Stochastic Analysis and Related Topics : In Honour of Ali Süleyman Üstünel, Paris, June 2010

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 t...

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Corporate Author: SpringerLink (Online service)
Other Authors: Decreusefond, Laurent (Editor), Najim, Jamal (Editor)
Format: eBook
Language:English
Published: Berlin, Heidelberg Springer Berlin Heidelberg 2012, 2012
Edition:1st ed. 2012
Series:Springer Proceedings in Mathematics & Statistics
Subjects:
Online Access:
Collection: Springer eBooks 2005- - Collection details see MPG.ReNa
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505 0 |a 1.Boubacar Bah, Etienne Pardoux and Ahmadou Bamba Sow: A look–down model with selection -- 2.Alain Bensoussan: Control of Inventories with Markov Demand -- 3.Zdzisław Brzezniak and Annie Millet: On the splitting method for some complex-valued quasilinear evolution equations -- 4. Caroline Hillairet and Monique Pontier: A Modelisation of Public Private Parternships with failure time -- 5.Joseph Najnudel, Daniel Stroock and Marc Yor: On a flow of transformations of a Wiener space -- 6.Nicolas Privault: Measure invariance on the Lie-Wiener path space -- 7.Denis Talay: Derivatives of Solutions of Semilinear Parabolic PDEs and Variational Inequalities with Neumann Boundary Conditions -- 8.Samy Tindel and Iván Torrecilla: Some differential systems driven by a fBm with Hurst parameter greater than ¼ -- 9.Ali Suleyman Üstünel: Transportation cost inequalities for diffusions under uniform distance -- Glossary 
653 |a Biomathematics 
653 |a Partial Differential Equations 
653 |a Partial differential equations 
653 |a Ordinary Differential Equations 
653 |a Genetics and Population Dynamics 
653 |a Probability Theory and Stochastic Processes 
653 |a Differential equations 
653 |a Probabilities 
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520 |a 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