Recent Developments in Stochastic Methods and Applications (eBook)

Highlighting the latest advances in stochastic analysis and its applications, this volume collects carefully selected and peer-reviewed papers from the 5th International Conference on Stochastic Methods (ICSM-5), held in Moscow, Russia, November 23-27, 2020. The contributions deal with diverse topics such as stochastic analysis, stochastic methods in computer science, analytical modeling, asymptotic methods and limit theorems, Markov processes, martingales, insurance and financial mathematics, queueing theory and stochastic networks, reliability theory, risk analysis, statistical methods and applications, machine learning and data analysis. The 29 articles in this volume are a representative sample of the 87 high-quality papers accepted and presented during the conference. The aim of the ICSM-5 conference is to promote the collaboration of researchers from Russia and all over the world, and to contribute to the development of the field of stochastic analysis and applications of stochastic models.

Dmitry V. Kozyrev received his Ph.D. degree in Physics and Mathematics in 2013. Since 2007, he has been working at the Department of Probability Theory and Mathematical Statistics of the Peoples' Friendship University of Russia (RUDN University). Since 2013, he is an Associate Professor at the Department of Applied Probability and Informatics (RUDN University) and a Senior Research Fellow at the V.A. Trapeznikov Institute of Control Sciences of Russian Academy of Sciences, Moscow, Russia. He is a member of the reviewer board of several scientific journals, as well as proceedings editor and member of organizing / program committee of several international conferences. His current research activities include Stochastic Modeling, Reliability Assessment and Performance analysis, Sensitivity analysis, Modeling and Simulation of repairable systems, Applied Probability. He has authored and co-authored over 80 published papers.