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  • Conference proceedings
  • © 2015

XI Symposium on Probability and Stochastic Processes

CIMAT, Mexico, November 18-22, 2013

Birkhäuser
  • Contributions from CIMAT, a world-renowned research center in probability
  • Not a mere proceedings volume, rather a collection of lecture notes and contributions

Part of the book series: Progress in Probability (PRPR, volume 69)

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Table of contents (12 papers)

  1. Front Matter

    Pages i-xii
  2. Genealogy of a Wright-Fisher Model with Strong SeedBank Component

    • Jochen Blath, Bjarki Eldon, Adrián González Casanova, Noemi Kurt
    Pages 81-100
  3. Shifting Processes with Cyclically Exchangeable Increments at Random

    • Loïc Chaumont, Gerónimo Uribe Bravo
    Pages 101-117
  4. Stochastic Integral and Covariation Representations for Rectangular Lévy Process Ensembles

    • J. Armando Domínguez-Molina, Alfonso Rocha-Arteaga
    Pages 119-139
  5. Stability Estimation of Transient Markov Decision Processes

    • Evgueni Gordienko, Jaime Martinez, Juan Ruiz de Chávez
    Pages 157-176
  6. Solution of the HJB Equations Involved in Utility-Based Pricing

    • Daniel Hernández–Hernández, Shuenn-Jyi Sheu
    Pages 177-198
  7. The Backbone Decomposition for Superprocesses with Non-local Branching

    • Antonio Murillo-Salas, José Luis Pérez
    Pages 199-216
  8. On Lévy Semistationary Processes with a Gamma Kernel

    • Jan Pedersen, Orimar Sauri
    Pages 217-239
  9. Ambit Fields: Survey and New Challenges

    • Mark Podolskij
    Pages 241-279
  10. Back Matter

    Pages 281-281

About this book

This volume features a collection of contributed articles and lecture notes from the XI Symposium on Probability and Stochastic Processes, held at CIMAT Mexico in September 2013. Since the symposium was part of the activities organized in Mexico to celebrate the International Year of Statistics, the program included topics from the interface between statistics and stochastic processes.

Editors and Affiliations

  • Probabilidad y Estadística, IIMAS UNAM, Mexico

    Ramsés H. Mena

  • CIMAT, Guanajuato, Mexico

    Juan Carlos Pardo, Víctor Rivero

  • Instituto de Matemáticas, UNAM, Mexico

    Gerónimo Uribe Bravo

Bibliographic Information

Buy it now

Buying options

eBook USD 84.99
Price excludes VAT (USA)
  • Available as EPUB and PDF
  • Read on any device
  • Instant download
  • Own it forever
Hardcover Book USD 109.99
Price excludes VAT (USA)
  • Durable hardcover edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Other ways to access