Book

Modern Stochastics And Applications

Year:

2014

Published in:

Springer Cham

Authors:

, , , ,

Calculus of Variations and Optimal Control; Optimization

Probability Theory and Stochastic Processes

Linear and Multilinear Algebras

Matrix Theory

Information Systems and Communication Service

Actuarial Sciences

Quantitative Finance

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.

Other publications by

74 publications found

Journal article

Stochastic Selection Problem For A Stratonovich Sde With Power Non‑Linearity

Publisher: Bernoulli

Authors: Georgiy Shevchenko, Ilya Pavlyukevich

Journal article

Existence And Uniqueness Of The Solution Of Stochastic Differential Equation Involving Wiener Process And Fractional Brownian Motion With Hurst Index H > 1/2

Publisher: Communications in Statistics - Theory and Methods

Authors: Georgiy Shevchenko, Yulia Mishura

Journal article

Asymptotic Behavior Of Mixed Power Variations And Statistical Estimation In Mixed Models

Publisher: Statistical Inference for Stochastic Processes

Authors: Georgiy Shevchenko, Yulia Mishura, Marco Dozzi

Journal article

Real Harmonizable Multifractional Stable Process And Its Local Properties

Publisher: Stochastic Processes and their Applications

Authors: Georgiy Shevchenko, Marco Dozzi, Yulia Mishura, Kostiantyn Ral’chenko

Journal article

Convergence Of Solutions Of Mixed Stochastic Delay Differential Equations With Applications

Publisher: Applied Mathematics and Computation

Authors: Georgiy Shevchenko, Yulia Mishura, Taras Shalaiko

Journal article

The Rate Of Convergence For Euler Approximations Of Solutions Of Stochastic Differential Equations Driven By Fractional Brownian Motion

Publisher: Stochastics

Authors: Georgiy Shevchenko, Yulia Mishura

Fractional Brownian Motion In A Nutshell

Publisher: arxiv

Authors: Georgiy Shevchenko

Existence And Uniqueness Of Mild Solution To Stochastic Heat Equation With White And Fractional Noises

Publisher: arxiv

Authors: Georgiy Shevchenko, Kostiantyn Prontenko, Yulia Mishura

Journal article

Malliavin Regularity Of Solutions To Mixed Stochastic Differential Equations

Publisher: Statistics & Probability Letters

Authors: Georgiy Shevchenko, Taras Shalaiko

On The Distribution Of Integral Functionals Of A Homogeneous Diffusion Process

Publisher: Bocconi & Springer Series

Authors: Georgiy Shevchenko, M. Perestyuk, Yulia Mishura