Panov, Vladimir
Modern Problems of Stochastic Analysis and Statistics
Part I. Random motions
1. Random Walks in Nonhomogeneous Poisson Environment
Youri Davydov, Valentin Konakov
2. Random Motions with Space-Varying Velocities
Roberto Garra, Enzo Orsingher
Part II. Parametrix and Heat Kernel Estimates
3. Parametrix Methods for One-Dimensional Reflected SDEs
Aurélien Alfonsi, Masafumi Hayashi, Arturo Kohatsu-Higa
4. Harnack Inequalities and Bounds for Densities of Stochastic Processes
Gennaro Cibelli, Sergio Polidoro
Part III. Local Limit Theorems
5. A Survey on Conditioned Limit Theorems for Products of Random Matrices and Affine Random Walks
Ion Grama
6. Bounds in the Local Limit Theorem for a Random Walk Conditioned to Stay Positive
Ion Grama, Émile Le Page
Part IV. Approximation of Stochastic Processes
7. Regression-Based Variance Reduction Approach for Strong Approximation Schemes
Denis Belomestny, Stefan Häfner, Mikhail Urusov
8. Quadratic Approximation for Log-Likelihood Ratio Processes
Alexander Gushchin, Esko Valkeila
Part V. Fractional Brownian Motion
9. Noise Sensitivity of Functionals of Fractional Brownian Motion Driven Stochastic Differential Equations: Results and Perspectives
Alexandre Richard, Denis Talay
10. Drift Parameter Estimation in the Models Involving Fractional Brownian Motion
Yuliya Mishura, Kostiantyn Ralchenko
Part VI. Particle Systems
11. Convergence to Equilibrium for Many Particle Systems
Alexander Lykov, Vadim Malyshev
12. Large Deviations for the Rightmost Position in a Branching Brownian Motion
Bernard Derrida, Zhan Shi
Part VII. Statistics
13. Bounds on the Prediction Error of Penalized Least Squares Estimators with Convex Penalty
Pierre Bellec, Alexandre Tsybakov
14. Structured Nonparametric Curve Estimation
Enno Mammen
Part VIII. Acturial Science
15. New Research Directions in Modern Actuarial Sciences
Ekaterina Bulinskaya
Part IX. Population Dynamic
16. Population Processes with Immigration
Dan Han, Stanislav Molchanov, Joseph Whitmeyer
17. Spatial Models of Population Processes
Stanislav Molchanov, Joseph Whitmeyer
Part X. Ergodic Markov Processes
18. Ergodic Markov Processes and Poisson Equations (Lecture Notes)
Alexander Veretennikov
Keywords: Statistics, Statistical Theory and Methods, Probability Theory and Stochastic Processes, Statistics for Life Sciences, Medicine, Health Sciences
- Editor
- Panov, Vladimir
- Publisher
- Springer
- Publication year
- 2017
- Language
- en
- Edition
- 1
- Series
- Springer Proceedings in Mathematics & Statistics
- Page amount
- 12 pages
- Category
- Natural Sciences
- Format
- Ebook
- eISBN (PDF)
- 9783319653136
- Printed ISBN
- 978-3-319-65312-9