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Modern Stochastics and Applications

  • Volodymyr Korolyuk
  • Nikolaos Limnios
  • Yuliya Mishura
  • Lyudmyla Sakhno
  • Georgiy Shevchenko

Part of the Springer Optimization and Its Applications book series (SOIA, volume 90)

Table of contents

  1. Front Matter
    Pages i-xvii
  2. Probability Distributions in Applications

  3. Stochastic Equations

  4. Limit Theorems

    1. Front Matter
      Pages 157-157
    2. Svetlana V. Anulova, Alexander Yu. Veretennikov
      Pages 159-174
    3. Victoria P. Knopova, Alexey M. Kulik
      Pages 175-201
    4. Volodymyr S. Korolyuk, Igor V. Samoilenko
      Pages 203-219
  5. Finance and Risk

    1. Front Matter
      Pages 243-243
    2. José Manuel Corcuera, Gergely Farkas, Arturo Valdivia
      Pages 245-265
    3. Alexander A. Gushchin, Ruslan V. Khasanov, Ivan S. Morozov
      Pages 267-285

About this book

Introduction

This volume presents an extensive overview of all major modern trends in applications of probability and stochastic analysis. It will be a  great source of inspiration for designing new algorithms, modeling procedures, and experiments. Accessible to researchers, practitioners, as well as graduate and postgraduate students, this volume presents a variety of new tools, ideas, and methodologies in the fields of optimization, physics, finance, probability, hydrodynamics, reliability, decision making, mathematical finance, mathematical physics, and economics.

Contributions to this Work include those of selected speakers from the international conference entitled “Modern Stochastics: Theory and Applications III,”  held on September 10 –14, 2012 at Taras Shevchenko National University of Kyiv, Ukraine. The conference covered the following areas of research in probability theory and its applications: stochastic analysis, stochastic processes and fields, random matrices, optimization methods in probability, stochastic models of evolution systems, financial mathematics, risk processes and actuarial mathematics, and information security. 

Keywords

Lévy motion Modern Stochastics Stochastic partial differential equations probabilistic methods stochastic analysis

Editors and affiliations

  • Volodymyr Korolyuk
    • 1
  • Nikolaos Limnios
    • 2
  • Yuliya Mishura
    • 3
  • Lyudmyla Sakhno
    • 4
  • Georgiy Shevchenko
    • 5
  1. 1.Institute of MathematicsNational Academy of Sciences of UkraineKyivUkraine
  2. 2.Laboratoire de Mathématiques AppliquéesUniversité de Technologie de CompiègneCompiegne CedexFrance
  3. 3.Dept. of Probability, Statistics and Actuarial MathematicsTaras Shevchenko National University of KyivKyivUkraine
  4. 4.Dept.of Probability, Statistics and Actuarial MathematicsTaras Shevchenko National University of KyivKyivUkraine
  5. 5.Dept.of Probability, Statistics and Actuarial MathematicsTaras Shevchenko National University of KyivKyivUkraine

Bibliographic information

  • DOI https://doi.org/10.1007/978-3-319-03512-3
  • Copyright Information Springer International Publishing Switzerland 2014
  • Publisher Name Springer, Cham
  • eBook Packages Mathematics and Statistics
  • Print ISBN 978-3-319-03511-6
  • Online ISBN 978-3-319-03512-3
  • Series Print ISSN 1931-6828
  • Series Online ISSN 1931-6836
  • Buy this book on publisher's site