Springer Proceedings in Mathematics & Statistics

Stochastic Analysis and Related Topics

In Honour of Ali Süleyman Üstünel, Paris, June 2010

Editors: Decreusefond, Laurent, Najim, Jamal (Eds.)

  • 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​
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About this book

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.

Table of contents (9 chapters)

  • A Look-Down Model with Selection

    Bah, Boubacar (et al.)

    Pages 1-28

  • Control of Inventories with Markov Demand

    Bensoussan, Alain

    Pages 29-55

  • On the Splitting Method for Some Complex-Valued Quasilinear Evolution Equations

    Brzeźniak, Zdzisław (et al.)

    Pages 57-90

  • A Modelization of Public–Private Partnerships with Failure Time

    Hillairet, Caroline (et al.)

    Pages 91-117

  • On a Flow of Transformations of a Wiener Space

    Najnudel, Joseph (et al.)

    Pages 119-131

Buy this book

eBook $109.00
price for USA (gross)
  • ISBN 978-3-642-29982-7
  • Digitally watermarked, DRM-free
  • Included format: EPUB, PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Hardcover $139.00
price for USA
  • ISBN 978-3-642-29981-0
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
Softcover $139.00
price for USA
  • ISBN 978-3-642-44803-4
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
Rent the ebook  
  • Rental duration: 1 or 6 month
  • low-cost access
  • online reader with highlighting and note-making option
  • can be used across all devices
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Bibliographic Information

Bibliographic Information
Book Title
Stochastic Analysis and Related Topics
Book Subtitle
In Honour of Ali Süleyman Üstünel, Paris, June 2010
Editors
  • Laurent Decreusefond
  • Jamal Najim
Series Title
Springer Proceedings in Mathematics & Statistics
Series Volume
22
Copyright
2012
Publisher
Springer-Verlag Berlin Heidelberg
Copyright Holder
Springer-Verlag Berlin Heidelberg
eBook ISBN
978-3-642-29982-7
DOI
10.1007/978-3-642-29982-7
Hardcover ISBN
978-3-642-29981-0
Softcover ISBN
978-3-642-44803-4
Series ISSN
2194-1009
Edition Number
1
Number of Pages
XII, 216
Topics