Stochastic Analysis and Related Topics
In Honour of Ali Süleyman Üstünel, Paris, June 2010
Editors: Decreusefond, Laurent, Najim, Jamal (Eds.)
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- Offers a comprehensive account of stochastic analysis and related topics
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- About this book
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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)
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A Look-Down Model with Selection
Pages 1-28
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Control of Inventories with Markov Demand
Pages 29-55
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On the Splitting Method for Some Complex-Valued Quasilinear Evolution Equations
Pages 57-90
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A Modelization of Public–Private Partnerships with Failure Time
Pages 91-117
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On a Flow of Transformations of a Wiener Space
Pages 119-131
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Table of contents (9 chapters)
- Download Preface 1 PDF (71.4 KB)
- Download Sample pages 1 PDF (249.9 KB)
- Download Table of contents PDF (66.9 KB)
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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
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- 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
