Coverart for item
The Resource Stochastic analysis and related topics : in honour of Ali Süleyman Üstünel, Paris, June 2010, edited by Laurent Decreusefond, Jamal Najim

Stochastic analysis and related topics : in honour of Ali Süleyman Üstünel, Paris, June 2010, edited by Laurent Decreusefond, Jamal Najim

Label
Stochastic analysis and related topics : in honour of Ali Süleyman Üstünel, Paris, June 2010
Title
Stochastic analysis and related topics
Title remainder
in honour of Ali Süleyman Üstünel, Paris, June 2010
Statement of responsibility
edited by Laurent Decreusefond, Jamal Najim
Contributor
Subject
Genre
Language
eng
Summary
Since the early eighties, Ali Süleyman Üstünel 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
Member of
Cataloging source
GW5XE
Dewey number
519.2/2
Index
no index present
LC call number
QA274.2
LC item number
.S76 2012
Literary form
non fiction
Nature of contents
  • dictionaries
  • bibliography
NLM call number
Online Book
http://library.link/vocab/relatedWorkOrContributorDate
1966-
http://library.link/vocab/relatedWorkOrContributorName
  • Decreusefond, Laurent
  • Najim, Jamal
Series statement
Springer proceedings in mathematics & statistics,
Series volume
v. 22
http://library.link/vocab/subjectName
  • Stochastic analysis
  • Stochastic Processes
  • Mathematics
  • MATHEMATICS
  • Stochastic analysis
Label
Stochastic analysis and related topics : in honour of Ali Süleyman Üstünel, Paris, June 2010, edited by Laurent Decreusefond, Jamal Najim
Instantiates
Publication
Antecedent source
unknown
Bibliography note
Includes bibliographical references
Carrier category
online resource
Carrier category code
  • cr
Carrier MARC source
rdacarrier
Color
multicolored
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Contents
  • On a Flow of Transformations of a Wiener Space
  • Joseph Najnudel, Daniel Stroock and Marc Yor
  • Measure Invariance on the Lie-Wiener Path Space
  • Nicolas Privault
  • Derivatives of Solutions of Semilinear Parabolic PDEs and Variational Inequalities with Neumann Boundary Conditions
  • Denis Talay
  • Some Differential Systems Driven by a fBm with Hurst Parameter Greater than 1/4
  • Samy Tindel and Iván Torrecilla
  • Transportation Cost Inequalities for Diffusions Under Uniform Distance
  • Ali Suleyman Üstünel
  • A Look-Down Model with Selection
  • Boubacar Bah, Ahmadou Bamba Sow and Etienne Pardoux
  • Control of Inventories with Markov Demand
  • Alain Bensoussan
  • On the Splitting Method for Some Complex-Valued Quasilinear Evolution Equations
  • Zdzisław Brzeźniak and Annie Millet
  • A Modelization of Public-Private Partnerships with Failure Time
  • Caroline Hillairet and Monique Pontier
Control code
805944231
Dimensions
unknown
Extent
1 online resource.
File format
unknown
Form of item
online
Isbn
9783642299827
Level of compression
unknown
Media category
computer
Media MARC source
rdamedia
Media type code
  • c
Other control number
10.1007/978-3-642-29982-7
Quality assurance targets
not applicable
Reformatting quality
unknown
Sound
unknown sound
Specific material designation
remote
System control number
(OCoLC)805944231
Label
Stochastic analysis and related topics : in honour of Ali Süleyman Üstünel, Paris, June 2010, edited by Laurent Decreusefond, Jamal Najim
Publication
Antecedent source
unknown
Bibliography note
Includes bibliographical references
Carrier category
online resource
Carrier category code
  • cr
Carrier MARC source
rdacarrier
Color
multicolored
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Contents
  • On a Flow of Transformations of a Wiener Space
  • Joseph Najnudel, Daniel Stroock and Marc Yor
  • Measure Invariance on the Lie-Wiener Path Space
  • Nicolas Privault
  • Derivatives of Solutions of Semilinear Parabolic PDEs and Variational Inequalities with Neumann Boundary Conditions
  • Denis Talay
  • Some Differential Systems Driven by a fBm with Hurst Parameter Greater than 1/4
  • Samy Tindel and Iván Torrecilla
  • Transportation Cost Inequalities for Diffusions Under Uniform Distance
  • Ali Suleyman Üstünel
  • A Look-Down Model with Selection
  • Boubacar Bah, Ahmadou Bamba Sow and Etienne Pardoux
  • Control of Inventories with Markov Demand
  • Alain Bensoussan
  • On the Splitting Method for Some Complex-Valued Quasilinear Evolution Equations
  • Zdzisław Brzeźniak and Annie Millet
  • A Modelization of Public-Private Partnerships with Failure Time
  • Caroline Hillairet and Monique Pontier
Control code
805944231
Dimensions
unknown
Extent
1 online resource.
File format
unknown
Form of item
online
Isbn
9783642299827
Level of compression
unknown
Media category
computer
Media MARC source
rdamedia
Media type code
  • c
Other control number
10.1007/978-3-642-29982-7
Quality assurance targets
not applicable
Reformatting quality
unknown
Sound
unknown sound
Specific material designation
remote
System control number
(OCoLC)805944231

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