Panov V. (Ed.) Modern Problems of Stochastic Analysis and Statistics: Selected Contributions in Honor of Valentin Konakov

Springer International Publishing AG, 2017. — 506 p. — (Springer Proceedings in Mathematics & Statistics 208) — ISBN: 3319653121.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.Random motions
Random Walks in Nonhomogeneous Poisson Environment
Random Motions with Space-Varying Velocities
Parametrix and Heat Kernel Estimates
Parametrix Methods for One-Dimensional Reflected SDEs
Harnack Inequalities and Bounds for Densities of Stochastic Processes
Local Limit Theorems
A Survey on Conditioned Limit Theorems for Products of Random Matrices and Affine Random Walks
Bounds in the Local Limit Theorem for a Random Walk Conditioned to Stay Positive
Approximation of Stochastic Processes
Regression-Based Variance Reduction Approach for Strong Approximation Schemes
Quadratic Approximation for Log-Likelihood Ratio Processes
Fractional Brownian Motion
Noise Sensitivity of Functionals of Fractional Brownian Motion Driven Stochastic Differential Equations: Results and Perspectives
Drift Parameter Estimation in the Models Involving Fractional Brownian Motion
Particle Systems
Convergence to Equilibrium for Many Particle Systems
Large Deviations for the Rightmost Position in a Branching Brownian Motion
Statistics
Bounds on the Prediction Error of Penalized Least Squares Estimators with Convex Penalty
Structured Nonparametric Curve Estimation
Acturial Science
New Research Directions in Modern Actuarial Sciences
Population Dynamics
Population Processes with Immigration
Spatial Models of Population Processes
Ergodic Markov Processes
Ergodic Markov Processes and Poisson Equations (Lecture Notes)