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检索条件"任意字段=International Conference on Stochastic Processes and Algebraic Structures, SPAS 2019"

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international conference on stochastic processes and algebraic structures, spas 2019

International Conference on Stochastic Processes and Algebra...

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international conference on stochastic processes and algebraic structures, spas 2019

ISBN: (纸本)9783031178207

The proceedings contain 40 papers. The special focus in this conference is on stochastic processes and algebraic structures. The topics include: On Explicit Formulas of Steady-State Probabilities for the [ M/M/c/c + m]-Type Retrial Queue;testing Cubature Formulae on Wiener Space Versus Explicit Pricing Formulae;gaussian processes with Volterra Kernels;stochastic Differential Equations Driven by Additive Volterra–Lévy and Volterra–Gaussian Noises;fixed Point Results of Generalized Cyclic Contractive Mappings in Multiplicative Metric Spaces;fixed Points of T-Hardy Rogers Type Mappings and Coupled Fixed Point Results in Multiplicative Metric Spaces;some Periodic Point and Fixed Point Results in Multiplicative Metric Spaces;bochner Integrability of the Random Fixed Point of a Generalized Random Operator and Almost Sure Stability of Some Faster Random Iterative processes;an Approach to the Absence of Price Bubbles Through State-Price Deflators;ruin Probability for Merged Risk processes with Correlated Arrivals;form Factors for Stars Generalized Grey Brownian Motion;flows of Rare Events for Regularly Perturbed Semi-Markov processes;an Econometric Analysis of Drawdown Based Measures;forecasting and Optimizing Patient Enrolment in Clinical Trials Under Various Restrictions;algorithms for Recalculating Alpha and Eigenvector Centrality Measures Using Graph Partitioning Techniques;on Statistical Properties of the Estimator of Impulse Response Function;connections Between the Extreme Points for Vandermonde Determinants and Minimizing Risk Measure in Financial Mathematics;extreme Points of the Vandermonde Determinant and Wishart Ensemble on Symmetric Cones;option Pricing and stochastic Optimization;stochastic Solutions of Stefan Problems with General Time-Dependent Boundary Conditions;numerical Upscaling via the Wave Equation with Perfectly Matched Layers.

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international conference on stochastic processes and algebraic structures, spas 2017

International Conference on Stochastic Processes and Algebra...

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international conference on stochastic processes and algebraic structures, spas 2017

ISBN: (纸本)9783030418496

The proceedings contain 40 papers. The special focus in this conference is on stochastic processes and algebraic structures. The topics include: Enveloping algebras of certain types of color hom-lie algebras;a review on hom-gerstenhaber algebras and hom-lie algebroids;strong hom-associativity;on hom-yetter-drinfeld category;on the classification of f-quandles;noncommutatively graded algebras;differential calculi on associative algebras and integrable systems;the Jacobian conjecture2n implies the dixmier problemn;commutants in crossed product algebras for piecewise constant functions on the real line;ore extensions of function algebras;algebras with ternary composition law combining Z2 and Z3 gradings;centralizers in pbw extensions;reordering, centralizers and centers in an algebra with three generators and lie type relations;reordering in noncommutative algebras associated with iterated function systems;twisted difference operator representations of deformed lie type commutation relations;torsion-type q-deformed heisenberg algebra and its lie polynomials;lie polynomial characterization problems;relations between the fractional operators in q-calculus;on the exponential and trigonometric q, ω-special functions;isomorphism theorems for basic constructive algebraic structures with special emphasize on constructive semigroups with apartness—an overview;semilatice decompositions of semigroups. hereditariness and periodicity—An overview;ternary lie superalgebras and nambu-hamilton equation in superspace;common fixed point for integral type contractive mappings in multiplicative metric spaces;cyclic contractions and common fixed point results of integral type contractions in multiplicative metric spaces;extreme points of the vandermonde determinant on the sphere and some limits involving the generalized vandermonde determinant;extreme points of the vandermonde determinant on surfaces implicitly determined by a univariate polynomial.

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international conference on “stochastic processes and algebraic structures – From Theory Towards Applications”, spas 2017

International Conference on “Stochastic Processes and Algeb...

