Special Issue "New Trends in Random Evolutions and Their Applications"
Deadline for manuscript submissions: 31 July 2020.
Interests: mathematical finance; energy finance; stochastic modelling; risk theory; random evolutions and their applications; modeling high-frequency and algorithmic trading; deep and machine learning in quantitative finance
It is my pleasure to announce a forthcoming Special Issue in Mathematics devoted to the new trends in random evolutions (REs) and their many applications. REs began to be studied in the 1970s, because of their potential applications in finance, insurance, biology, signal processing, quantum physics, traffic, storage, queuing, and risk theories, to name a few.
In mathematical language, a RE is an operator integro-differential equation with generator depending on a parameter, and this parameter is a stochastic process. The stochastic processes define the name for the REs: Markov, semi-Markov, stationary, Levy, etc. Additionally, depending on structure of the operator equation, we have continuous, discontinuous/jump, discrete, homogeneous, inhomogeneous REs, etc. Markov REs in Euclidian spaces are usually called in the literature hidden Markov or regime-switching models. In physical language, a RE is a model for a dynamical system in random environment, in which equation of state is subject to random variation.
In this Special Issue, we introduce new directions in modern theory of REs and their many applications.
The deadline for papers submission is 30 June 2019.
Thank you in advance for your participation in this project.
Prof. Dr. Anatoliy Swishchuk
Manuscript Submission Information
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- Random evolutions (RE)
- Limit theorems for RE
- Applications of RE in finance and insurance
- Applications of RE in biology, medicine, epidemiology, branching theory