{
"item_title" : "XII Symposium of Probability and Stochastic Processes",
"item_author" : [" Daniel Hernández-Hernández", "Juan Carlos Pardo", "Victor Rivero "],
"item_description" : "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 L vy insurance processes.- Characterization of the minimal penalty of a convex risk measure with applications to robust utility maximization for L vy 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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XII Symposium of Probability and Stochastic Processes : Merida, Mexico, November 16-20, 2015
Overview
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 L vy insurance processes.- Characterization of the minimal penalty of a convex risk measure with applications to robust utility maximization for L vy 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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Details
- ISBN-13: 9783319776422
- ISBN-10: 3319776428
- Publisher: Birkhauser
- Publish Date: June 2018
- Dimensions: 9.21 x 6.14 x 0.63 inches
- Shipping Weight: 1.16 pounds
- Page Count: 234
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