Modern Stochastics and Applications

Edited by Volodymyr Korolyuk (), Nikolaos Limnios (), Yuliya Mishura (), Lyudmyla Sakhno () and Georgiy Shevchenko ()

in Springer Optimization and Its Applications from Springer, currently edited by Pardalos, Panos, Thai, My T. and Du, Ding-Zhu

Date: 2014
Edition: 2014
ISBN: 978-3-319-03512-3
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Chapters in this book:

Comparing Brownian Stochastic Integrals for the Convex Order

Francis Hirsch and Marc Yor

Application of $$\varphi$$ -Sub-Gaussian Random Processes in Queueing Theory

Yuriy V. Kozachenko and Rostyslav E. Yamnenko

A Review on Time-Changed Pseudoprocesses and Related Distributions

Enzo Orsingher

Reciprocal Processes: A Stochastic Analysis Approach

Sylvie Rœlly

Probabilistic Counterparts of Nonlinear Parabolic Partial Differential Equation Systems

Yana I. Belopolskaya

Finite-Time Blowup and Existence of Global Positive Solutions of a Semi-linear Stochastic Partial Differential Equation with Fractional Noise

M. Dozzi, E. T. Kolkovska and J. A. López-Mimbela

Hydrodynamics and Stochastic Differential Equation with Sobolev Coefficients

Shizan Fang

Elementary Pathwise Methods for Nonlinear Parabolic and Transport Type Stochastic Partial Differential Equations with Fractal Noise

Michael Hinz, Elena Issoglio and Martina Zähle

Stochastic Partial Differential Equations Driven by General Stochastic Measures

Vadym Radchenko

Exponential Convergence of Degenerate Hybrid Stochastic Systems with Full Dependence

Svetlana V. Anulova and Alexander Yu. Veretennikov

Asymptotic Behaviour of the Distribution Density of the Fractional Lévy Motion

Victoria P. Knopova and Alexey M. Kulik

Large Deviations for Random Evolutions in the Scheme of Asymptotically Small Diffusion

Volodymyr S. Korolyuk and Igor V. Samoilenko

Limit Theorems for Excursion Sets of Stationary Random Fields

Evgeny Spodarev

Ambit Processes, Their Volatility Determination and Their Applications

José Manuel Corcuera, Gergely Farkas and Arturo Valdivia

Some Functional Analytic Tools for Utility Maximization

Alexander Gushchin, Ruslan V. Khasanov and Ivan S. Morozov

Maximization of the Survival Probability by Franchise and Deductible Amounts in the Classical Risk Model

Olena Ragulina

Asymptotic Properties of Drift Parameter Estimator Based on Discrete Observations of Stochastic Differential Equation Driven by Fractional Brownian Motion

Yuliya Mishura, Kostiantyn Ral’chenko, Oleg Seleznev and Georgiy Shevchenko

Minimum Contrast Method for Parameter Estimation in the Spectral Domain

Lyudmyla Sakhno

Conditional Estimators in Exponential Regression with Errors in Covariates

Sergiy Shklyar

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DOI: 10.1007/978-3-319-03512-3

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