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XII Symposium of Probability and Stochastic Processes : Merida, Mexico, November 16-20, 2015
- 作者： Symposium on Probability and Stochastic Processes (12th : 2015 : Merida, Mexico)
- 其他作者：
- 其他題名：
- 12th Symposium of Probability and Stochastic Processes
- Progress in probability ;
- 出版： Cham : Springer International Publishing :Imprint: Birkhauser
- 叢書名： Progress in probability,volume 73
- 主題： Probabilities--Congresses. , Stochastic processes--Congresses. , Mathematics. , Probability Theory and Stochastic Processes. , Game Theory, Economics, Social and Behav. Sciences. , Systems Theory, Control. , Calculus of Variations and Optimal Control; Optimization. , Partial Differential Equations.
- ISBN： 9783319776439 (electronic bk.) 、 9783319776422 (paper)
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FIND@SFXID:
CGU
- 資料類型: 電子書
- 內容註: 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 Levy insurance processes -- Characterization of the minimal penalty of a convex risk measure with applications to robust utility maximization for Levy 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.
- 摘要註: 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 Benedicte 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.
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讀者標籤：
- 系統號： 005432410 | 機讀編目格式
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