Buch

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Übersicht

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Verlag	:	Springer International Publishing
Buchreihe	:	Progress in Probability (Bd. 73)
Sprache	:	Englisch
Erschienen	:	27. 06. 2018
Seiten	:	190
Einband	:	Gebunden
Höhe	:	235 mm
Breite	:	155 mm
ISBN	:	9783319776422
Sprache	:	Englisch

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Inhaltsverzeichnis

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Scaling limits of Markov-Branching trees and applications.- Optimality of two-parameter strategies in stochastic control.- Asymptotic results for the severity and surplus before ruin for a class of Lévy insurance processes.- Characterization of the minimal penalty of a convex risk measure with applications to robust utility maximization for Lévy models.- Blackwell-Nash equilibria in zero-sum stochastic differential games.- A note on  Gamma-convergence of monotone functionals.- A criterion for blow up in finite time of a system of 1-dimensional reaction-diffusion equations.- A note on the small-time behavior of the largest block size of Beta n-coalescents.

Deine Buchhandlung

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