XII Symposium of Probability and Stochastic Processes

Scaling limits of Markov-Branching trees and applications.- Optimality of two-parameter strategies in stochastic control.- Asymptotic results for the severity and surplus before ruin for a class of Levy insurance processes.- Characterization of the minimal penalty of a convex risk measure with applications to robust utility maximization for Levy models.- Blackwell-Nash equilibria in zero-sum stochastic differential games.- A note on Gamma-convergence of monotone functionals.- A criterion for blow up in finite time of a system of 1-dimensional reaction-diffusion equations.- A note on the small-time behavior of the largest block size of Beta n-coalescents.

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• Estocástica
• Cálculo diferencial e equações
• Probabilidade e Estatística
• Teoria dos jogos
• Cibernética e teoria dos sistemas
• Optimização

random trees;Markov-Branching trees;singular control;impulse control;differential games;optimal stopping;ruin probability;convex risk measures;semilinear systems of PDEs;Beta-coalescent;Levy processes;partial differential equations