Modern Problems of Stochastic Analysis and Statistics

Chapter 1 Random Walks in Nonhomogeneous Poisson Environment

Chapter 2 Random Motions with Space-Varying Velocities

Chapter 3 Parametrix Methods for One-Dimensional Reflected SDEs

Chapter 4 Harnack Inequalities and Bounds for Densities of Stochastic Processes

Chapter 5 A Survey on Conditioned Limit Theorems for Products of Random Matrices and Affine Random Walks

Chapter 6 Bounds in the Local Limit Theorem for a Random Walk Conditioned to Stay Positive

Chapter 7 Regression-Based Variance Reduction Approach for Strong Approximation Schemes

Chapter 8 Quadratic Approximation for Log-Likelihood Ratio Processes

Chapter 9 Noise Sensitivity of Functionals of Fractional Brownian Motion Driven Stochastic Differential Equations: Results and Perspectives

Chapter 10 Drift Parameter Estimation in the Models Involving Fractional Brownian Motion

Chapter 11 Convergence to Equilibrium for Many Particle Systems

Chapter 12 Large Deviations for the Rightmost Position in a Branching Brownian Motion

Chapter 13 Bounds on the Prediction Error of Penalized Least Squares Estimators with Convex Penalty

Chapter 14 Structured Nonparametric Curve Estimation

Chapter 15 New Research Directions in Modern Actuarial Sciences

Chapter 16 Population Processes with Immigration

Chapter 17 Spatial Models of Population Processes

Chapter 18 Ergodic Markov Processes and Poisson Equations (Lecture Notes)