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

• Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
• Άλλοι συγγραφείς: Decreusefond, Laurent (Επιμελητής έκδοσης), Najim, Jamal (Επιμελητής έκδοσης)
• Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2012.
• Σειρά: Springer Proceedings in Mathematics & Statistics, 22
• Θέματα: Mathematics.; Differential equations.; Partial differential equations.; Probabilities.; Biomathematics.; Probability Theory and Stochastic Processes.; Genetics and Population Dynamics.; Partial Differential Equations.; Ordinary Differential Equations.

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...

Πίνακας περιεχομένων:

• 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.