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international conference on “stochastic processes and algebraic structures – From Theory Towards Applications”, spas 2017

ISBN: (纸本)9783030028244

The proceedings contain 19 papers. The special focus in this conference is on stochastic processes and algebraic structures. The topics include: Nonlinearly perturbed birth-death-type models;phase-Type distribution approximations of the waiting time until coordinated mutations get fixed in a population;characterizing the initial phase of epidemic growth on some empirical networks;replication of wiener-transformable stochastic processes with application to financial markets with memory;a new approach to the modeling of financial volumes;pageRank in evolving tree graphs;traditional and lazy pageranks for a line of nodes connected with complete graphs;continuous approximations of discrete choice models using point process theory;nonlinear dynamics simulations of microbial ecological processes: Model, diagnostic parameters of deterministic chaos, and sensitivity analysis;a journey in the world of stochastic processes;individual ergodic theorems for perturbed alternating regenerative processes;on baxter type theorems for generalized random Gaussian fields;limit theorems for quadratic variations of the Lei–Nualart process;parameter estimation for gaussian processes with application to the model with two independent fractional brownian motions;application of limit theorems for superposition of random functions to sequential estimation;on simulation of a fractional Ornstein–Uhlenbeck process of the second kind by the circulant embedding method;constructive martingale representation in functional itô calculus: A local martingale extension.

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Flows of Rare Events for Regularly Perturbed Semi-Markov processes

Flows of Rare Events for Regularly Perturbed Semi-Markov Pro...

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international conference on stochastic processes and algebraic structures, spas 2019

作者： Silvestrov, Dmitrii Department of Mathematics Stockholm University Stockholm106 91 Sweden

Necessary and sufficient conditions for convergence in distribution and in Skorokhod J-topology for counting processes generated by flows of rare events for perturbed semi-Markov processes with finite phase space are ... 详细信息

ISBN: (纸本)9783031178207

关键词： Markov processes

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Limit Theorems of Baxter Type for Generalized Random Gaussian processes with Independent Values

Limit Theorems of Baxter Type for Generalized Random Gaussia...

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international conference on stochastic processes and algebraic structures, spas 2019

作者： Krasnitskiy, Sergey Kurchenko, Oleksandr Syniavska, Olga Kyiv National University of Technology and Design Kyiv Ukraine Kyiv National Taras Shevchenko University Kyiv Ukraine Uzhhorod National University Uzhhorod Ukraine

ISBN: (纸本)9783031178207

In this paper we obtain a Baxter-type theorem for Gaussian generalized random processes with independent values. The main results are formulated in terms of general representation of covariance functionals of such processes. Sufficient conditions in those terms for the singularity of probability measures corresponding to such processes are also given. © The Author(s), under exclusive license to Springer Nature Switzerland AG 2022.

关键词： Random processes

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Inequalities for Moments of Branching processes in a Varying Environment

Inequalities for Moments of Branching Processes in a Varying...

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international conference on stochastic processes and algebraic structures, spas 2019

作者： Khusanbaev, Ya. M. Kudratov, Kh. E. Uzbekistan Akademy of Sciences V. I. Romanovskiy Institute of Mathematics 81 Mirzo-Ulugbek street Tashkent Uzbekistan Samarkand State University named after Sharof Rashidov 15 University street Samarkand Uzbekistan

In the present paper, we give the upper bounds for moments and central moments of branching processes in a varying environment starting with a random number of particles. © The Author(s), under exclusive license ... 详细信息

ISBN: (纸本)9783031178207

关键词： Branching process Central moments

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Ruin Probability for Merged Risk processes with Correlated Arrivals

Ruin Probability for Merged Risk Processes with Correlated A...

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international conference on stochastic processes and algebraic structures, spas 2019

作者： Ali, Mohammad Jamsher Pärna, Kalev University of Tartu Tartu Estonia

ISBN: (纸本)9783031178207

In this paper the ruin probability of the sum of two classical risk processes is studied under the assumption that the claim size distributions are of phase type and that the two Poisson processes of claim arrivals are correlated. The correlation between two claim number processes is modeled by Common Shock Model. We represent the merged risk process as a classical compound Poisson risk process where the initial claim size distributions are replaced by a new, properly chosen phase type distribution. This allows to construct an exact formula for the ruin probability of the merged risk process. © The Author(s), under exclusive license to Springer Nature Switzerland AG 2022.

