| Description |
1 online resource |
| Series |
Springer proceedings in mathematics & statistics, 2194-1009 ; v. 22 |
|
Springer proceedings in mathematics & statistics ; v. 22
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| Contents |
A Look-Down Model with Selection / Boubacar Bah, Ahmadou Bamba Sow and Etienne Pardoux -- Control of Inventories with Markov Demand / Alain Bensoussan -- On the Splitting Method for Some Complex-Valued Quasilinear Evolution Equations / Zdzisław Brzeźniak and Annie Millet -- A Modelization of Public-Private Partnerships with Failure Time / Caroline Hillairet and Monique Pontier -- On a Flow of Transformations of a Wiener Space / Joseph Najnudel, Daniel Stroock and Marc Yor -- Measure Invariance on the Lie-Wiener Path Space / Nicolas Privault -- Derivatives of Solutions of Semilinear Parabolic PDEs and Variational Inequalities with Neumann Boundary Conditions / Denis Talay -- Some Differential Systems Driven by a fBm with Hurst Parameter Greater than 1/4 / Samy Tindel and Iván Torrecilla -- Transportation Cost Inequalities for Diffusions Under Uniform Distance / Ali Suleyman Üstünel |
| Summary |
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 |
| Analysis |
Differential Equations |
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Differential equations, partial |
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Genetics -- Mathematics |
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Distribution (Probability theory) |
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Probability Theory and Stochastic Processes |
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Genetics and Population Dynamics |
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Partial Differential Equations |
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Ordinary Differential Equations |
| Bibliography |
Includes bibliographical references |
| Subject |
Stochastic analysis -- Congresses
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Stochastic processes.
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Mathematics.
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Stochastic Processes
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Mathematics
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mathematics.
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applied mathematics.
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MATHEMATICS -- Probability & Statistics -- General.
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Análisis estocástico -- Congresos
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Procesos estocásticos
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Matemáticas
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Stochastic processes
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Mathematics
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Stochastic analysis
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| Genre/Form |
proceedings (reports)
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Festschriften.
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Conference papers and proceedings.
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Actes de congrès.
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| Form |
Electronic book
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| Author |
Decreusefond, Laurent, 1966-
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|
Najim, Jamal
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| ISBN |
9783642299827 |
|
3642299822 |
|
3642299814 |
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9783642299810 |
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