XII Symposium of Probability and Stochastic Processes: Merida, Mexico, November 16-20, 2015

by Daniel Hernïndez-Hernïndez, Juan Carlos Pardo, Victor Rivero

Overview

This volume contains the proceedings of the XII Symposium of Probability and Shastic Processes which took place at Universidad Autonoma de Yucatan in Merida, Mexico, on November 16–20, 2015. This meeting was the twelfth meeting in a series of ongoing biannual meetings aimed at showcasing the research of Mexican probabilists as well as promote new collaborations between the participants.

The book features articles drawn from different research areas in probability and shastic processes, such as: risk theory, limit theorems, shastic partial differential equations, random trees, shastic differential games, shastic control, and coalescence. Two of the main manuscripts survey recent developments on shastic control and scaling limits of Markov-branching trees, written by Kazutoshi Yamasaki and Bénédicte Haas, respectively. The research-oriented manuscripts provide new advances in active research fields in Mexico.

The wide selection of topics makes the book accessible to advanced graduate students and researchers in probability and shastic processes.

Product Details

ISBN-13:	9783030085018
Publisher:	Springer International Publishing
Publication date:	12/25/2018
Series:	Progress in Probability , #73
Edition description:	Softcover reprint of the original 1st ed. 2018
Pages:	234
Product dimensions:	6.10(w) x 9.25(h) x 0.02(d)

Table of Contents

Scaling limits of Markov-Branching trees and applications.- Optimality of two-parameter strategies in shastic control.- Asymptotic results for the severity and surplus before ruin for a class of Lévy insurance processes.- Characterization of the minimal penalty of a convex risk measure with applications to robust utility maximization for Lévy models.- Blackwell-Nash equilibria in zero-sum shastic differential games.- A note on Gamma-convergence of monotone functionals.- A criterion for blow up in finite time of a system of 1-dimensional reaction-diffusion equations.- A note on the small-time behavior of the largest block size of Beta n-coalescents.