XII Symposium of Probability and Stochastic Processes - Progress in Probability
Latest Publications

TOTAL DOCUMENTS

(FIVE YEARS 0)

H-INDEX

(FIVE YEARS 0)

Published By Springer International Publishing

9783319776422, 9783319776439

Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

A Note on the Small-Time Behaviour of the Largest Block Size of Beta n-Coalescents

XII Symposium of Probability and Stochastic Processes - Progress in Probability ◽

10.1007/978-3-319-77643-9_8 ◽

2018 ◽

pp. 219-234

Author(s):

Arno Siri-Jégousse ◽

Linglong Yuan

Keyword(s):

Block Size ◽

Small Time ◽

Time Behaviour

A Note on Γ-Convergence of Monotone Functionals

XII Symposium of Probability and Stochastic Processes - Progress in Probability ◽

10.1007/978-3-319-77643-9_6 ◽

2018 ◽

pp. 195-206

Author(s):

Erick Treviño Aguilar

Keyword(s):

Γ Convergence

Blackwell-Nash Equilibria in Zero-Sum Stochastic Differential Games

XII Symposium of Probability and Stochastic Processes - Progress in Probability ◽

10.1007/978-3-319-77643-9_5 ◽

2018 ◽

pp. 169-193 ◽

Cited By ~ 1

Author(s):

Beatris Adriana Escobedo-Trujillo ◽

Héctor Jasso-Fuentes ◽

José Daniel López-Barrientos

Keyword(s):

Differential Games ◽

Nash Equilibria ◽

Stochastic Differential Games ◽

Zero Sum

Asymptotic Results for the Severity and Surplus Before Ruin for a Class of Lévy Insurance Processes

XII Symposium of Probability and Stochastic Processes - Progress in Probability ◽

10.1007/978-3-319-77643-9_3 ◽

2018 ◽

pp. 107-134 ◽

Cited By ~ 1

Author(s):

Ekaterina T. Kolkovska ◽

Ehyter M. Martín-González

Keyword(s):

Asymptotic Results ◽

Surplus Before Ruin

Characterization of the Minimal Penalty of a Convex Risk Measure with Applications to Robust Utility Maximization for Lévy Models

XII Symposium of Probability and Stochastic Processes - Progress in Probability ◽

10.1007/978-3-319-77643-9_4 ◽

2018 ◽

pp. 135-168

Author(s):

Daniel Hernández-Hernández ◽

Leonel Pérez-Hernández

Keyword(s):

Utility Maximization ◽

Risk Measure ◽

Convex Risk Measure ◽

Robust Utility Maximization

Optimality of Two-Parameter Strategies in Stochastic Control

XII Symposium of Probability and Stochastic Processes - Progress in Probability ◽

10.1007/978-3-319-77643-9_2 ◽

2018 ◽

pp. 51-104

Author(s):

Kazutoshi Yamazaki

Keyword(s):

Stochastic Control ◽

Two Parameter

A Criterion for Blow Up in Finite Time of a System of 1-Dimensional Reaction-Diffusion Equations

XII Symposium of Probability and Stochastic Processes - Progress in Probability ◽

10.1007/978-3-319-77643-9_7 ◽

2018 ◽

pp. 207-217

Author(s):

Eugenio Guerrero ◽

José Alfredo López-Mimbela

Keyword(s):

Finite Time ◽

Blow Up ◽

Reaction Diffusion ◽

Reaction Diffusion Equations ◽

Diffusion Equations

Scaling Limits of Markov-Branching Trees and Applications

XII Symposium of Probability and Stochastic Processes - Progress in Probability ◽

10.1007/978-3-319-77643-9_1 ◽

2018 ◽

pp. 3-50 ◽

Cited By ~ 1

Author(s):

Bénédicte Haas

Keyword(s):

Scaling Limits ◽

Branching Trees

XII Symposium of Probability and Stochastic Processes - Progress in ProbabilityLatest Publications

TOTAL DOCUMENTS

H-INDEX

Published By Springer International Publishing

A Note on the Small-Time Behaviour of the Largest Block Size of Beta n-Coalescents

A Note on Γ-Convergence of Monotone Functionals

Blackwell-Nash Equilibria in Zero-Sum Stochastic Differential Games

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

Optimality of Two-Parameter Strategies in Stochastic Control

A Criterion for Blow Up in Finite Time of a System of 1-Dimensional Reaction-Diffusion Equations

Scaling Limits of Markov-Branching Trees and Applications

XII Symposium of Probability and Stochastic Processes - Progress in Probability
Latest Publications