Stochastic Processes with Applications

Stochastic processes have wide relevance in mathematics both for theoretical aspects and for their numerous real-world applications in various domains. They represent a very active research field which is attracting the growing interest of scientists from a range of disciplines.This Special Issue ai...

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Year of Publication:2019
Language:English
Physical Description:1 electronic resource (284 p.)
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245 1 0 |a Stochastic Processes with Applications 
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520 |a Stochastic processes have wide relevance in mathematics both for theoretical aspects and for their numerous real-world applications in various domains. They represent a very active research field which is attracting the growing interest of scientists from a range of disciplines.This Special Issue aims to present a collection of current contributions concerning various topics related to stochastic processes and their applications. In particular, the focus here is on applications of stochastic processes as models of dynamic phenomena in research areas certain to be of interest, such as economics, statistical physics, queuing theory, biology, theoretical neurobiology, and reliability theory. Various contributions dealing with theoretical issues on stochastic processes are also included. 
546 |a English 
653 |a arithmetic progressions 
653 |a weighted quadratic variation 
653 |a fractional differential-difference equations 
653 |a small deviations 
653 |a periodic intensity functions 
653 |a realized volatility 
653 |a rate of convergence 
653 |a host-parasite interaction 
653 |a first Chebyshev function 
653 |a regularly varying functions 
653 |a Cohen and Grossberg neural networks 
653 |a mixture of Gaussian laws 
653 |a diffusion model 
653 |a transition densities 
653 |a re-service 
653 |a Strang–Marchuk splitting approach 
653 |a random delays 
653 |a nematode infection 
653 |a first-passage-time 
653 |a total variation distance 
653 |a forecast combinations 
653 |a products of primes 
653 |a discrete time stochastic model 
653 |a multiplicative noises 
653 |a slowly varying functions 
653 |a growth curves 
653 |a stochastic process 
653 |a loan interest rate regulation 
653 |a birth-death process 
653 |a non-Markovian queue 
653 |a catastrophes 
653 |a exogenous factors 
653 |a seasonal environment 
653 |a repairs 
653 |a proportional hazard rates 
653 |a structural breaks 
653 |a transient probabilities 
653 |a first passage time (FPT) 
653 |a bounds 
653 |a double-ended queues 
653 |a mixed Gaussian process 
653 |a stochastic order 
653 |a time between inspections 
653 |a busy period 
653 |a diffusion 
653 |a continuous-time Markov chains 
653 |a general bulk service 
653 |a time-non-homogeneous birth-death processes 
653 |a stand-by server 
653 |a reliability 
653 |a sensor networks 
653 |a random impulses 
653 |a scale family of distributions 
653 |a maximum likelihood estimation 
653 |a multi-state network 
653 |a totally positive of order 2 
653 |a lognormal diffusion process 
653 |a fractional birth-death processes 
653 |a exact asymptotics 
653 |a stochastic orders 
653 |a time-non-homogeneous jump-diffusion processes 
653 |a asymptotic distribution 
653 |a inverse first-passage problem 
653 |a nonhomogeneous Poisson process 
653 |a two-dimensional signature 
653 |a multiple vacation 
653 |a first-passage time 
653 |a mean square stability 
653 |a fractional queues 
653 |a differential entropy 
653 |a random parameter matrices 
653 |a Wasserstein distance 
653 |a breakdown and repair 
653 |a fusion estimation 
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700 1 |a Di Crescenzo, Antonio  |4 auth 
700 1 |a Martinucci, Barbara  |4 auth 
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