Special Issue "New Trends in Random Evolutions and Their Applications"
Deadline for manuscript submissions: closed (31 December 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
Special Issues and Collections in MDPI journals
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
Manuscripts should be submitted online at www.mdpi.com by registering and logging in to this website. Once you are registered, click here to go to the submission form. Manuscripts can be submitted until the deadline. All papers will be peer-reviewed. Accepted papers will be published continuously in the journal (as soon as accepted) and will be listed together on the special issue website. Research articles, review articles as well as short communications are invited. For planned papers, a title and short abstract (about 100 words) can be sent to the Editorial Office for announcement on this website.
Submitted manuscripts should not have been published previously, nor be under consideration for publication elsewhere (except conference proceedings papers). All manuscripts are thoroughly refereed through a single-blind peer-review process. A guide for authors and other relevant information for submission of manuscripts is available on the Instructions for Authors page. Mathematics is an international peer-reviewed open access semimonthly journal published by MDPI.
Please visit the Instructions for Authors page before submitting a manuscript. The Article Processing Charge (APC) for publication in this open access journal is 1600 CHF (Swiss Francs). Submitted papers should be well formatted and use good English. Authors may use MDPI's English editing service prior to publication or during author revisions.
- Random evolutions (RE)
- Limit theorems for RE
- Applications of RE in finance and insurance
- Applications of RE in biology, medicine, epidemiology, branching theory