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001 978-3-642-29982-7
003 DE-He213
005 20140220083317.0
007 cr nn 008mamaa
008 120803s2012 gw | s |||| 0|eng d
020 _a9783642299827
_9978-3-642-29982-7
024 7 _a10.1007/978-3-642-29982-7
_2doi
050 4 _aQA273.A1-274.9
050 4 _aQA274-274.9
072 7 _aPBT
_2bicssc
072 7 _aPBWL
_2bicssc
072 7 _aMAT029000
_2bisacsh
082 0 4 _a519.2
_223
100 1 _aDecreusefond, Laurent.
_eeditor.
245 1 0 _aStochastic Analysis and Related Topics
_h[electronic resource] :
_bIn Honour of Ali Süleyman Üstünel, Paris, June 2010 /
_cedited by Laurent Decreusefond, Jamal Najim.
264 1 _aBerlin, Heidelberg :
_bSpringer Berlin Heidelberg :
_bImprint: Springer,
_c2012.
300 _aXIII, 214 p. 3 illus.
_bonline resource.
336 _atext
_btxt
_2rdacontent
337 _acomputer
_bc
_2rdamedia
338 _aonline resource
_bcr
_2rdacarrier
347 _atext file
_bPDF
_2rda
490 1 _aSpringer Proceedings in Mathematics & Statistics,
_x2194-1009 ;
_v22
505 0 _a1.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.
520 _aSince 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.
650 0 _aMathematics.
650 0 _aDifferential Equations.
650 0 _aDifferential equations, partial.
650 0 _aGenetics
_xMathematics.
650 0 _aDistribution (Probability theory).
650 1 4 _aMathematics.
650 2 4 _aProbability Theory and Stochastic Processes.
650 2 4 _aGenetics and Population Dynamics.
650 2 4 _aPartial Differential Equations.
650 2 4 _aOrdinary Differential Equations.
700 1 _aNajim, Jamal.
_eeditor.
710 2 _aSpringerLink (Online service)
773 0 _tSpringer eBooks
776 0 8 _iPrinted edition:
_z9783642299810
830 0 _aSpringer Proceedings in Mathematics & Statistics,
_x2194-1009 ;
_v22
856 4 0 _uhttp://dx.doi.org/10.1007/978-3-642-29982-7
912 _aZDB-2-SMA
999 _c103117
_d103117