书目名称 | Stochastic Analysis and Related Topics |
副标题 | In Honour of Ali Sül |
编辑 | Laurent Decreusefond,Jamal Najim |
视频video | |
概述 | Provides articles by leading researchers in the field.Offers a comprehensive account of stochastic analysis and related topics.Intended for graduate students and researches interested in stochastic an |
丛书名称 | Springer Proceedings in Mathematics & Statistics |
图书封面 |  |
描述 | .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 60.th. 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.. |
出版日期 | Conference proceedings 2012 |
关键词 | 60H07, 60H15, 60G22, 60G55; Ali Süleyman Üstünel; Lie groups; fractional Brownian motion; mutation-selec |
版次 | 1 |
doi | https://doi.org/10.1007/978-3-642-29982-7 |
isbn_softcover | 978-3-642-44803-4 |
isbn_ebook | 978-3-642-29982-7Series ISSN 2194-1009 Series E-ISSN 2194-1017 |
issn_series | 2194-1009 |
copyright | Springer-Verlag Berlin Heidelberg 2012 |