Logo - springer
Slogan - springer

Mathematics - Probability Theory and Stochastic Processes | Stochastic Analysis and Related Topics - In Honour of Ali Süleyman Üstünel, Paris, June 2010

Stochastic Analysis and Related Topics

In Honour of Ali Süleyman Üstünel, Paris, June 2010

Decreusefond, Laurent, Najim, Jamal (Eds.)

2012, XII, 216 p.

Available Formats:
eBook
Information

Springer eBooks may be purchased by end-customers only and are sold without copy protection (DRM free). Instead, all eBooks include personalized watermarks. This means you can read the Springer eBooks across numerous devices such as Laptops, eReaders, and tablets.

You can pay for Springer eBooks with Visa, Mastercard, American Express or Paypal.

After the purchase you can directly download the eBook file or read it online in our Springer eBook Reader. Furthermore your eBook will be stored in your MySpringer account. So you can always re-download your eBooks.

 
$109.00

(net) price for USA

ISBN 978-3-642-29982-7

digitally watermarked, no DRM

Included Format: PDF and EPUB

download immediately after purchase


learn more about Springer eBooks

add to marked items

Hardcover
Information

Hardcover version

You can pay for Springer Books with Visa, Mastercard, American Express or Paypal.

Standard shipping is free of charge for individual customers.

 
$139.00

(net) price for USA

ISBN 978-3-642-29981-0

free shipping for individuals worldwide

usually dispatched within 3 to 5 business days


add to marked items

Softcover
Information

Softcover (also known as softback) version.

You can pay for Springer Books with Visa, Mastercard, American Express or Paypal.

Standard shipping is free of charge for individual customers.

 
$139.00

(net) price for USA

ISBN 978-3-642-44803-4

free shipping for individuals worldwide

usually dispatched within 3 to 5 business days


add to marked items

  • Provides articles by leading researchers in the field
  • Offers a comprehensive account of stochastic analysis and related topics
  • Intended for graduate students and researches interested in stochastic analysis and its applications​

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.

Content Level » Research

Keywords » 60H07, 60H15, 60G22, 60G55 - Ali Süleyman Üstünel - Lie groups - fractional Brownian motion - mutation-selection - optimal transport - quasilinear evolution equations - stochastic PDE

Related subjects » Dynamical Systems & Differential Equations - Probability Theory and Stochastic Processes

Table of contents / Preface / Sample pages 

Popular Content within this publication 

 

Articles

Read this Book on Springerlink

Services for this book

New Book Alert

Get alerted on new Springer publications in the subject area of Probability Theory and Stochastic Processes.