Stochastic Processes
Theory and Applications
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Beschreibung
The aim of this special issue is to publish original research papers that cover recent advances in the theory and application of stochastic processes. There is especial focus on applications of stochastic processes as models of dynamic phenomena in various research areas, such as queuing theory, physics, biology, economics, medicine, reliability theory, and financial mathematics. Potential topics include, but are not limited to: Markov chains and processes; large deviations and limit theorems; random motions; stochastic biological model; reliability, availability, maintenance, inspection; queueing models; queueing network models; computational methods for stochastic models; applications to risk theory, insurance and mathematical finance.
Autor*in
Alexander Zeifman
Themen in »Stochastic Processes«
measure of information cumulative inaccuracy mutual information lower record values parabolic equation Cauchy problem Monte Carlo method unbiased estimator von-Neumann–Ulam scheme compound poisson insurance risk model expected discounted penalty function estimation Fourier transform Fourier-cosine series multidimensional birth-death process