Overview
- 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
- Includes supplementary material: sn.pub/extras
Part of the book series: Springer Proceedings in Mathematics & Statistics (PROMS, volume 208)
Included in the following conference series:
Conference proceedings info: MPSAS 2016.
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Table of contents (18 papers)
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Front Matter
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Random motions
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Front Matter
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Parametrix and Heat Kernel Estimates
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Front Matter
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Approximation of Stochastic Processes
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Front Matter
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Statistics
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Front Matter
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Other volumes
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Modern Problems of Stochastic Analysis and Statistics
Keywords
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.
Editors and Affiliations
About the editor
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.
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
DOI: https://doi.org/10.1007/978-3-319-65313-6
Publisher: Springer Cham
eBook Packages: Mathematics and Statistics, Mathematics and Statistics (R0)
Copyright Information: Springer International Publishing AG 2017
Hardcover ISBN: 978-3-319-65312-9Published: 23 November 2017
Softcover ISBN: 978-3-319-87997-0Published: 24 May 2018
eBook ISBN: 978-3-319-65313-6Published: 21 November 2017
Series ISSN: 2194-1009
Series E-ISSN: 2194-1017
Edition Number: 1
Number of Pages: XII, 511
Number of Illustrations: 7 b/w illustrations, 8 illustrations in colour
Topics: Statistical Theory and Methods, Probability Theory and Stochastic Processes, Statistics for Life Sciences, Medicine, Health Sciences