Springer Optimization and Its Applications

Modern Stochastics and Applications

Editors: Korolyuk, V., Limnios, N., Mishura, Y., Sakhno, L., Shevchenko, G. (Eds.)

  • 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
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Hardcover $129.00
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  • ISBN 978-3-319-03511-6
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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.

Table of contents (19 chapters)

  • Comparing Brownian Stochastic Integrals for the Convex Order

    Hirsch, Francis (et al.)

    Pages 3-19

  • Application of $$\varphi$$ -Sub-Gaussian Random Processes in Queueing Theory

    Kozachenko, Yuriy V. (et al.)

    Pages 21-38

  • A Review on Time-Changed Pseudoprocesses and Related Distributions

    Orsingher, Enzo

    Pages 39-51

  • Reciprocal Processes: A Stochastic Analysis Approach

    Rœlly, Sylvie

    Pages 53-67

  • Probabilistic Counterparts of Nonlinear Parabolic Partial Differential Equation Systems

    Belopolskaya, Yana I.

    Pages 71-94

Buy this book

eBook $99.00
price for USA (gross)
  • ISBN 978-3-319-03512-3
  • Digitally watermarked, DRM-free
  • Included format: PDF, EPUB
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Hardcover $129.00
price for USA
  • ISBN 978-3-319-03511-6
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
Softcover $129.00
price for USA
  • ISBN 978-3-319-34438-6
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
Rent the ebook  
  • Rental duration: 1 or 6 month
  • low-cost access
  • online reader with highlighting and note-making option
  • can be used across all devices
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Bibliographic Information

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
Series Volume
90
Copyright
2014
Publisher
Springer International Publishing
Copyright Holder
Springer International Publishing Switzerland
Distribution Rights
Distribution rights for India: Researchco Book Centre, New Delhi, India
eBook ISBN
978-3-319-03512-3
DOI
10.1007/978-3-319-03512-3
Hardcover ISBN
978-3-319-03511-6
Softcover ISBN
978-3-319-34438-6
Series ISSN
1931-6828
Edition Number
1
Number of Pages
XVII, 349
Number of Illustrations and Tables
1 b/w illustrations, 1 illustrations in colour
Topics