000			03682nam a22003855i 4500
001			317453
003			MX-SnUAN
005			20160429161027.0
007			cr nn 008mamaa
008			160108s2014 gw | s |||| 0|eng d
020			_a9783319035123 _9978-3-319-03512-3
035			_avtls000416243
039		9	_y201601081117 _zstaff
050		4	_aQA315-316
245	1	0	_aModern stochastics and applications / _cedited by Volodymyr Korolyuk, Nikolaos Limnios, Yuliya Mishura, Lyudmyla Sakhno, Georgiy Shevchenko.
264		1	_aCham : _bSpringer International Publishing : _bSpringer, _c2014.
300			_axvii, 349 páginas : _b2 ilustraciones, 1 ilustraciones en color.
336			_atexto _btxt _2rdacontent
337			_acomputadora _bc _2rdamedia
338			_arecurso en línea _bcr _2rdacarrier
347			_aarchivo de texto _bPDF _2rda
490	0		_aSpringer Optimization and Its Applications, _x1931-6828 ; _v90
500			_aSpringer eBooks
505	0		_aPart I: Probability Distributions in Applications.-Comparing Brownian stochastic integrals for the convex order (Yor, Hirsch) -- Application of ?-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).
590			_aPara consulta fuera de la UANL se requiere clave de acceso remoto.
700	1		_aKorolyuk, Volodymyr, _eeditor. _9361005
700	1		_aLimnios, Nikolaos, _eeditor. _9302290
700	1		_aMishura, Yuliya, _eeditor. _9306088
700	1		_aSakhno, Lyudmyla, _eeditor. _9361006
700	1		_aShevchenko, Georgiy, _eeditor. _9361007
710	2		_aSpringerLink (Servicio en línea) _9299170
776	0	8	_iEdición impresa: _z9783319035116
856	4	0	_uhttp://remoto.dgb.uanl.mx/login?url=http://dx.doi.org/10.1007/978-3-319-03512-3 _zConectar a Springer E-Books (Para consulta externa se requiere previa autentificación en Biblioteca Digital UANL)
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999			_c317453 _d317453