Stochastic Processes with Applications

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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Macci, Claudio
Di Crescenzo, Antonio
Martinucci, Barbara
Year of Publication:2019
Language:English
Physical Description:1 electronic resource (284 p.)
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id 993544266704498
ctrlnum (CKB)4100000010106307
(oapen)https://directory.doabooks.org/handle/20.500.12854/60049
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spelling Macci, Claudio auth
Stochastic Processes with Applications
MDPI - Multidisciplinary Digital Publishing Institute 2019
1 electronic resource (284 p.)
text txt rdacontent
computer c rdamedia
online resource cr rdacarrier
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.
English
arithmetic progressions
weighted quadratic variation
fractional differential-difference equations
small deviations
periodic intensity functions
realized volatility
rate of convergence
host-parasite interaction
first Chebyshev function
regularly varying functions
Cohen and Grossberg neural networks
mixture of Gaussian laws
diffusion model
transition densities
re-service
Strang–Marchuk splitting approach
random delays
nematode infection
first-passage-time
total variation distance
forecast combinations
products of primes
discrete time stochastic model
multiplicative noises
slowly varying functions
growth curves
stochastic process
loan interest rate regulation
birth-death process
non-Markovian queue
catastrophes
exogenous factors
seasonal environment
repairs
proportional hazard rates
structural breaks
transient probabilities
first passage time (FPT)
bounds
double-ended queues
mixed Gaussian process
stochastic order
time between inspections
busy period
diffusion
continuous-time Markov chains
general bulk service
time-non-homogeneous birth-death processes
stand-by server
reliability
sensor networks
random impulses
scale family of distributions
maximum likelihood estimation
multi-state network
totally positive of order 2
lognormal diffusion process
fractional birth-death processes
exact asymptotics
stochastic orders
time-non-homogeneous jump-diffusion processes
asymptotic distribution
inverse first-passage problem
nonhomogeneous Poisson process
two-dimensional signature
multiple vacation
first-passage time
mean square stability
fractional queues
differential entropy
random parameter matrices
Wasserstein distance
breakdown and repair
fusion estimation
3-03921-728-3
Di Crescenzo, Antonio auth
Martinucci, Barbara auth
language English
format eBook
author Macci, Claudio
spellingShingle Macci, Claudio
Stochastic Processes with Applications
author_facet Macci, Claudio
Di Crescenzo, Antonio
Martinucci, Barbara
author_variant c m cm
author2 Di Crescenzo, Antonio
Martinucci, Barbara
author2_variant c a d ca cad
b m bm
author_sort Macci, Claudio
title Stochastic Processes with Applications
title_full Stochastic Processes with Applications
title_fullStr Stochastic Processes with Applications
title_full_unstemmed Stochastic Processes with Applications
title_auth Stochastic Processes with Applications
title_new Stochastic Processes with Applications
title_sort stochastic processes with applications
publisher MDPI - Multidisciplinary Digital Publishing Institute
publishDate 2019
physical 1 electronic resource (284 p.)
isbn 3-03921-729-1
3-03921-728-3
illustrated Not Illustrated
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