Stochastic Processes with Applications

doi:10.3390/books978-3-03921-729-8

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Stochastic Processes with Applications

Edited by

November 2019

284 pages

ISBN978-3-03921-728-1 (Paperback)
ISBN978-3-03921-729-8 (PDF)

https://doi.org/10.3390/books978-3-03921-729-8

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This book is a reprint of the Special Issue Stochastic Processes with Applications that was published in

Computer Science & Mathematics

Engineering

Physical Sciences

Public Health & Healthcare

Summary

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 aims to present a collection of current contributions concerning various topics related to stochastic processes and their applications. In particular, the focus here is on applications of stochastic processes as models of dynamic phenomena in research areas certain to be of interest, such as economics, statistical physics, queuing theory, biology, theoretical neurobiology, and reliability theory. Various contributions dealing with theoretical issues on stochastic processes are also included.

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Keywords

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