Modern Problems of Stochastic Analysis and Statistics: Selected Contributions In Honor of Valentin Konakov

by Vladimir Panov (Editor)

Overview

This book brings together the latest findings in the area of shastic 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 Shastic 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 shastic 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 shastics.

Product Details

ISBN-13:	9783319653129
Publisher:	Springer International Publishing
Publication date:	12/21/2017
Series:	Springer Proceedings in Mathematics & Statistics , #208
Edition description:	1st ed. 2017
Pages:	511
Product dimensions:	6.10(w) x 9.25(h) x (d)

About the Author

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 Shastics 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 shastic processes and Levy-based models.

Table of Contents

0. Preface.- List of contributors.- 1. Youri Davydov, Valentin Konakov, Roberto Garra and Enzo Orsingher: Random motions.- 2. Aurélien Alfonsi, Masafumi Hayashi, Arturo Kohatsu-Higa, Gennaro Cibelli and Sergio Polidoro: Parametrix and heat kernel estimates.- 3. Ion Grama and Emile Le Page: Local limit theorems.- 4. Denis Belomestny, Stefan Häfner, Mikhail Urusov, Alexander Gushchin and Esko Valkeila: Approximation of shastic processes.- 5. Alexandre Richard, Denis Talay, Yuliya Mishura and Kostiantyn Ralchenko: Fractional Brownian motion.- 6. Alexander Lykov, Vadim Malyshev, Bernard Derrida and Zhan Shi: Particle systems.- 7. Pierre Bellec, Alexandre Tsybakov and Enno Mammen: Statistics.- 8. Ekaterina Bulinskaya: Acturial science.- 9. Dan Han, Stanislav Molchanov, Joseph Whitmeyer: Population dynamics.- 10. Alexander Veretennikov: Ergodic Markov processes.