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＜電子ブック＞
Operator Theory and Harmonic Analysis : OTHA 2020, Part II – Probability-Analytical Models, Methods and Applications / edited by Alexey N. Karapetyants, Igor V. Pavlov, Albert N. Shiryaev
(Springer Proceedings in Mathematics & Statistics. ISSN:21941017 ; 358)

版	1st ed. 2021.
出版者	(Cham : Springer International Publishing : Imprint: Springer)
出版年	2021
大きさ	VIII, 418 p. 26 illus., 12 illus. in color : online resource
著者標目	Karapetyants, Alexey N editor Pavlov, Igor V editor Shiryaev, Albert N editor SpringerLink (Online service)
件　名	LCSH:Operator theory LCSH:Harmonic analysis LCSH:Functions of real variables LCSH:Functions of complex variables LCSH:Integral equations LCSH:Functional analysis FREE:Operator Theory FREE:Abstract Harmonic Analysis FREE:Real Functions FREE:Functions of a Complex Variable FREE:Integral Equations FREE:Functional Analysis
一般注記	On Solvability of One Nonlinear Integral Equation Arising in Modelling of Geographical Spread of Epidemics -- Hierarchical Schrödinger type operators: the case of locally bounded potentials -- Symmetric Integrals and the Pathwise-Determined Maximum Principle -- Lanchester Model with the Random Coefficients -- Local time and local reflection of the Wiener process -- Out-of-sample utility bounds for empirically optimal portfolios in a single-period investment problem -- A Guaranteed Deterministic Approach to Superhedging: Optimal Mixed Strategies of the Market and their Supports -- CVaR hedging in defaultable Jump-Diffusion markets -- A model for the outbreak of COVID-19: Vaccine effectiveness in a case study of Italy -- Combinatorial IdentitiesWith Binomial Coefficients -- Double-Barrier Option Pricing under the Hyper-Exponential Jump-Diffusion Model -- A probabilistic interpretation of conservation and balance laws -- Random Tempered Distributions on Locally Compact Separable Abelian Groups -- A conditional functional limit theorem for a decomposable branching process -- Influence of the configuration of particle generation sources on the behavior of branching walks: a case study -- Some Properties of Regularly Varying Functions and Series in the Orthant -- On solutions of stochastic equations with current and osmotic velocities -- A Simple Wiener-Hopf Factorization Approach for Pricing Double Barrier Options -- Rate of convergence to the Poisson law of the numbers of cycles in the generalized random graphs -- Single Jump Filtrations: Preservation of the Local Martingale Property with Respect to the Filtration Generated by the Local Martingale -- New procedure for applying the Cramér-von Mises test for parametric families of distributions -- Stochastic methods in investigation of modern networks -- Random harmonic processes with new properties This is the second in the two-volume series originating from the 2020 activities within the international scientific conference "Modern Methods, Problems and Applications of Operator Theory and Harmonic Analysis" (OTHA), Southern Federal University, Rostov-on-Don, Russia. This volume focuses on mathematical methods and applications of probability and statistics in the context of general harmonic analysis and its numerous applications. The two volumes cover new trends and advances in several very important fields of mathematics, developed intensively over the last decade. The relevance of this topic is related to the study of complex multi-parameter objects required when considering operators and objects with variable parameters HTTP:URL=https://doi.org/10.1007/978-3-030-76829-4

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