XII Symposium of Probability and Stochastic Processes: Merida, Mexico, November 16-20, 2015 (Paperback)

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.