Stochastic Analysis and Related Topics

In Honour of Ali Süleyman Üstünel, Paris, June 2010

Laurent Decreusefond, Jamal Najim (Herausgeber)

Buch | Hardcover

XII, 216 Seiten

2012 | 2012
Springer Berlin (Verlag)
978-3-642-29981-0 (ISBN)

Infos

Since the early eighties, Ali Süleyman Üstünel has been one of the main contributors to the development of so-called Malliavin calculus. In honor of his 60th birthday, several prominent researchers in this field gave truly exciting talks in Paris in June 2010. This volume presents scientific contributions of that conference. Probability theory is first and foremost aimed at solving real-life problems displaying randomness, and Markov processes are one of the key tools for modeling. Their applications are illustrated through several papers on inventory control, mutation-selection in genetics and public-private partnerships. Furthermore, stochastic differential equations, be they partial or ordinary, also play a key role in stochastic modeling. Examples are analyzed in two of the contributions presented in this volume, which 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. This volume is intended for graduate students and researchers interested in stochastic analysis and its applications.

Inhalt

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.Zdzislaw 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.

Produkt-Details

• Erscheint lt. Verlag: 4.8.2012
• Reihe/Serie: Springer Proceedings in Mathematics & Statistics
• Zusatzinfo: XII, 216 p.
• Verlagsort: Berlin
• Sprache: englisch
• Maße: 155 x 235 mm
• Gewicht: 352 g
• Themenwelt: Mathematik / Informatik ► Mathematik ► Analysis
• Themenwelt: Mathematik / Informatik ► Mathematik ► Wahrscheinlichkeit / Kombinatorik
• Schlagworte: 60H07, 60H15, 60G22, 60G55 • Ali Süleyman Üstünel • Fractional Brownian motion • Lie groups • mutation-selection • optimal transport • Ordinary differential equations • Partial differential equations • Quasilinear evolution equations • Stochastic PDE
• ISBN-10: 3-642-29981-4 / 3642299814
• ISBN-13: 978-3-642-29981-0 / 9783642299810
• Zustand: Neuware