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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...

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Bibliographic Details
Call Number:Libro Electrónico
Corporate Author: SpringerLink (Online service)
Other Authors: Decreusefond, Laurent (Editor), Najim, Jamal (Editor)
Format: Electronic eBook
Language:Inglés
Published: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2012.
Edition:1st ed. 2012.
Series:Springer Proceedings in Mathematics & Statistics, 22
Subjects:
Online Access:Texto Completo
Table of Contents:
  • 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.