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

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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Since the early eighties, Ali S?leyman ?st?nel 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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Since the early eighties, Ali S?leyman ?st?nel 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.

Content:
Front Matter....Pages i-xii
A Look-Down Model with Selection....Pages 1-28
Control of Inventories with Markov Demand....Pages 29-55
On the Splitting Method for Some Complex-Valued Quasilinear Evolution Equations....Pages 57-90
A Modelization of Public–Private Partnerships with Failure Time....Pages 91-117
On a Flow of Transformations of a Wiener Space....Pages 119-131
Measure Invariance on the Lie-Wiener Path Space....Pages 133-151
Derivatives of Solutions of Semilinear Parabolic PDEs and Variational Inequalities with Neumann Boundary Conditions....Pages 153-167
Some Differential Systems Driven by a fBm with Hurst Parameter Greater than 1/4....Pages 169-202
Transportation Cost Inequalities for Diffusions Under Uniform Distance....Pages 203-214

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Since the early eighties, Ali S?leyman ?st?nel 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.

Content:
Front Matter....Pages i-xii
A Look-Down Model with Selection....Pages 1-28
Control of Inventories with Markov Demand....Pages 29-55
On the Splitting Method for Some Complex-Valued Quasilinear Evolution Equations....Pages 57-90
A Modelization of Public–Private Partnerships with Failure Time....Pages 91-117
On a Flow of Transformations of a Wiener Space....Pages 119-131
Measure Invariance on the Lie-Wiener Path Space....Pages 133-151
Derivatives of Solutions of Semilinear Parabolic PDEs and Variational Inequalities with Neumann Boundary Conditions....Pages 153-167
Some Differential Systems Driven by a fBm with Hurst Parameter Greater than 1/4....Pages 169-202
Transportation Cost Inequalities for Diffusions Under Uniform Distance....Pages 203-214
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