Stochastic Analysis and Related Topics: In Honour of Ali Süleyman Üstünel, Paris, June 2010

Book Overview

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.Zdzislaw 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 Iv?n Torrecilla: Some differential systems driven by a fBm with Hurst parameter greater than 1/4.- 9.Ali Suleyman ?st?nel: Transportation cost inequalities for diffusions under uniform distance.- Glossary. ​

• Format: Paperback
• Language: English
• ISBN: 3642448038
• ISBN13: 9783642448034
• Release Date: September 2014
• Publisher: Springer
• Length: 216 Pages
• Weight: 0.72 lbs.
• Dimensions: 0.5" x 6.1" x 9.2"