Stochastic analysis and related topics : in honour of Ali Süleyman Üstünel, Paris, June 2010
Since the early eighties, Ali Suleyman Ustunel 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 t...
Gardado en:
| Autor Principal: | |
|---|---|
| Outros autores: | |
| Formato: | Livre numérique |
| Idioma: | Anglais |
| Publicado: |
Berlin, Heidelberg :
Springer Berlin Heidelberg
2012.
Cham : Springer Nature |
| Series: | Springer Proceedings in Mathematics & Statistics
22 |
| Sujets: | |
| Acceso en liña: | Accès sur la plateforme de l'éditeur Accès sur la plateforme Istex Accès Université d'Orléans Accès INSA CVL |
| Nota: |
Archives Springer e-books (Licence nationale) Archives Springer e-books (Licence nationale) |
| Autres localisations: | Voir dans le Sudoc |
| Edition sous un autre format: | • Stochastic Analysis and Related Topics, Texte imprimé, 9783642299810 |
Table des matières:
- 1.Boubacar Bah, Etienne Pardoux and Ahmadou Bamba Sow: A look down model with selection 2.Alain Bensoussan: Control of Inventories with Markov Demand 3.Zdzisøaw 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 9.Ali Suleyman Üstünel: Transportation cost inequalities for diffusions under uniform distance Glossary
- 1.Boubacar Bah, Etienne Pardoux and Ahmadou Bamba Sow: A look down model with selection
- 2.Alain Bensoussan: Control of Inventories with Markov Demand
- 3.Zdzisøaw 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
- 9.Ali Suleyman Üstünel: Transportation cost inequalities for diffusions under uniform distance
- Glossary.