Overview
- 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?
- Includes supplementary material: sn.pub/extras
Part of the book series: Springer Proceedings in Mathematics & Statistics (PROMS, volume 22)
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Table of contents (9 papers)
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Front Matter
Keywords
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.
Editors and Affiliations
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
DOI: https://doi.org/10.1007/978-3-642-29982-7
Publisher: Springer Berlin, Heidelberg
eBook Packages: Mathematics and Statistics, Mathematics and Statistics (R0)
Copyright Information: Springer-Verlag Berlin Heidelberg 2012
Hardcover ISBN: 978-3-642-29981-0Published: 04 August 2012
Softcover ISBN: 978-3-642-44803-4Published: 20 September 2014
eBook ISBN: 978-3-642-29982-7Published: 04 August 2012
Series ISSN: 2194-1009
Series E-ISSN: 2194-1017
Edition Number: 1
Number of Pages: XII, 216
Topics: Probability Theory and Stochastic Processes, Genetics and Population Dynamics, Partial Differential Equations, Ordinary Differential Equations