Modern Problems of Stochastic Analysis and Statistics

Released on by Vladimir Panov
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  • Modern Problems of Stochastic Analysis and Statistics Book Detail

  • Author : Vladimir Panov
  • Release Date : 2017-11-21
  • Publisher : Springer
  • Genre : Mathematics
  • Pages : 506
  • ISBN 13 : 331965313X
  • File Size : 63,63 MB
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Modern Problems of Stochastic Analysis and Statistics by Vladimir Panov PDF Summary

Book Description: 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.

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Exploring signals and systems, this work develops continuous-time and discrete-time concepts, highlighting the differences and similarities. Two chapters deal w