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: Puha kötésű
Elérhetőség: Beszállítói készleten
Küldés 5-8 napon belül
19 330 Ft
Since the early eighties, Ali Süleyman Üstünel has been one of the main contributors to the field of...

Információk a könyvről

Nyelv
Angol
Kötés
Könyv - Puha kötésű
Kiadva
2014
oldal
216
EAN
9783642448034
ISBN
3642448038
Enbook ID
08022317
Súly
355
Méretek
155 x 12 x 12

Teljes leírás

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 60 th 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.§

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