Albert N. Shiryaev (editor) - Recent Developments in Stochastic Methods and Applications: ICSM-5, Moscow, Russia, November 23–27, 2020, Selected Contributions: 371 (Springer Proceedings in Mathematics & Statistics, 371)

This book series features volumes composed of selected contributions from workshops and conferences in all areas of current research in mathematics and statistics, including operation research and optimization. In addition to an overall evaluation of the interest, scientific quality, and timeliness of each proposal at the hands of the publisher, individual contributions are all refereed to the high quality standards of leading journals in the field. Thus, this series provides the research community with well-edited, authoritative reports on developments in the most exciting areas of mathematical and statistical research today.

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This volume contains a collection of revised selected full-text papers presented at the 5th International Conference on Stochastic Methods (ICSM-5), held in Moscow, Russia, November 2327, 2020.

ICSM-5 is the successor to the previous conferencesthe All-Russian Colloquium School on Stochastic Methods (held from 1994 till 2013) and the ICSM serieswhich took place in the last 5 years. ICSM-5 inherits its conferencing features configuration and the traditions initiated by the previous conferences and keeps and develops the ICSM participants international community formed in the last several years of successful work. The aim of ICSM-5 is to unite the efforts of Russian and foreign researchers from various academic and research organizations for the development, exchange and generalization of the accumulated experience in the field of stochastic analysis and applications of stochastic modeling methods. The geography of the conference participants is traditionally wide and covers all parts of the world. In 2020, ICSM-5 gathered 110 submissions from authors from 19 different countries. From these, 87 high-quality papers in English were accepted and presented during the conference. The current volume contains 29 extended papers which were recommended by session chairs and selected by the Scientific Committee for Springer post-proceedings.

All the papers selected for the post-proceedings volume are given in the form presented by the authors. These papers are of interest to everyone working in the field of stochastic analysis and applications of stochastic models.

ICSM-5 was jointly organized by Steklov International Mathematical Center, Steklov Mathematical Institute of RAS, Lomonosov Moscow State University (MSU), Peoples Friendship University of Russia (RUDN University) and Don State Technical University (DSTU).