Stochastic processes and applications : SPAS2017, Västerås and Stockholm, Sweden, October 4-6 2017 /: SPAS2017, Västerås and Stockholm, Sweden, October 4-6 2017. ([2018])

• Record Type: Book
• Other Titles: SPAS 2017
• Further Information: Note: Sergei Silvestrov, Anatoliy Malyarenko, Milica Rančić, editors.
• Editors: Silvestrov, Sergei D; Malyarenko, Anatoliy; Rančić, Milica
• Other Names: SPAS (Conference)
• Contents: Intro; Preface; Contents; Contributors; 1 Dmitrii S. Silvestrov; References; Part I Stochastic Processes; 2 A Journey in the World of Stochastic Processes; 2.1 Introduction; 2.2 Limit Theorems for Markov-Type Processes; 2.3 Limit Theorems for Randomly Stopped Stochastic Processes; 2.4 Renewal Theory and Ergodic Theorems for Perturbed Stochastic Processes; 2.5 Quasi-Stationary Phenomena for Perturbed Stochastic Systems; 2.6 Stochastic Approximation Methods for Price Processes and American-Type Options; 2.7 Nonlinearly Perturbed Semi-Markov Processes; 2.8 Conclusion; References 3.2.7 Aggregation of Regeneration Times3.3 Ergodic Theorems for Regularly Perturbed Alternating Regenerative Processes; 3.3.1 Perturbed Standard Alternating Regenerative Processes; 3.3.2 Regularly Perturbed Alternating Regenerative Processes; 3.3.3 Semi-regularly Perturbed Alternating Regenerative Processes; 3.4 Super-Long and Long Time Ergodic Theorems for Singularly Perturbed Alternating Regenerative Processes; 3.4.1 Time Scaling for Perturbed Regenerative Processes; 3.4.2 Singularly Perturbed Alternating Regenerative Processes 3.5.3 Short Time Ergodic Theorems for Singularly Perturbed Alternating Regenerative Processes -- II3.5.4 Short Time Ergodic Theorems for Singularly Perturbed Alternating Regenerative Processes -- III; 3.5.5 Short Time Ergodic Theorems for Singularly Perturbed Alternating Regenerative Processes -- IV; 3.6 Ergodic Theorems for Super-Singularly Perturbed Alternating Regenerative Processes; 3.6.1 Super-Singularly Perturbed Alternating Regenerative Processes; 3.6.2 Super-Long Time Ergodic Theorems for Super-Singularly Perturbed Alternating Regenerative Processes
• Publisher Details: Cham, Switzerland : Springer
• Publication Date: 2018
• Extent: 1 online resource (xix, 475 pages)
• Subjects: 519.2/3; Stochastic processes -- Congresses; Stochastic processes; Conference papers and proceedings; Electronic books
• Languages: English
• ISBNs: 9783030028251; 3030028259
• Related ISBNs: 9783030028244
• Access Rights: Legal Deposit; Only available on premises controlled by the deposit library and to one user at any one time; The Legal Deposit Libraries (Non-Print Works) Regulations (UK).
• Access Usage: Restricted: Printing from this resource is governed by The Legal Deposit Libraries (Non-Print Works) Regulations (UK) and UK copyright law currently in force.