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Stochastic Processes and Applications

SPAS2017, Västerås and Stockholm, Sweden, October 4-6, 2017

  • Conference proceedings
  • © 2018

Overview

Editors:
  1. Sergei Silvestrov

    1. Division of Applied Mathematics, School of Education, Culture and Communication, Mälardalen University, Västerås, Sweden

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  2. Anatoliy Malyarenko

    1. Division of Applied Mathematics, School of Education, Culture and Communication, Mälardalen University, Västerås, Sweden

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  3. Milica Rančić

    1. Division of Applied Mathematics, School of Education, Culture and Communication, Mälardalen University, Västerås, Sweden

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  • Discusses both theory and applications
  • Features mathematical methods and models in applications to important problems of science and engineering
  • Includes high-quality, peer-reviewed contributed chapters, which present various new methods and results, reviews of up to date research and open directions and problems for future research
  • Serves as a source of inspiration for a broad spectrum of researchers and research students in mathematics and its applications in other subjects

Part of the book series: Springer Proceedings in Mathematics & Statistics (PROMS, volume 271)

Included in the following conference series:

Conference proceedings info: SPAS 2017.

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Table of contents (19 papers)

  1. Front Matter

    Pages i-xix
    Download chapter PDF

  2. Dmitrii S. Silvestrov

    • Sergei Silvestrov, Ola Hössjer, Anatoliy Malyarenko, Yuliya Mishura
    Pages 1-4

  3. Stochastic Processes

    1. Front Matter

      Pages 5-5
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    2. A Journey in the World of Stochastic Processes

      • Dmitrii Silvestrov
      Pages 7-21

    3. Individual Ergodic Theorems for Perturbed Alternating Regenerative Processes

      • Dmitrii Silvestrov
      Pages 23-89

    4. On Baxter Type Theorems for Generalized Random Gaussian Fields

      • Sergey Krasnitskiy, Oleksandr Kurchenko
      Pages 91-103

    5. Limit Theorems for Quadratic Variations of the Lei–Nualart Process

      • Salwa Bajja, Khalifa Es-Sebaiy, Lauri Viitasaari
      Pages 105-121

    6. Parameter Estimation for Gaussian Processes with Application to the Model with Two Independent Fractional Brownian Motions

      • Yuliya Mishura, Kostiantyn Ralchenko, Sergiy Shklyar
      Pages 123-146

    7. Application of Limit Theorems for Superposition of Random Functions to Sequential Estimation

      • Gulnoza Rakhimova
      Pages 147-154

    8. On Simulation of a Fractional Ornstein–Uhlenbeck Process of the Second Kind by the Circulant Embedding Method

      • José Igor Morlanes, Andriy Andreev
      Pages 155-164

    9. Constructive Martingale Representation in Functional Itô Calculus: A Local Martingale Extension

      • Kristoffer Lindensjö
      Pages 165-172

    10. Random Fields Related to the Symmetry Classes of Second-Order Symmetric Tensors

      • Anatoliy Malyarenko, Martin Ostoja-Starzewski
      Pages 173-185

  4. Applications of Stochastic Processes

    1. Front Matter

      Pages 187-187
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    2. Nonlinearly Perturbed Birth-Death-Type Models

      • Dmitrii Silvestrov, Mikael Petersson, Ola Hössjer
      Pages 189-244

    3. Phase-Type Distribution Approximations of the Waiting Time Until Coordinated Mutations Get Fixed in a Population

      • Ola Hössjer, Günter Bechly, Ann Gauger
      Pages 245-313

    4. Characterizing the Initial Phase of Epidemic Growth on Some Empirical Networks

      • Kristoffer Spricer, Pieter Trapman
      Pages 315-334

    5. Replication of Wiener-Transformable Stochastic Processes with Application to Financial Markets with Memory

      • Elena Boguslavskaya, Yuliya Mishura, Georgiy Shevchenko
      Pages 335-361

    6. A New Approach to the Modeling of Financial Volumes

      • Guglielmo D’Amico, Fulvio Gismondi, Filippo Petroni
      Pages 363-373

    7. PageRank in Evolving Tree Graphs

      • Benard Abola, Pitos Seleka Biganda, Christopher Engström, John Magero Mango, Godwin Kakuba, Sergei Silvestrov
      Pages 375-390

    8. Traditional and Lazy PageRanks for a Line of Nodes Connected with Complete Graphs

      • Pitos Seleka Biganda, Benard Abola, Christopher Engström, John Magero Mango, Godwin Kakuba, Sergei Silvestrov
      Pages 391-412
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Other volumes

  1. Stochastic Processes and Applications

  2. Algebraic Structures and Applications

Keywords

About this book

This book highlights the latest advances in stochastic processes, probability theory, mathematical statistics, engineering mathematics and algebraic structures, focusing on mathematical models, structures, concepts, problems and computational methods and algorithms important in modern technology, engineering and natural sciences applications.

It comprises selected, high-quality, refereed contributions from various large research communities in modern stochastic processes, algebraic structures and their interplay and applications. The chapters cover both theory and applications, illustrated by numerous figures, schemes, algorithms, tables and research results to help readers understand the material and develop new mathematical methods, concepts and computing applications in the future. 

Presenting new methods and results, reviews of cutting-edge research, and open problems and directions for future research, the book serves as a source of inspiration for a broadspectrum of researchers and research students in probability theory and mathematical statistics, applied algebraic structures, applied mathematics and other areas of mathematics and applications of mathematics.

The book is based on selected contributions presented at the International Conference on “Stochastic Processes and Algebraic Structures – From Theory Towards Applications” (SPAS2017) to mark Professor Dmitrii Silvestrov’s 70th birthday and his 50 years of fruitful service to mathematics, education and international cooperation, which was held at Mälardalen University in Västerås and Stockholm University, Sweden, in October 2017.



Editors and Affiliations

  • Division of Applied Mathematics, School of Education, Culture and Communication, Mälardalen University, Västerås, Sweden

    Sergei Silvestrov, Anatoliy Malyarenko, Milica Rančić

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