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Stochastic Analysis and Related Topics

In Honour of Ali Süleyman Üstünel, Paris, June 2010

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Springer


Collection :

Springer Proceedings in Mathematics & Statistics

Paru le : 2012-08-04



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Description

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.
Pages
216 pages
Collection
Springer Proceedings in Mathematics & Statistics
Parution
2012-08-04
Marque
Springer
EAN papier
9783642299810
EAN EPUB
9783642299827
Informations sur l'ebook
Nombre pages copiables
2
Nombre pages imprimables
21
Taille du fichier
3881 Ko
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Prix
52,74 €

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