| Dewey Class |
519.2 |
| Titolo |
Stochastic Analysis and Related Topics ([Ebook]) : in honour of Ali Süleyman Üstünel, Paris, June 2010 / edited by Laurent Decreusefond, Jamal Najim. |
| Autore |
Decreusefond, Laurent |
| Added Personal Name |
Najim, Jamal |
| Other name(s) |
SpringerLink (Online service) |
| Pubblicazione |
Berlin, Heidelberg : Springer |
| , 2012. |
| Physical Details |
XIII, 214 pages, 3 illus. : online resource. |
| Serie |
Springer Proceedings in Mathematics & Statistics 2194-1009 ; ; 22 |
| ISBN |
9783642299827 |
| Summary Note |
Since the early eighties, Ali Süleyman Ãstünel has been one of the main contributors to the field of Malliavin calculus. In a workshop held in Paris, June 2010 several prominent researchers gave exciting talks in honor of his 60th birthday. The present volume includes scientific contributions from this workshop. Probability theory is first and foremost aimed at solving real-life problems containing randomness. Markov processes are one of the key tools for modeling that plays a vital part concerning such problems. Contributions on inventory control, mutation-selection in genetics and public-private partnerships illustrate several applications in this volume. Stochastic differential equations, be they partial or ordinary, also play a key role in stochastic modeling. Two of the contributions analyze examples that share a focus on probabilistic tools, namely stochastic analysis and stochastic calculus. Three other papers are devoted more to the theoretical development of these aspects. The volume addresses graduate students and researchers interested in stochastic analysis and its applications.: |
| Contents note |
1.Boubacar Bah, Etienne Pardoux and Ahmadou Bamba Sow: A lookâdown model with selection -- 2.Alain Bensoussan: Control of Inventories with Markov Demand -- 3.ZdzisÅaw Brzezniak and Annie Millet: On the splitting method for some complex-valued quasilinear evolution equations -- 4. Caroline Hillairet and Monique Pontier: A Modelisation of Public Private Parternships with failure time -- 5.Joseph Najnudel, Daniel Stroock and Marc Yor: On a flow of transformations of a Wiener space -- 6.Nicolas Privault: Measure invariance on the Lie-Wiener path space -- 7.Denis Talay: Derivatives of Solutions of Semilinear Parabolic PDEs and Variational Inequalities with Neumann Boundary Conditions -- 8.Samy Tindel and Iván Torrecilla: Some differential systems driven by a fBm with Hurst parameter greater than ¼ -- 9.Ali Suleyman Ãstünel: Transportation cost inequalities for diffusions under uniform distance -- Glossary. |
| System details note |
Online access to this digital book is restricted to subscription institutions through IP address (only for SISSA internal users). |
| Internet Site |
http://dx.doi.org/10.1007/978-3-642-29982-7 |
| Link alle Opere Legate |
Riferimenti soggetto: .
Differential equation, Hyperbolic .
Differential equations, Partial .
Distribution (Probability theory) .
Genetics .
Genetics and Population Dynamics .
Mathematics .
Ordinary differential equations .
Partial differential equations .
Probability theory and stochastic processes .
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