extension.- Malyarenko Anatoliy and Ostoja-Starzewski Martin: Random Fields Related to the Symmetry Classes of Second-Order Symmetric Tensors.- Part II Applications of Stochastic Processes: Silvestrov Dmitrii, Petersson Mikael, and Hössjer Ola: Nonlinearly Perturbed Birth-Death-Type Models.- Hössjer Ola, Bechly Günter, and Gauger Ann: Phase-type Distribution Approximations of the Waiting Time Until Coordinated Mutations Get Fixed in a Population.- Spricer Kristoffer and Trapman Pieter: Characterizing the Initial Phase of Epidemic Growth on some Empirical Networks.- Boguslavskaya Elena, Mishura Yuliya, and Shevchenko Georgiy: Replication of Wiener-Transformable Stochastic Processes with Application to Financial Markets with Memory.- D'Amico Guglielmo, Gismondi Fulvio, and Petroni Filippo: A New Approach to the Modeling of Financial Volumes.- Abola Benard, Biganda Pitos Seleka, Engström Christopher, Mango John Magero, Kakuba Godwin, and Silvestrov Sergei: PageRank in Evolving Tree Graphs.- Biganda Pitos Seleka, Abola Benard, Engström Christopher, Mango John Magero, Kakuba Godwin, and Silvestrov Sergei: Traditional and Lazy PageRanks for a Line of Nodes Connected with Complete Graphs.- Malmberg Hannes and Hössjer Ola: Continuous Approximations of Discrete Choice Models Using Point Process Theory.- Faybishenko Boris, Molz Fred, and Agarwal Deborah: Nonlinear Dynamics Simulations of Microbial Ecological Processes: Model, Diagnostic Parameters of Deterministic Chaos, and Sensitivity Analysis.- Index.


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Product Details
  • ISBN-13: 9783030028244
  • Publisher: Springer
  • Publisher Imprint: Springer
  • Height: 234 mm
  • No of Pages: 475
  • Series Title: Springer Proceedings in Mathematics & Statistics
  • Sub Title: Spas2017, Västerås and Stockholm, Sweden, October 4-6, 2017
  • Width: 156 mm
  • ISBN-10: 3030028240
  • Publisher Date: 06 Dec 2018
  • Binding: Hardback
  • Language: English
  • Returnable: Y
  • Spine Width: 27 mm
  • Weight: 915 gr


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