Könyv Stochastic Analysis and Related Topics Laurent Decreusefond

Stochastic Analysis and Related Topics

In Honour of Ali Süleyman Üstünel, Paris, June 2010

Nyelv: Angol
Kötés: Kemény kötésű
Elérhetőség: Beszállítói készleten
Küldés 10-13 napon belül
19 822 Ft
Since the early eighties, Ali Süleyman Üstünel has been one of the main contributors to the developm...

Információk a könyvről

Nyelv
Angol
Kötés
Könyv - Kemény kötésű
Kiadva
2012
oldal
216
EAN
9783642299810
ISBN
3642299814
Enbook ID
01661094
Súly
512
Méretek
155 x 235 x 17

Teljes leírás

Since the early eighties, Ali Süleyman Üstünel has been one of the main contributors to the development of so-called Malliavin calculus. In honor of his 60th birthday, several prominent researchers in this field gave truly exciting talks in Paris in June 2010. This volume presents scientific contributions of that conference. Probability theory is first and foremost aimed at solving real-life problems displaying randomness, and Markov processes are one of the key tools for modeling. Their applications are illustrated through several papers on inventory control, mutation-selection in genetics and public-private partnerships. Furthermore, stochastic differential equations, be they partial or ordinary, also play a key role in stochastic modeling. Examples are analyzed in two of the contributions presented in this volume, which 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. This volume is intended for graduate students and researchers interested in stochastic analysis and its applications.

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