Operator Theory and Harmonic Analysis

Operator Theory and Harmonic Analysis

OTHA 2020, Part II - Probability-Analytical Models, Methods and Applications

Karapetyants, Alexey N.; Pavlov, Igor V.; Shiryaev, Albert N.

Springer Nature Switzerland AG

09/2022

418

Mole

Inglês

9783030768317

15 a 20 dias

652

Descrição não disponível.
On Solvability of One Nonlinear Integral Equation Arising in Modelling of Geographical Spread of Epidemics.- Hierarchical Schroedinger type operators: the case of locally bounded potentials.- Symmetric Integrals and the Pathwise-Determined Maximum Principle.- Lanchester Model with the Random Coefficients.- Local time and local reflection of the Wiener process.- Out-of-sample utility bounds for empirically optimal portfolios in a single-period investment problem.- A Guaranteed Deterministic Approach to Superhedging: Optimal Mixed Strategies of the Market and their Supports.- CVaR hedging in defaultable Jump-Diffusion markets.- A model for the outbreak of COVID-19: Vaccine effectiveness in a case study of Italy.- Combinatorial IdentitiesWith Binomial Coefficients.- Double-Barrier Option Pricing under the Hyper-Exponential Jump-Diffusion Model.- A probabilistic interpretation of conservation and balance laws.- Random Tempered Distributions on Locally Compact Separable Abelian Groups.- A conditional functional limit theorem for a decomposable branching process.- Influence of the configuration of particle generation sources on the behavior of branching walks: a case study.- Some Properties of Regularly Varying Functions and Series in the Orthant.- On solutions of stochastic equations with current and osmotic velocities.- A Simple Wiener-Hopf Factorization Approach for Pricing Double Barrier Options.- Rate of convergence to the Poisson law of the numbers of cycles in the generalized random graphs.- Single Jump Filtrations: Preservation of the Local Martingale Property with Respect to the Filtration Generated by the Local Martingale.- New procedure for applying the Cramer-von Mises test for parametric families of distributions.- Stochastic methods in investigation of modern networks.- Random harmonic processes with new properties.
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Harmonic Analysis: Methods of Real and Complex variable;Functional Analysis;Operator Theory;Approximation Theory;Geometric Function Theory;Differential Equations;Mathematical Physics;Complex and Hypercomplex Analysis;Hausdorff Operators;Variable Exponent Analysis;Probability-Analytical Models;Bioinformatics;Mathematical Modelling