Stochastic Processes and Applications: SPAS2017, Västerås and Stockholm, Sweden, October 4-6, 2017

Front Matter ....Pages i-xix
 Dmitrii S. Silvestrov  (Sergei Silvestrov, Ola Hössjer, Anatoliy Malyarenko, Yuliya Mishura)....Pages 1-4
Front Matter ....Pages 5-5
 A Journey in the World of Stochastic Processes  (Dmitrii Silvestrov)....Pages 7-21
 Individual Ergodic Theorems for Perturbed Alternating Regenerative Processes   (Dmitrii Silvestrov)....Pages 23-89
 On Baxter Type Theorems for Generalized Random Gaussian Fields  (Sergey Krasnitskiy, Oleksandr Kurchenko)....Pages 91-103
 Limit Theorems for Quadratic Variations of the Lei–Nualart Process  (Salwa Bajja, Khalifa Es-Sebaiy, Lauri Viitasaari)....Pages 105-121
 Parameter Estimation for Gaussian Processes with Application to the Model with Two Independent Fractional Brownian Motions  (Yuliya Mishura, Kostiantyn Ralchenko, Sergiy Shklyar)....Pages 123-146
 Application of Limit Theorems for Superposition of Random Functions to Sequential Estimation  (Gulnoza Rakhimova)....Pages 147-154
 On Simulation of a Fractional Ornstein–Uhlenbeck Process of the Second Kind by the Circulant Embedding Method  (José Igor Morlanes, Andriy Andreev)....Pages 155-164
 Constructive Martingale Representation in Functional Itô Calculus: A Local Martingale Extension  (Kristoffer Lindensjö)....Pages 165-172
 Random Fields Related to the Symmetry Classes of Second-Order Symmetric Tensors  (Anatoliy Malyarenko, Martin Ostoja-Starzewski)....Pages 173-185
Front Matter ....Pages 187-187
 Nonlinearly Perturbed Birth-Death-Type Models  (Dmitrii Silvestrov, Mikael Petersson, Ola Hössjer)....Pages 189-244
 Phase-Type Distribution Approximations of the Waiting Time Until Coordinated Mutations Get Fixed in a Population  (Ola Hössjer, Günter Bechly, Ann Gauger)....Pages 245-313
 Characterizing the Initial Phase of Epidemic Growth on Some Empirical Networks  (Kristoffer Spricer, Pieter Trapman)....Pages 315-334
 Replication of Wiener-Transformable Stochastic Processes with Application to Financial Markets with Memory  (Elena Boguslavskaya, Yuliya Mishura, Georgiy Shevchenko)....Pages 335-361
 A New Approach to the Modeling of Financial Volumes  (Guglielmo D’Amico, Fulvio Gismondi, Filippo Petroni)....Pages 363-373
 PageRank in Evolving Tree Graphs  (Benard Abola, Pitos Seleka Biganda, Christopher Engström, John Magero Mango, Godwin Kakuba, Sergei Silvestrov)....Pages 375-390
 Traditional and Lazy PageRanks for a Line of Nodes Connected with Complete Graphs  (Pitos Seleka Biganda, Benard Abola, Christopher Engström, John Magero Mango, Godwin Kakuba, Sergei Silvestrov)....Pages 391-412
 Continuous Approximations of Discrete Choice Models Using Point Process Theory   (Hannes Malmberg, Ola Hössjer)....Pages 413-435
 Nonlinear Dynamics Simulations of Microbial Ecological Processes: Model, Diagnostic Parameters of Deterministic Chaos, and Sensitivity Analysis  (Boris Faybishenko, Fred Molz, Deborah Agarwal)....Pages 437-465
Back Matter ....Pages 467-475