Bibliograph

XII Symposium of Probability and Stochastic Processes, Merida, Mexico, November 16–20, 2015, edited by Daniel Hernández-Hernández, Juan Carlos Pardo, Victor Rivero

Type

Label

XII Symposium of Probability and Stochastic Processes, Merida, Mexico, November 16–20, 2015, edited by Daniel Hernández-Hernández, Juan Carlos Pardo, Victor Rivero

Language

eng

resource.imageBitDepth

Literary Form

non fiction

Main title

XII Symposium of Probability and Stochastic Processes

Medium

electronic resource

Nature of contents

dictionaries

Oclc number

1042158977

Responsibility statement

edited by Daniel Hernández-Hernández, Juan Carlos Pardo, Victor Rivero

Series statement

Springer eBooksProgress in Probability,, 73, 1050-6977Springer eBooks.

Sub title

Merida, Mexico, November 16–20, 2015

Summary

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 research of Mexican probabilists as well as promote new collaborations between the participants. The book features articles drawn from different research areas in probability and stochastic processes, such as: risk theory, limit theorems, stochastic partial differential equations, random trees, stochastic differential games, stochastic control, and coalescence. Two of the main manuscripts survey recent developments on stochastic control and scaling limits of Markov-branching trees, written by Kazutoshi Yamasaki and Bénédicte Haas, respectively. The research-oriented manuscripts provide new advances in active research fields in Mexico. The wide selection of topics makes the book accessible to advanced graduate students and researchers in probability and stochastic processes.--, Provided by publisher

Table Of Contents

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

Contributor

Subject