MARC Record from Library of Congress

LEADER: 03410cam a22004337i 4500
001 2013958217
003 DLC
005 20150906215411.0
008 131226t20142014sz b 000 0 eng d
010 $a 2013958217
020 $a9783319035116 (hbk. : alk. paper)
020 $a3319035118 (hbk. : alk. paper)
020 $z9783319035123 (ebk.)
020 $z3319035126 (ebk.)
035 $a(OCoLC)ocn876227091
040 $aP4A$beng$cP4A$erda$dOCLCO$dYDXCP$dBTCTA$dCDX$dDEBBG$dOCLCO$dIUL$dOCLCF$dDLC
042 $alccopycat
082 04 $a519.23$223
084 $a510$2sdnb
084 $aSK 820$2rvk
050 00 $aQA274.2$b.M634 2012
245 00 $aModern stochastics and applications /$cVolodymyr Korolyuk ... [and 4 others], editors.
264 1 $aCham ;$aNew York :$bSpringer,$c[2014]
264 4 $c©2014
300 $axvii, 349 pages ;$c24 cm.
336 $atext$btxt$2rdacontent
337 $aunmediated$bn$2rdamedia
338 $avolume$bnc$2rdacarrier
490 1 $aSpringer Optimization and Its Applications,$x1931-6828 ;$vvolume 90
504 $aIncludes bibliographical references.
505 0 $aComparing Brownian stochastic integrals for the convex order -- Application of sub-Gaussian random processes in qeueing theory -- A review on time-changed pseudoprocesses and related distributions -- Reciprocal processes : a stochastic analysis approach -- Probabilistic counterparts of nonlinear parabolic partial differential equation systems -- Finite-time blowup and existence of global positive solutions of a semi-linear stochastic partial differential equation with fractional noise -- Hydrodynamics and stochastic differential equation with Sobolev coefficients -- Elementary pathwise methods for nonlinear parabolic and transport type stochastic partial differential equations with fractal noise -- Stochastic partial differential equations driven by general stochastic measures -- Exponential convergence of degenerate hybrid stochastic systems with full dependence -- Asymptotic behaviour of the distribution density of the fractional Lévy motion -- Large deviations for random evolutions in the scheme of asymptotic small diffusion -- Limit theorems for excursion sets of stationary random fields -- Ambit processes, their volitility determination and their applications -- Some functional analytic tools for utility maximization -- Maximization of the survival probability by franchise and deductible amounts in the classical risk model -- Asymptotic properties of drift parameter estimator based on discrete observations of stochastic differential equation driven by fractional Brownian motion -- Minimum contrast method for parameter estimation in the spectral domain -- Conditional estimators in exponential regression with errors in covariates
650 0 $aStochastic processes$vCongresses.
650 7 $aStochastic processes.$2fast$0(OCoLC)fst01133519
655 7 $aConference proceedings.$2fast$0(OCoLC)fst01423772
650 07 $aStochastischer Prozess.$2gnd$0(DE-588)4057630-9
700 1 $aKorolyuk, Vladimir V.
711 2 $aInternational Conference "Modern Stochastics: Theory and Applications"$n(3rd :$d2012 :$cKyïvsʹkyĭ nat︠s︡ionalʹnyĭ universytet imeni Tarasa Shevchenka)
830 0 $aSpringer optimization and its applications ;$vv.90.
856 42 $uhttp://deposit.d-nb.de/cgi-bin/dokserv?id=4484414&prov=M&dok_var=1&dok_ext=htm$3Inhaltstext