Modern Stochastics and Applications (Record no. 93001)

000 -LEADER
fixed length control field 05495nam a22006375i 4500
001 - CONTROL NUMBER
control field 978-3-319-03512-3
003 - CONTROL NUMBER IDENTIFIER
control field DE-He213
005 - DATE AND TIME OF LATEST TRANSACTION
control field 20140220082513.0
007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION
fixed length control field cr nn 008mamaa
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020 ## - INTERNATIONAL STANDARD BOOK NUMBER
International Standard Book Number 9783319035123
-- 978-3-319-03512-3
024 7# - OTHER STANDARD IDENTIFIER
Standard number or code 10.1007/978-3-319-03512-3
Source of number or code doi
050 #4 - LIBRARY OF CONGRESS CALL NUMBER
Classification number QA315-316
050 #4 - LIBRARY OF CONGRESS CALL NUMBER
Classification number QA402.3
050 #4 - LIBRARY OF CONGRESS CALL NUMBER
Classification number QA402.5-QA402.6
072 #7 - SUBJECT CATEGORY CODE
Subject category code PBKQ
Source bicssc
072 #7 - SUBJECT CATEGORY CODE
Subject category code PBU
Source bicssc
072 #7 - SUBJECT CATEGORY CODE
Subject category code MAT005000
Source bisacsh
072 #7 - SUBJECT CATEGORY CODE
Subject category code MAT029020
Source bisacsh
082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER
Classification number 515.64
Edition number 23
100 1# - MAIN ENTRY--PERSONAL NAME
Personal name Korolyuk, Volodymyr.
Relator term editor.
245 10 - TITLE STATEMENT
Title Modern Stochastics and Applications
Medium [electronic resource] /
Statement of responsibility, etc edited by Volodymyr Korolyuk, Nikolaos Limnios, Yuliya Mishura, Lyudmyla Sakhno, Georgiy Shevchenko.
264 #1 -
-- Cham :
-- Springer International Publishing :
-- Imprint: Springer,
-- 2014.
300 ## - PHYSICAL DESCRIPTION
Extent XVII, 349 p. 2 illus., 1 illus. in color.
Other physical details online resource.
336 ## -
-- text
-- txt
-- rdacontent
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-- computer
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-- rdamedia
338 ## -
-- online resource
-- cr
-- rdacarrier
347 ## -
-- text file
-- PDF
-- rda
490 1# - SERIES STATEMENT
Series statement Springer Optimization and Its Applications,
International Standard Serial Number 1931-6828 ;
Volume number/sequential designation 90
505 0# - FORMATTED CONTENTS NOTE
Formatted contents note Part I: Probability Distributions in Applications.-Comparing Brownian stochastic integrals for the convex order (Yor, Hirsch) -- Application of φ-sub-Gaussian random processes in queueing theory (Kozachenko, Yamnenko) -- A review on time-changed pseudo processes and the related distributions (Orsingher) -- Reciprocal processes: a stochastic analysis approach (Roelly). Part II: Stochastic Equations -- Probabilistic counterparts of nonlinear parabolic PDE systems (Belopolskaya) -- Finite-time blowup and existence of global positive solutions of semilinear SPDE’s with fractional noise (Dozzi, Kolkovska, López-Mimbela) -- Hydrodynamics and SDE with Sobolev coefficients (Fang) -- Elementary pathwise methods for non-linear parabolic and transport type SPDE with fractal noise (Hinz, Issoglio, Zähle) -- SPDE’s driven by general stochastic measures (Radchenko). Part III: Limit Theorems -- Exponential convergence of multi-dimensional stochastic mechanical systems with switching (Anulova, Veretennikov) -- Asymptotic behaviour of the distribution density of the fractional Lévy motion (Kulik, Knopova).-Large deviations for random evolutions in the scheme of asymptotically small diffusion (Koroliuk, Samoilenko) -- Limit theorems for excursion sets of stationary random fields (Spodarev). Part IV: Finance and Risk -- Ambit processes, their volatility determination and their applications (Corcuera, Farkas, Valdivia) -- Some functional analytic tools for utility maximization (Gushchin, Khasanov, Morozov) -- Maximization of the survival probability by franchise and deductible amounts in the classical risk model (Ragulina).Part V: Statistics.-Asymptotic properties of drift parameter estimator based on discrete observations of stochastic differential equation driven by fractional Brownian motion ( Mishura, Ralchenko, Seleznev, Shevchenko) -- Minimum contrast method for parameter estimation in the spectral domain (Sakhno) -- Conditional estimators in exponential regression with errors in covariates (Shklyar).
520 ## - SUMMARY, ETC.
Summary, etc This volume presents an extensive overview of all major modern trends in applications of probability and stochastic analysis. It will be a  great source of inspiration for designing new algorithms, modeling procedures, and experiments. Accessible to researchers, practitioners, as well as graduate and postgraduate students, this volume presents a variety of new tools, ideas, and methodologies in the fields of optimization, physics, finance, probability, hydrodynamics, reliability, decision making, mathematical finance, mathematical physics, and economics. Contributions to this Work include those of selected speakers from the international conference entitled “Modern Stochastics: Theory and Applications III,”  held on September 10 –14, 2012 at Taras Shevchenko National University of Kyiv, Ukraine. The conference covered the following areas of research in probability theory and its applications: stochastic analysis, stochastic processes and fields, random matrices, optimization methods in probability, stochastic models of evolution systems, financial mathematics, risk processes and actuarial mathematics, and information security. 
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Mathematics.
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Information systems.
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Matrix theory.
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Finance.
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Mathematical optimization.
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Distribution (Probability theory).
650 14 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Mathematics.
650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Calculus of Variations and Optimal Control; Optimization.
650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Probability Theory and Stochastic Processes.
650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Linear and Multilinear Algebras, Matrix Theory.
650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Information Systems and Communication Service.
650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Actuarial Sciences.
650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Quantitative Finance.
700 1# - ADDED ENTRY--PERSONAL NAME
Personal name Limnios, Nikolaos.
Relator term editor.
700 1# - ADDED ENTRY--PERSONAL NAME
Personal name Mishura, Yuliya.
Relator term editor.
700 1# - ADDED ENTRY--PERSONAL NAME
Personal name Sakhno, Lyudmyla.
Relator term editor.
700 1# - ADDED ENTRY--PERSONAL NAME
Personal name Shevchenko, Georgiy.
Relator term editor.
710 2# - ADDED ENTRY--CORPORATE NAME
Corporate name or jurisdiction name as entry element SpringerLink (Online service)
773 0# - HOST ITEM ENTRY
Title Springer eBooks
776 08 - ADDITIONAL PHYSICAL FORM ENTRY
Display text Printed edition:
International Standard Book Number 9783319035116
830 #0 - SERIES ADDED ENTRY--UNIFORM TITLE
Uniform title Springer Optimization and Its Applications,
-- 1931-6828 ;
Volume number/sequential designation 90
856 40 - ELECTRONIC LOCATION AND ACCESS
Uniform Resource Identifier http://dx.doi.org/10.1007/978-3-319-03512-3
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-- ZDB-2-SMA

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