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Table of contents

  1. Front Matter
    Pages i-xii
  2. Random motions

    1. Front Matter
      Pages 1-1
    2. Youri Davydov, Valentin Konakov
      Pages 3-24
    3. Roberto Garra, Enzo Orsingher
      Pages 25-39
  3. Parametrix and Heat Kernel Estimates

    1. Front Matter
      Pages 41-41
    2. Aurélien Alfonsi, Masafumi Hayashi, Arturo Kohatsu-Higa
      Pages 43-66
    3. Gennaro Cibelli, Sergio Polidoro
      Pages 67-90
  4. Local Limit Theorems

  5. Approximation of Stochastic Processes

    1. Front Matter
      Pages 129-129
    2. Denis Belomestny, Stefan Häfner, Mikhail Urusov
      Pages 131-178
    3. Alexander Gushchin, Esko Valkeila
      Pages 179-215
  6. Fractional Brownian Motion

  7. Particle Systems

    1. Front Matter
      Pages 269-269
    2. Alexander Lykov, Vadim Malyshev
      Pages 271-301
  8. Statistics

    1. Front Matter
      Pages 313-313
    2. Enno Mammen
      Pages 335-345
  9. Acturial Science

    1. Front Matter
      Pages 347-347
    2. Ekaterina Bulinskaya
      Pages 349-408
  10. Population Dynamic

    1. Front Matter
      Pages 409-409
    2. Dan Han, Stanislav Molchanov, Joseph Whitmeyer
      Pages 411-434
    3. Stanislav Molchanov, Joseph Whitmeyer
      Pages 435-454
  11. Ergodic Markov Processes

    1. Front Matter
      Pages 455-455

About these proceedings

Introduction

This book brings together the latest findings in the area of stochastic analysis and statistics. The individual chapters cover a wide range of topics from limit theorems, Markov processes, nonparametric methods, acturial science, population dynamics, and many others. The volume is dedicated to Valentin Konakov, head of the International Laboratory of Stochastic Analysis and its Applications on the occasion of his 70th birthday. Contributions were prepared by the participants of the international conference of the international conference “Modern problems of stochastic analysis and statistics”, held at the Higher School of Economics in Moscow from May 29 - June 2, 2016. It offers a valuable reference resource for researchers and graduate students interested in modern stochastics.

Keywords

Markov processes stochastic analysis population dynamics random flight models nonparametric inference limit theorems

Editors and affiliations

  • Vladimir Panov
    • 1
  1. 1.Department of Statistics and Data AnalysisHigher School of EconomicsMoscowRussia

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