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Stochastic Analysis and Related Topics

Knjiga Stochastic Analysis and Related Topics Laurent Decreusefond
Libristo kod: 08022317
Nakladnici Springer, Berlin, travanj 2014
Since the early eighties, Ali Süleyman Üstünel has been one of the main contributors to the field of... Cijeli opis
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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.§

Informacije o knjizi

Puni naziv Stochastic Analysis and Related Topics
Jezik Engleski
Uvez Knjiga - Meki uvez
Datum izdanja 2014
Broj stranica 216
EAN 9783642448034
ISBN 3642448038
Libristo kod 08022317
Nakladnici Springer, Berlin
Težina 355
Dimenzije 155 x 12 x 12
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