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Modern Problems of Stochastic Analysis and Statistics

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Cover of 'Modern Problems of Stochastic Analysis and Statistics'

Table of Contents

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    Book Overview
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    Chapter 1 Random Walks in Nonhomogeneous Poisson Environment
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    Chapter 2 Random Motions with Space-Varying Velocities
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    Chapter 3 Parametrix Methods for One-Dimensional Reflected SDEs
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    Chapter 4 Harnack Inequalities and Bounds for Densities of Stochastic Processes
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    Chapter 5 A Survey on Conditioned Limit Theorems for Products of Random Matrices and Affine Random Walks
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    Chapter 6 Bounds in the Local Limit Theorem for a Random Walk Conditioned to Stay Positive
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    Chapter 7 Regression-Based Variance Reduction Approach for Strong Approximation Schemes
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    Chapter 8 Quadratic Approximation for Log-Likelihood Ratio Processes
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    Chapter 9 Noise Sensitivity of Functionals of Fractional Brownian Motion Driven Stochastic Differential Equations: Results and Perspectives
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    Chapter 10 Drift Parameter Estimation in the Models Involving Fractional Brownian Motion
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    Chapter 11 Convergence to Equilibrium for Many Particle Systems
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    Chapter 12 Large Deviations for the Rightmost Position in a Branching Brownian Motion
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    Chapter 13 Bounds on the Prediction Error of Penalized Least Squares Estimators with Convex Penalty
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    Chapter 14 Structured Nonparametric Curve Estimation
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    Chapter 15 New Research Directions in Modern Actuarial Sciences
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    Chapter 16 Population Processes with Immigration
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    Chapter 17 Spatial Models of Population Processes
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    Chapter 18 Ergodic Markov Processes and Poisson Equations (Lecture Notes)
Attention for Chapter 4: Harnack Inequalities and Bounds for Densities of Stochastic Processes
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Chapter title
Harnack Inequalities and Bounds for Densities of Stochastic Processes
Chapter number 4
Book title
Modern Problems of Stochastic Analysis and Statistics
Published by
Springer, Cham, May 2016
DOI 10.1007/978-3-319-65313-6_4
Book ISBNs
978-3-31-965312-9, 978-3-31-965313-6
Authors

Gennaro Cibelli, Sergio Polidoro, Cibelli, Gennaro, Polidoro, Sergio

Mendeley readers

Mendeley readers

The data shown below were compiled from readership statistics for 1 Mendeley reader of this research output. Click here to see the associated Mendeley record.

Geographical breakdown

Country Count As %
Unknown 1 100%

Demographic breakdown

Readers by professional status Count As %
Professor 1 100%
Readers by discipline Count As %
Mathematics 1 100%