关键词： Risk perception

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Bochner Integrability of the Random Fixed Point of a Generalized Random Operator and Almost Sure Stability of Some Faster Random Iterative processes

Bochner Integrability of the Random Fixed Point of a General...

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international conference on stochastic processes and algebraic structures, spas 2019

作者： Okeke, Godwin Amechi Abbas, Mujahid Silvestrov, Sergei Department of Mathematics School of Physical Sciences Federal University of Technology Owerri P.M.B. 1526 Imo State Owerri Nigeria Department of Mathematics Government College University Lahore54000 Pakistan Department of Mathematics and Applied Mathematics University of Pretoria Pretoria South Africa Division of Mathematics and Physics School of Education Culture and Communication Mälardalen University Box 883 Västerås72123 Sweden

ISBN: (纸本)9783031178207

We introduce a random version of some known faster fixed point iterative processes and approximate the random fixed point of a generalized random operator using these random iterative processes. Moreover, the Bochner integrability of the random fixed points for this kind of generalized random operators and the almost sure T-stability of these random iterative processes are proved. We apply our results in proving the existence of solution of a nonlinear Hammerstein type stochastic integral equation. © The Author(s), under exclusive license to Springer Nature Switzerland AG 2022.

关键词： Integral equations

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On Explicit Formulas of Steady-State Probabilities for the [ M/M/c/c + m]-Type Retrial Queue

On Explicit Formulas of Steady-State Probabilities for the [...

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international conference on stochastic processes and algebraic structures, spas 2019

作者： Lebedev, Eugene Ponomarov, Vadym Livinska, Hanna Taras Shevchenko National University of Kyiv Volodymyrska str. 64 Kyiv01601 Ukraine

ISBN: (纸本)9783031178207

The paper deals with a research of bivariate Markov process {X (t ), t ≥ 0} whose state space is a lattice semistrip S(X) = {0, 1, . . ., c + m} × Z+ . The process {X (t ), t ≥ 0} describes the service policy of a multi-server retrial queue in which the rate of repeated flow does not depend on the number of sources of repeated calls. First, we study the ergodicity conditions. Then obtain a vector-matrix representation of steady state distribution through the parameters of the system. The investigative techniques use an approximation of the initial model by means of the truncated one and the direct passage to the limit. The application of the obtained results is demonstrated via numerical examples. © The Author(s), under exclusive license to Springer Nature Switzerland AG 2022.

关键词： Markov processes

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Option Pricing and stochastic Optimization

Option Pricing and Stochastic Optimization

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international conference on stochastic processes and algebraic structures, spas 2019

作者： Shchestyuk, Nataliya Tyshchenko, Serhii NaUKMA Skovoroda str. 2 Kyiv Ukraine

ISBN: (纸本)9783031178207

In this paper we propose an approach to option pricing which is based on the solution of the investor problem. We demonstrate that the link between optimal option pricing from investor’s point of view and risk measuring is especially close, and it is given by stochastic optimization. We consider the optimal option pricing X∗ as the optimal decision of the investor, who should maximize the expected profit. It is possible because the average value-at-risk AV @R is related to the simple stochastic optimization problem with a piecewise linear profit/cost function and as it was proved in [12], maximal value is attained. If we consider investing in a European option, then the profit/cost function is a payoff function Y (S) of a European call or put option and the optimal decision can be found as X∗ = V @Rα (Y ), where parameter α can be computed using interest rates for borrowing and lending and reflects the level of the real economic environment. We illustrate our results for GBM model and Student-like models with dependence (FAT models) and determine optimal option price as the optimal amount to invest for these cases. Meanwhile we measure and manage risk for these models. © The Author(s), under exclusive license to Springer Nature Switzerland AG 2022.

关键词： Profitability

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