Books+ Search Results
XII Symposium of Probability and Stochastic Processes Merida, Mexico, November 16–20, 2015
Title
XII Symposium of Probability and Stochastic Processes [electronic resource] : Merida, Mexico, November 16–20, 2015 / edited by Daniel Hernández-Hernández, Juan Carlos Pardo, Victor Rivero.
ISBN
9783319776439
Publication
Cham : Springer International Publishing : Imprint: Birkhäuser, 2018.
Physical Description
XI, 234 p. 14 illus., 12 illus. in color : online resource.
Local Notes
Access is available to the Yale community.
Access and use
Access restricted by licensing agreement.
Summary
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 Bénédicte 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.
Variant and related titles
Springer ebooks.
Other formats
Printed edition:
Format
Books / Online
Language
English
Added to Catalog
July 02, 2018
Series
Progress in Probability, 73
Contents
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 Lévy insurance processes
Characterization of the minimal penalty of a convex risk measure with applications to robust utility maximization for Lévy 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.
Subjects
Also listed under
Bookmark As
Citation
