Stochastic Analysis and Related Topics

In Honour of Ali Süleyman Üstünel, Paris, June 2010

  • Laurent Decreusefond
  • Jamal Najim
Part of the Springer Proceedings in Mathematics & Statistics book series (PROMS, volume 22)

Table of contents

  1. Front Matter
    Pages i-xii
  2. Boubacar Bah, Ahmadou Bamba Sow, Etienne Pardoux
    Pages 1-28
  3. Alain Bensoussan
    Pages 29-55
  4. Caroline Hillairet, Monique Pontier
    Pages 91-117
  5. Joseph Najnudel, Daniel Stroock, Marc Yor
    Pages 119-131
  6. Nicolas Privault
    Pages 133-151

About these proceedings

Introduction

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 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. The volume addresses graduate students and researchers interested in stochastic analysis and its applications.

Keywords

60H07, 60H15, 60G22, 60G55 Ali Süleyman Üstünel Lie groups fractional Brownian motion mutation-selection optimal transport quasilinear evolution equations stochastic PDE

Editors and affiliations

  • Laurent Decreusefond
    • 1
  • Jamal Najim
    • 2
  1. 1.Telecom ParisTechParis cedex 13France
  2. 2.Telecom ParisTechParis cedex 13France

Bibliographic information

  • DOI https://doi.org/10.1007/978-3-642-29982-7
  • Copyright Information Springer-Verlag Berlin Heidelberg 2012
  • Publisher Name Springer, Berlin, Heidelberg
  • eBook Packages Mathematics and Statistics
  • Print ISBN 978-3-642-29981-0
  • Online ISBN 978-3-642-29982-7
  • Series Print ISSN 2194-1009
  • Series Online ISSN 2194-1017