Stochastic analysis and related topics : in honour of Ali Suleyman Ustunel, Paris, June 2010
edited by Laurent Decreusefond and Jamal Najim (Springer-Verlag, 2012)
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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. |
Stochastic Analysis and Related Topics.pdf :: Unduh
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No. Panggil : | e20419574 |
Entri tambahan-Nama orang : | |
Subjek : | |
Penerbitan : | Berlin: Springer-Verlag, 2012 |
Sumber Pengatalogan: | LibUI eng rda |
Tipe Konten: | text |
Tipe Media: | computer |
Tipe Pembawa: | online resource |
Deskripsi Fisik: | |
Tautan: | http://link.springer.com/book/10.1007%2F978-3-642-29982-7 |
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No. Panggil | No. Barkod | Ketersediaan |
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e20419574 | 20-24-98294958 | TERSEDIA |
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