• Open Daily: 10am - 10pm
    Alley-side Pickup: 10am - 7pm

    3038 Hennepin Ave Minneapolis, MN
    612-822-4611

Open Daily: 10am - 10pm | Alley-side Pickup: 10am - 7pm
3038 Hennepin Ave Minneapolis, MN
612-822-4611
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

Hardcover

Series: Progress in Probability, Book 73

General MathematicsGeneral ScienceProbability & Statistics

ISBN10: 3319776428
ISBN13: 9783319776422
Publisher: Birkhauser
Published: Jun 27 2018
Pages: 234
Weight: 1.16
Height: 0.63 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.

1 different editions

Also available

Also in

Probability & Statistics