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

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

Paperback

Series: Progress in Probability, Book 73

General MathematicsGeneral ScienceProbability & Statistics

ISBN10: 3030085015
ISBN13: 9783030085018
Publisher: Birkhauser
Published: Dec 26 2018
Pages: 234
Weight: 0.78
Height: 0.52 Width: 6.14 Depth: 9.21
Language: English
Scaling limits of Markov-Branching trees and applications.- Optimality of two-parameter strategies in stochastic 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 stochastic 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.

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