Change search
CiteExportLink to record
Permanent link

Direct link
Cite
Citation style
  • apa
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf
A journey in the word of stochastic processes
Stockholm University, Faculty of Science, Department of Mathematics.ORCID iD: 0000-0002-2626-5598
2018 (English)In: Stochastic processes and applications: SPAS2017, Västerås and Stockholm, Sweden, October 4-6, 2017 / [ed] Sergei Silvestrov, Anatoliy Malyarenko, Milica Rančić, Cham: Springer, 2018, p. 7-21Chapter in book (Refereed)
Abstract [en]

This paper presents a survey of research results obtained by the authorand his collaborators in the areas of limit theorems for Markov-type processes andrandomly stopped stochastic processes, renewal theory and ergodic theorems forperturbed stochastic processes, quasi-stationary distributions for perturbed stochas-tic systems, methods of stochastic approximation for price processes, asymptoticexpansions for nonlinearly perturbed semi-Markov processes and applications ofthe above results to queuing systems, reliability models, stochastic networks, bio-stochastic systems, perturbed risk processes, and American-type options.

Place, publisher, year, edition, pages
Cham: Springer, 2018. p. 7-21
Series
Springer Proceedings in Mathematics and Statistics, ISSN 2194-1009, E-ISSN 2194-1017 ; 271
Keywords [en]
Limit theorem, Markov-type process, Random stopping, Perturbed renewal equation, Coupling, Quasi-stationary distribution, American type option, Perturbed semi-Markov process
National Category
Probability Theory and Statistics
Research subject
Mathematical Statistics
Identifiers
URN: urn:nbn:se:su:diva-165083DOI: 10.1007/978-3-030-02825-1ISBN: 978-3-030-02824-4 (print)ISBN: 978-3-030-02825-1 (electronic)OAI: oai:DiVA.org:su-165083DiVA, id: diva2:1281218
Available from: 2019-01-21 Created: 2019-01-21 Last updated: 2019-01-29Bibliographically approved

Open Access in DiVA

No full text in DiVA

Other links

Publisher's full text

Search in DiVA

By author/editor
Silvestrov, Dmitrii
By organisation
Department of Mathematics
Probability Theory and Statistics

Search outside of DiVA

GoogleGoogle Scholar

doi
isbn
urn-nbn

Altmetric score

doi
isbn
urn-nbn
Total: 3 hits
CiteExportLink to record
Permanent link

Direct link
Cite
Citation style
  • apa
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf