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Panov, Vladimir

Modern Problems of Stochastic Analysis and Statistics

Panov, Vladimir - Modern Problems of Stochastic Analysis and Statistics, ebook

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ISBN: 9783319653136
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Table of contents

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
Publisher
Springer
Publication year
2017
Language
en
Edition
1
Series
Springer Proceedings in Mathematics & Statistics
Category
Natural Sciences
Format
Ebook
eISBN (PDF)
9783319653136
Printed ISBN
978-3-319-65312-9

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