Modern Problems of Stochastic Analysis and Statistics
Springer International Publishing (Verlag)
978-3-319-65312-9 (ISBN)
Vladimir Panov is an assistant professor at the National Research University - Higher School of Economics (Moscow). He graduated from the Moscow State University, and completed his PhD at the Humboldt University in Berlin. During his PhD and postdoctoral studies, he worked on various projects within the Collaborative Research Centres (SFB) on economic risks and statistical modelling of nonlinear dynamic processes. He was a research assistant at the Weierstrass Institute for Applied Analysis and Stochastics in Berlin (2008-2011), and later a postdoc at the University of Duisburg-Essen (2011-2013). His current research interests are primarily in the field of statistical inference for stochastic processes and Levy-based models.
0. Preface.- List of contributors.- 1. Youri Davydov, Valentin Konakov, Roberto Garra and Enzo Orsingher: Random motions.- 2. Aurélien Alfonsi, Masafumi Hayashi, Arturo Kohatsu-Higa, Gennaro Cibelli and Sergio Polidoro: Parametrix and heat kernel estimates.- 3. Ion Grama and Emile Le Page: Local limit theorems.- 4. Denis Belomestny, Stefan Häfner, Mikhail Urusov, Alexander Gushchin and Esko Valkeila: Approximation of stochastic processes.- 5. Alexandre Richard, Denis Talay, Yuliya Mishura and Kostiantyn Ralchenko: Fractional Brownian motion.- 6. Alexander Lykov, Vadim Malyshev, Bernard Derrida and Zhan Shi: Particle systems.- 7. Pierre Bellec, Alexandre Tsybakov and Enno Mammen: Statistics.- 8. Ekaterina Bulinskaya: Acturial science.- 9. Dan Han, Stanislav Molchanov, Joseph Whitmeyer: Population dynamics.- 10. Alexander Veretennikov: Ergodic Markov processes.
Erscheinungsdatum | 24.11.2017 |
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Reihe/Serie | Springer Proceedings in Mathematics & Statistics |
Zusatzinfo | XII, 511 p. 15 illus., 8 illus. in color. |
Verlagsort | Cham |
Sprache | englisch |
Maße | 155 x 235 mm |
Gewicht | 941 g |
Themenwelt | Mathematik / Informatik ► Mathematik ► Statistik |
Mathematik / Informatik ► Mathematik ► Wahrscheinlichkeit / Kombinatorik | |
Studium ► Querschnittsbereiche ► Epidemiologie / Med. Biometrie | |
Schlagworte | Epidemiology & medical statistics • Epidemiology & medical statistics • limit theorems • Markov Processes • mathematics and statistics • nonparametric inference • population dynamics • probability & statistics • Probability & statistics • Probability theory and stochastic processes • random flight models • Statistical Theory and Methods • Statistics for Life Sciences, Medicine, Health Sci • stochastic analysis • stochastics |
ISBN-10 | 3-319-65312-1 / 3319653121 |
ISBN-13 | 978-3-319-65312-9 / 9783319653129 |
Zustand | Neuware |
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