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Stochastic Analysis and Related Topics In Honour of Ali Süleyman Üstünel, Paris, June 2010 /
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 60th birthday. The present volume includes scientific contributions fro...
| Clasificación: | Libro Electrónico |
|---|---|
| Autor Corporativo: | |
| Otros Autores: | , |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Berlin, Heidelberg :
Springer Berlin Heidelberg : Imprint: Springer,
2012.
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| Edición: | 1st ed. 2012. |
| Colección: | Springer Proceedings in Mathematics & Statistics,
22 |
| Temas: | |
| Acceso en línea: | Texto Completo |
Tabla de Contenidos:
- 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.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.