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
Table of Contents:
  • 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