XII Symposium of Probability and Stochastic Processes: Merida, Mexico, November 16-20, 2015

Book 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.

• Format: Paperback
• Language: English
• ISBN: 3030085015
• ISBN13: 9783030085018
• Release Date: December 2018
• Publisher: Birkhauser
• Length: 234 Pages
• Weight: 0.78 lbs.
• Dimensions: 0.5" x 6.1" x 9.2"