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

Inhaltsangabe

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.Zdzisław 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 Iván Torrecilla: Some differential systems driven by a fBm with Hurst parameter greater than ¼.- 9.Ali Suleyman Üstünel: Transportation cost inequalities for diffusions under uniform distance.- Glossary. ​

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