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Springer Proceedings in Mathematics & Statistics

Modern Problems of Stochastic Analysis and Statistics

Selected Contributions In Honor of Valentin Konakov

Editors: Panov, Vladimir (Ed.)

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  • Dedicated to Valentin Konakov on the occasion of his 70th birthday
  • Brings together the latest findings in the area of stochastic analysis and statistics
  • Written by participants of the international conference organised by the Higher School of Economics (Moscow) in May 2016
  • Covers a wide range of topics from limit theorems, Markov processes, nonparametric methods, acturial science, population dynamics, and many others
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eBook 79,72 €
price for Spain (gross)
  • ISBN 978-3-319-65313-6
  • Digitally watermarked, DRM-free
  • Included format: PDF, EPUB
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Hardcover 98,79 €
price for Spain (gross)
  • ISBN 978-3-319-65312-9
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
  • The final prices may differ from the prices shown due to specifics of VAT rules
Softcover 98,79 €
price for Spain (gross)
  • ISBN 978-3-319-87997-0
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
  • The final prices may differ from the prices shown due to specifics of VAT rules
About this book

This book brings together the latest findings in the area of stochastic analysis and statistics. The individual chapters cover a wide range of topics from limit theorems, Markov processes, nonparametric methods, acturial science, population dynamics, and many others. The volume is dedicated to Valentin Konakov, head of the International Laboratory of Stochastic Analysis and its Applications on the occasion of his 70th birthday. Contributions were prepared by the participants of the international conference of the international conference “Modern problems of stochastic analysis and statistics”, held at the Higher School of Economics in Moscow from May 29 - June 2, 2016. It offers a valuable reference resource for researchers and graduate students interested in modern stochastics.

About the authors

Vladimir Panov is an assistant professor at the National Research University - Higher School of Economics (Moscow).  He graduated from the Moscow State University, and completed his PhD at the Humboldt University in Berlin. During his PhD and postdoctoral studies, he worked on various projects within the Collaborative Research Centres (SFB) on economic risks and statistical modelling of nonlinear dynamic processes.  He was a research assistant at the Weierstrass Institute for Applied Analysis and Stochastics in Berlin (2008-2011), and later a postdoc at the University of Duisburg-Essen (2011-2013). His current research interests are primarily in the field of statistical inference for stochastic processes and Levy-based models.

Table of contents (18 chapters)

Table of contents (18 chapters)
  • Random Walks in Nonhomogeneous Poisson Environment

    Pages 3-24

    Davydov, Youri (et al.)

  • Random Motions with Space-Varying Velocities

    Pages 25-39

    Garra, Roberto (et al.)

  • Parametrix Methods for One-Dimensional Reflected SDEs

    Pages 43-66

    Alfonsi, Aurélien (et al.)

  • Harnack Inequalities and Bounds for Densities of Stochastic Processes

    Pages 67-90

    Cibelli, Gennaro (et al.)

  • A Survey on Conditioned Limit Theorems for Products of Random Matrices and Affine Random Walks

    Pages 93-102

    Grama, Ion

Buy this book

eBook 79,72 €
price for Spain (gross)
  • ISBN 978-3-319-65313-6
  • Digitally watermarked, DRM-free
  • Included format: PDF, EPUB
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Hardcover 98,79 €
price for Spain (gross)
  • ISBN 978-3-319-65312-9
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
  • The final prices may differ from the prices shown due to specifics of VAT rules
Softcover 98,79 €
price for Spain (gross)
  • ISBN 978-3-319-87997-0
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
  • The final prices may differ from the prices shown due to specifics of VAT rules
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Bibliographic Information

Bibliographic Information
Book Title
Modern Problems of Stochastic Analysis and Statistics
Book Subtitle
Selected Contributions In Honor of Valentin Konakov
Editors
  • Vladimir Panov
Series Title
Springer Proceedings in Mathematics & Statistics
Series Volume
208
Copyright
2017
Publisher
Springer International Publishing
Copyright Holder
Springer International Publishing AG
eBook ISBN
978-3-319-65313-6
DOI
10.1007/978-3-319-65313-6
Hardcover ISBN
978-3-319-65312-9
Softcover ISBN
978-3-319-87997-0
Series ISSN
2194-1009
Edition Number
1
Number of Pages
XII, 511
Number of Illustrations
7 b/w illustrations, 8 illustrations in colour
Topics