Stochastic Analysis and Related Topics

Name: Stochastic Analysis and Related Topics
Brand: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
SKU: 9783642299810
Price: 52.8 EUR
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In Honour of Ali Süleyman Üstünel, Paris, June 2010

Автор: Laurent Decreusefond, Jamal Najim

Език:

Корици: С твърди корици

Издател: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG

Наличност: Външен склад

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Since the early eighties, Ali Süleyman Üstünel has been one of the main contributors to the developm...

Информация за книгата

Автор

Laurent Decreusefond, Jamal Najim

Език

Английски език

Корици

Книга - С твърди корици

Издадена

2012

страници

216

EAN

9783642299810

ISBN

3642299814

Enbook ID

01661094

Издател

Springer-Verlag Berlin and Heidelberg GmbH & Co. KG

Теглоt

512

Размери

155 x 235 x 17

Пълно описание

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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Stochastic Analysis and Related Topics

In Honour of Ali Süleyman Üstünel, Paris, June 2010

Информация за книгата

Пълно описание

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Клиенти, които купиха тази книга, купиха също