Overview
- Contains the latest trends, topics and challenging problems for a broad range of contemporary probability topics
- Presents a variety of tools and techniques for the experienced researcher in both the pure and applied areas as well as newcomers to the field
- Depicts all major modern trends in applications of probability and stochastic analysis
- Includes supplementary material: sn.pub/extras
Part of the book series: Springer Optimization and Its Applications (SOIA, volume 90)
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Table of contents (19 chapters)
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Front Matter
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Probability Distributions in Applications
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Front Matter
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Stochastic Equations
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Front Matter
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Limit Theorems
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Front Matter
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Finance and Risk
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Front Matter
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Keywords
About this book
This volume presents an extensive overview of all major modern trends in applications of probability and stochastic analysis. It will be a great source of inspiration for designing new algorithms, modeling procedures and experiments. Accessible to researchers, practitioners, as well as graduate and postgraduate students, this volume presents a variety of new tools, ideas and methodologies in the fields of optimization, physics, finance, probability, hydrodynamics, reliability, decision making, mathematical finance, mathematical physics and economics.
Contributions to this Work include those of selected speakers from the international conference entitled “Modern Stochastics: Theory and Applications III,” held on September 10 –14, 2012 at Taras Shevchenko National University of Kyiv, Ukraine. The conference covered the following areas of research in probability theory and its applications: stochastic analysis, stochastic processes and fields, random matrices, optimization methods in probability, stochastic models of evolution systems, financial mathematics, risk processes and actuarial mathematics and information security.
Editors and Affiliations
Bibliographic Information
Book Title: Modern Stochastics and Applications
Editors: Volodymyr Korolyuk, Nikolaos Limnios, Yuliya Mishura, Lyudmyla Sakhno, Georgiy Shevchenko
Series Title: Springer Optimization and Its Applications
DOI: https://doi.org/10.1007/978-3-319-03512-3
Publisher: Springer Cham
eBook Packages: Mathematics and Statistics, Mathematics and Statistics (R0)
Copyright Information: Springer International Publishing Switzerland 2014
Hardcover ISBN: 978-3-319-03511-6Published: 12 February 2014
Softcover ISBN: 978-3-319-34438-6Published: 23 August 2016
eBook ISBN: 978-3-319-03512-3Published: 30 January 2014
Series ISSN: 1931-6828
Series E-ISSN: 1931-6836
Edition Number: 1
Number of Pages: XVII, 349
Number of Illustrations: 1 b/w illustrations, 1 illustrations in colour
Topics: Calculus of Variations and Optimal Control; Optimization, Probability Theory and Stochastic Processes, Linear and Multilinear Algebras, Matrix Theory, Information Systems and Communication Service, Actuarial Sciences, Quantitative Finance