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- Title
Editorial: Special issue on the workshop 'Modern Applied Probability'.
- Authors
Konstantopoulos, Takis; Korshunov, Dmitry
- Abstract
In the second part of the paper, the authors discuss infinite-dimensional generalisations of the Itô formula from the point of view of applications to stochastic partial differential equations. In the second paper, I Maximum on a random time interval of a random walk with infinite mean i , Denis Denisov considers a random walk with jumps having either infinite or undefined mean and right heavy-tailed distribution. This special issue contains a selection of papers written by the participants of the workshop I Modern Applied Probability i which was held on 15-17 May 2019 at ICMS, The Bayes Centre, Edinburgh.
- Subjects
STOCHASTIC partial differential equations; PROBABILITY theory; RANDOM walks
- Publication
Queueing Systems, 2021, Vol 98, Issue 3/4, p209
- ISSN
0257-0130
- Publication type
Editorial
- DOI
10.1007/s11134-021-09715-w