000 | 04019nam a22005415i 4500 | ||
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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 |
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024 | 7 |
_a10.1007/978-3-642-29982-7 _2doi |
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050 | 4 | _aQA273.A1-274.9 | |
050 | 4 | _aQA274-274.9 | |
072 | 7 |
_aPBT _2bicssc |
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072 | 7 |
_aPBWL _2bicssc |
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072 | 7 |
_aMAT029000 _2bisacsh |
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082 | 0 | 4 |
_a519.2 _223 |
100 | 1 |
_aDecreusefond, Laurent. _eeditor. |
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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. |
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300 |
_aXIII, 214 p. 3 illus. _bonline resource. |
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336 |
_atext _btxt _2rdacontent |
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_acomputer _bc _2rdamedia |
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_aonline resource _bcr _2rdacarrier |
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_atext file _bPDF _2rda |
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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 |