Overview
- Includes papers from academics and practitioners
- Concepts in the book are illustrated with the help of tables and figures
- Most papers published in these proceedings are self-contained and can be used for self-study
Part of the book series: Springer Proceedings in Mathematics & Statistics (PROMS, volume 408)
Included in the following conference series:
Conference proceedings info: SPAS 2019.
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Table of contents (40 papers)
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Front Matter
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Stochastic Processes and Analysis
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Front Matter
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Other volumes
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Stochastic Processes, Statistical Methods, and Engineering Mathematics
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Non-commutative and Non-associative Algebra and Analysis Structures
Keywords
- SPAS 2019 Proceedings
- Malyarenko Silvestrov Ni Rancic Proceedings
- Malyarenko Springer
- Silvestrov Springer
- Asymptotical Methods
- Branching Processes
- Numerical Methods
- Ruin Probabilities
- Stochastic Equations
- Statistical Estimation
- Limit Theorems
- Queuing Theory
- Random iterative processes
- Semi-Markov Processes
- Risk Measures
- Time series
- Valuation of financial derivatives
- Heat transfer
- Econometrics
- Cubature Formulae
About this book
1. Stochastic processes and modern statistical methods,
2. Engineering mathematics,
3. Algebraic structures and their applications.
The conference brought together a select group of scientists, researchers, and practitioners from the industry who are actively contributing to the theory and applications of stochastic, and algebraic structures, methods, and models. The conference provided early stage researchers with the opportunity to learn from leaders in the field, to present their research, as well as to establish valuable research contacts in order to initiate collaborations in Sweden and abroad. New methods for pricing sophisticated financial derivatives, limit theorems for stochastic processes, advanced methods for statistical analysis of financial data, and modern computational methods in various areas of applied science can be found in this book. The principal reason for the growing interest in these questions comes from the fact that we are living in an extremely rapidly changing and challenging environment. This requires the quick introduction of new methods, coming from different areas of applied science.
Advanced concepts in the book are illustrated in simple form with the help of tables and figures. Most of the papers are self-contained, and thus ideally suitable for self-study. Solutions to sophisticated problems located at the intersection of various theoretical and applied areas of the natural sciences are presented in these proceedings.
Editors and Affiliations
Bibliographic Information
Book Title: Stochastic Processes, Statistical Methods, and Engineering Mathematics
Book Subtitle: SPAS 2019, Västerås, Sweden, September 30–October 2
Editors: Anatoliy Malyarenko, Ying Ni, Milica Rančić, Sergei Silvestrov
Series Title: Springer Proceedings in Mathematics & Statistics
DOI: https://doi.org/10.1007/978-3-031-17820-7
Publisher: Springer Cham
eBook Packages: Mathematics and Statistics, Mathematics and Statistics (R0)
Copyright Information: The Editor(s) (if applicable) and The Author(s), under exclusive license to Springer Nature Switzerland AG 2022
Hardcover ISBN: 978-3-031-17819-1Published: 27 January 2023
Softcover ISBN: 978-3-031-17822-1Published: 28 January 2024
eBook ISBN: 978-3-031-17820-7Published: 26 January 2023
Series ISSN: 2194-1009
Series E-ISSN: 2194-1017
Edition Number: 1
Number of Pages: XIX, 914
Number of Illustrations: 82 b/w illustrations, 161 illustrations in colour
Topics: Probability Theory and Stochastic Processes, Engineering Mathematics, Applications of Mathematics, Statistical Theory and Methods