Stochastic Processes with Applications

• Príomhchruthaitheoir: Macci, Claudio (auth)
• Rannpháirtithe: Di Crescenzo, Antonio (auth), Martinucci, Barbara (auth)
• Formáid: Leictreonach Caibidil leabhair
• Teanga: Béarla
• Foilsithe / Cruthaithe: MDPI - Multidisciplinary Digital Publishing Institute 2019
• Ábhair: arithmetic progressions; weighted quadratic variation; fractional differential-difference equations; small deviations; periodic intensity functions; realized volatility; rate of convergence; host-parasite interaction; first Chebyshev function; regularly varying functions; Cohen and Grossberg neural networks; mixture of Gaussian laws; diffusion model; transition densities; re-service; Strang-Marchuk splitting approach; random delays; nematode infection; first-passage-time; total variation distance; forecast combinations; products of primes; discrete time stochastic model; multiplicative noises; slowly varying functions; growth curves; stochastic process; loan interest rate regulation; birth-death process; non-Markovian queue; catastrophes; exogenous factors; seasonal environment; repairs; proportional hazard rates; structural breaks; transient probabilities; first passage time (FPT); bounds; double-ended queues; mixed Gaussian process; stochastic order; time between inspections; busy period; diffusion; continuous-time Markov chains; general bulk service; time-non-homogeneous birth-death processes; stand-by server; reliability; sensor networks; random impulses; scale family of distributions; maximum likelihood estimation; multi-state network; totally positive of order 2; lognormal diffusion process; fractional birth-death processes; exact asymptotics; stochastic orders; time-non-homogeneous jump-diffusion processes; asymptotic distribution; inverse first-passage problem; nonhomogeneous Poisson process; two-dimensional signature; multiple vacation; first-passage time; mean square stability; fractional queues; differential entropy; random parameter matrices; Wasserstein distance; breakdown and repair; fusion estimation
• Rochtain ar líne: DOAB: download the publication; DOAB: description of the publication

Stochastic processes have wide relevance in mathematics both for theoretical aspects and for their numerous real-world applications in various domains. They represent a very active research field which is attracting the growing interest of scientists from a range of disciplines.This Special Issue ai...