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Item Details
| Title:
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STOCHASTIC ANALYSIS AND RELATED TOPICS
IN HONOUR OF ALI SULEYMAN USTUNEL, PARIS, JUNE 2010 |
| By: |
Laurent Decreusefond (Editor), Jamal Najim (Editor) |
| Format: |
Hardback |
| List price:
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£90.00 |
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We currently do not stock this item, please contact the publisher directly for
further information.
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| ISBN 10: |
3642299814 |
| ISBN 13: |
9783642299810 |
| Publisher: |
SPRINGER-VERLAG BERLIN AND HEIDELBERG GMBH & CO. KG |
| Pub. date: |
4 August, 2012 |
| Edition: |
2012 ed. |
| Series: |
Springer Proceedings in Mathematics and Statistics 22 |
| Pages: |
216 |
| Description: |
Suitable for graduate students and researchers interested in stochastic analysis and its applications, this title intends to solve real-life problems containing randomness. It analyzes examples that share a focus on probabilistic tools, namely stochastic analysis and stochastic calculus. |
| Synopsis: |
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 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. |
| Illustrations: |
biography |
| Publication: |
Germany |
| Imprint: |
Springer-Verlag Berlin and Heidelberg GmbH & Co. K |
| Returns: |
Returnable |
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