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Operator Theory and Harmonic Analysis

OTHA 2020, Part II – Probability-Analytical Models, Methods and Applications

  • Conference proceedings
  • © 2021

Overview

Editors:
  1. Alexey N. Karapetyants

    1. Institute of Mathematics, Mechanic and Computer Sciences and Regional Mathematical Center, Southern Federal University, Rostov-on-Don, Russia

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  2. Igor V. Pavlov

    1. Department of Higher Mathematics, Don State Technical University, Rostov-on-Don, Russia

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  3. Albert N. Shiryaev

    1. Steklov Mathematical Institute, Russian Academy of Sciences, Moscow, Russia

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  • Introduces new results in methods, problems and applications of operator theory and harmonic analysis by leading researchers
  • Presents the fundamentals of theory followed by recent developments in PDE’s, mathematical modelling, bioinformatics, and a discussion of real-world problems
  • Focuses on the very new trends in operator theory and function spaces theory, such as variable exponent spaces and objects of variable nature

Part of the book series: Springer Proceedings in Mathematics & Statistics (PROMS, volume 358)

Included in the following conference series:

Conference proceedings info: OTHA 2020.

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Table of contents (22 papers)

  1. Front Matter

    Pages i-viii
    Download chapter PDF

  2. A Conditional Functional Limit Theorem for a Decomposable Branching Process

    • V. I. Afanasyev
    Pages 1-17

  3. A Probabilistic Interpretation of Conservation and Balance Laws

    • Ya. I. Belopolskaya
    Pages 19-41

  4. Hierarchical Schrödinger Type Operators: The Case of Locally Bounded Potentials

    • Alexander Bendikov, Alexander Grigor’yan, Stanislav Molchanov
    Pages 43-89

  5. A Model for the Outbreak of COVID-19: Vaccine Effectiveness in a Case Study of Italy

    • Vasiliki Bitsouni, Nikolaos Gialelis, Ioannis G. Stratis
    Pages 91-107

  6. Rate of Convergence to the Poisson Law of the Numbers of Cycles in the Generalized Random Graphs

    • Sergey G. Bobkov, Maria A. Danshina, Vladimir V. Ulyanov
    Pages 109-133

  7. Combinatorial Identities with Binomial Coefficients

    • Ya. M. Erusalimsky
    Pages 135-146

  8. Random Tempered Distributions on Locally Compact Separable Abelian Groups

    • Manuel L. Esquível, Nadezhda P. Krasii
    Pages 147-166

  9. On Solutions of Stochastic Equations with Current and Osmotic Velocities

    • Yuri E. Gliklikh
    Pages 167-183

  10. Stochastic Methods in Investigation of Modern Networks

    • Vladimir A. Gorlov, Alla V. Makarova
    Pages 185-195

  11. Double-Barrier Option Pricing Under the Hyper-Exponential Jump Diffusion Model

    • S. M. Grudsky, O. A. Mendez-Lara
    Pages 197-217

  12. Single Jump Filtrations: Preservation of the Local Martingale Property with Respect to the Filtration Generated by the Local Martingale

    • Alexander A. Gushchin, Assylliya K. Zhunussova
    Pages 219-231

  13. Local Time and Local Reflection of the Wiener Process

    • I. A. Ibragimov, N. V. Smorodina, M. M. Faddeev
    Pages 233-242

  14. Random Harmonic Processes with New Properties

    • Elena Karachanskaya
    Pages 243-252

  15. On Solvability of One Nonlinear Integral Equation Arising in Modelling of Geographical Spread of Epidemics

    • A. Kh. Khachatryan
    Pages 253-272

  16. A Simple Wiener-Hopf Factorization Approach for Pricing Double-Barrier Options

    • Oleg Kudryavtsev
    Pages 273-291

  17. New Procedure for Applying the Cramér–von Mises Test for Parametric Families of Distributions

    • Gennady Martynov
    Pages 293-308

  18. CVaR Hedging in Defaultable Jump-Diffusion Markets

    • Alexander Melnikov, Hongxi Wan
    Pages 309-333

  19. Out-of-Sample Utility Bounds for Empirically Optimal Portfolios in a Single-Period Investment Problem

    • Dmitry B. Rokhlin
    Pages 335-353

  20. A Guaranteed Deterministic Approach to Superhedging: Optimal Mixed Strategies of the Market and Their Supports

    • Sergey N. Smirnov
    Pages 355-372
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Other volumes

  1. Operator Theory and Harmonic Analysis

  2. Operator Theory and Harmonic Analysis

Keywords

About this book

This volume is part of the collaboration agreement between Springer and the ISAAC society.

This is the second in the two-volume series originating from the 2020 activities within the international scientific conference "Modern Methods, Problems and Applications of Operator Theory and Harmonic Analysis" (OTHA), Southern Federal University, Rostov-on-Don, Russia. This volume focuses on mathematical methods and applications of probability and statistics in the context of general harmonic analysis and its numerous applications. The two volumes cover new trends and advances in several very important fields of mathematics, developed intensively over the last decade. The relevance of this topic is related to the study of complex multi-parameter objects required when considering operators and objects with variable parameters.


Editors and Affiliations

  • Institute of Mathematics, Mechanic and Computer Sciences and Regional Mathematical Center, Southern Federal University, Rostov-on-Don, Russia

    Alexey N. Karapetyants

  • Department of Higher Mathematics, Don State Technical University, Rostov-on-Don, Russia

    Igor V. Pavlov

  • Steklov Mathematical Institute, Russian Academy of Sciences, Moscow, Russia

    Albert N. Shiryaev

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