Stochastic Processes and Applications

Part I Stochastic Processes: Silvestrov Dmitrii: A Journey in the World of Stochastic Processes.- Silvestrov Dmitrii: Individual Ergodic Theorems for Perturbed Alternating Regenerative Processes.- Krasnitskiy Sergey and Kurchenko Oleksandr: On Baxter Type Theorems for Generalized Random Gaussian Fields.- Bajja Salwa, Es-Sebaiy Khalifa, and Viitasaari Lauri: Limit Theorems for Quadratic Variations of the Lei-Nualart Process.- Mishura Yuliya, Ralchenko Kostiantyn, and Shklyar Sergiy: Parameter Estimation for Gaussian Processes with Application to the Model with two Independent Fractional Brownian Motions.- Rakhimova Gulnoza: Application of Limit Theorems for Superposition of Random Functions to Sequential Estimation.- Morlanes José Igor and Andreev Andriy: On Simulation of a Fractional Ornstein-Uhlenbeck Process of the Second Kind by the Circulant Embedding Method.- Lindensjö Kristoffer: Constructive Martingale Representation in Functional Itô Calculus: a Local Martingale Extension.- Malyarenko Anatoliy and Ostoja-Starzewski Martin: Random Fields Related to the Symmetry Classes of Second-Order Symmetric Tensors.- Part II Applications of Stochastic Processes: Silvestrov Dmitrii, Petersson Mikael, and Hössjer Ola: Nonlinearly Perturbed Birth-Death-Type Models.- Hössjer Ola, Bechly Günter, and Gauger Ann: Phase-type Distribution Approximations of the Waiting Time Until Coordinated Mutations Get Fixed in a Population.- Spricer Kristoffer and Trapman Pieter: Characterizing the Initial Phase of Epidemic Growth on some Empirical Networks.- Boguslavskaya Elena, Mishura Yuliya, and Shevchenko Georgiy: Replication of Wiener-Transformable Stochastic Processes with Application to Financial Markets with Memory.- D'Amico Guglielmo, Gismondi Fulvio, and Petroni Filippo: A New Approach to the Modeling of Financial Volumes.- Abola Benard, Biganda Pitos Seleka, Engström Christopher, Mango John Magero, Kakuba Godwin, and Silvestrov Sergei: PageRank in Evolving Tree Graphs.- Biganda