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

This volume contains the proceedings of the XII Symposium of Probability and Stochastic 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 rese...

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Médium: Elektronický zdroj E-kniha
Jazyk:angličtina
Vydáno: Cham : Springer International Publishing, 2018.
Vydání:1st ed. 2018.
Edice:Progress in Probability, 73
Témata:
Probabilities.
Game theory.
System theory.
Calculus of variations.
Partial differential equations.
ISBN:9783319776439
ISSN:1050-6977 ;
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Obsah:
  • 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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