Stochastic Analysis and Related Topics: In Honour of Ali Süleyman Üstünel, Paris, June 2010
Saved in:
| Format: | Book |
|---|---|
| Language: | English |
| Published: |
Heidelberg
Springer
2012
|
| Series: | Springer Proceedings in Mathematics & Statistics
22 |
| Subjects: | |
| Online Access: | Inhaltstext Inhaltsverzeichnis |
| Physical Description: | XII, 214 S. |
| ISBN: | 9783642299810 |
Staff View
MARC
| LEADER | 00000nam a2200000 cb4500 | ||
|---|---|---|---|
| 001 | BV040410340 | ||
| 003 | DE-604 | ||
| 005 | 20121023 | ||
| 007 | t | ||
| 008 | 120910s2012 gw |||| 11||| eng d | ||
| 015 | |a 12,N17 |2 dnb | ||
| 016 | 7 | |a 1021598453 |2 DE-101 | |
| 020 | |a 9783642299810 |c Gb. : ca. EUR 106.95 (DE) (freier Pr.), ca. EUR 110.00 (AT) (freier Pr.), ca. sfr 133.50 (freier Pr.) |9 978-3-642-29981-0 | ||
| 024 | 3 | |a 9783642299810 | |
| 028 | 5 | 2 | |a Best.-Nr.: 86093401 |
| 035 | |a (OCoLC)812264401 | ||
| 035 | |a (DE-599)DNB1021598453 | ||
| 040 | |a DE-604 |b ger |e rakddb | ||
| 041 | 0 | |a eng | |
| 044 | |a gw |c XA-DE-BE | ||
| 049 | |a DE-384 | ||
| 082 | 0 | |a 519.22 |2 22/ger | |
| 084 | |a SK 820 |0 (DE-625)143258: |2 rvk | ||
| 084 | |a 510 |2 sdnb | ||
| 245 | 1 | 0 | |a Stochastic Analysis and Related Topics |b In Honour of Ali Süleyman Üstünel, Paris, June 2010 |c Laurent Decreusefon ..., eds. |
| 264 | 1 | |a Heidelberg |b Springer |c 2012 | |
| 300 | |a XII, 214 S. | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b n |2 rdamedia | ||
| 338 | |b nc |2 rdacarrier | ||
| 490 | 1 | |a Springer Proceedings in Mathematics & Statistics |v 22 | |
| 650 | 0 | 7 | |a Stochastische Analysis |0 (DE-588)4132272-1 |2 gnd |9 rswk-swf |
| 655 | 7 | |0 (DE-588)4016928-5 |a Festschrift |2 gnd-content | |
| 655 | 7 | |0 (DE-588)1071861417 |a Konferenzschrift |y 2010 |z Paris |2 gnd-content | |
| 689 | 0 | 0 | |a Stochastische Analysis |0 (DE-588)4132272-1 |D s |
| 689 | 0 | |5 DE-604 | |
| 700 | 1 | |a Decreusefond, Laurent |e Sonstige |4 oth | |
| 700 | 1 | |a Üstünel, Ali Süleyman |4 hnr | |
| 830 | 0 | |a Springer Proceedings in Mathematics & Statistics |v 22 |w (DE-604)BV041997725 |9 22 | |
| 856 | 4 | 2 | |m X:MVB |q text/html |u http://deposit.dnb.de/cgi-bin/dokserv?id=4012761&prov=M&dok_var=1&dok_ext=htm |3 Inhaltstext |
| 856 | 4 | 2 | |m DNB Datenaustausch |q application/pdf |u http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=025263315&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |3 Inhaltsverzeichnis |
| 943 | 1 | |a oai:aleph.bib-bvb.de:BVB01-025263315 | |
Record in the Search Index
| _version_ | 1807953650463539200 |
|---|---|
| adam_text |
IMAGE 1
CONTENTS
1 A LOOK-DOWN MODEL WITH SELECTION 1
BOUBACAR BAH, ETIENNE PARDOUX, AND AHMADOU BAMBA SOW 1.1 INTRODUCTION
AND PRELIMINARIES 1
1.2 WRIGHT-FISHER DIFFUSION WITH SELECTION AND DUALITY 3
1.3 LOOK-DOWN WITH SELECTION, EXCHANGEABILITY 5
1.4 CONVERGENCE TO THE WRIGHT-FISHER DIFFUSION WITH SELECTION 14
REFERENCES 28
2 CONTROL O F INVENTORIES WITH MARKOV DEMAND 29
ALAIN BENSOUSSAN 2.1 INTRODUCTION 29
2.2 NO BACKLOG AND N O SET-UP COST 30
2.3 NO BACKLOG AND SET-UP COST 4 7
REFERENCES 55
3 ON THE SPLITTING METHOD FOR SOME COMPLEX-VALUED QUASILINEAR EVOLUTION
EQUATIONS 57
ZDZISLAW BRZEZNIAK AND ANNIE MILLET 3.1 INTRODUCTION 57
3.2 WELL-POSEDNESS AND FIRST A PRIORI ESTIMATES 6 0
3.3 SPEED O F CONVERGENCE 73
3.4 SPEED OF CONVERGENCE FOR THE SPLITTING METHOD 86
REFERENCES 89
4 A MODELIZATION O F PUBLIC-PRIVATE PARTNERSHIPS WITH FAILURE TIME 91
CAROLINE HILLAIRET AND MONIQUE PONTIER 4.1 INTRODUCTION 9 2
4.2 THE PROBLEM SETTING 92
4.3 SOLUTION OF THE PROBLEM WITHOUT DEFAULT 9 4
4.4 INTRODUCTION O F A DEFAULT TIME, WITHOUT PENALTY 101
4.5 PENALTY IN CASE O F DEFAULT WITH R = 0 110
I X
HTTP://D-NB.INFO/1021598453
IMAGE 2
X CONTENTS
4.6 CONCLUSION 117
REFERENCES 117
5 O N A FLOW O F TRANSFORMATIONS O F A WIENER SPACE 119
JOSEPH NAJNUDEL, DANIEL STROOCK, AND MARC YOR 5.1 INTRODUCTION 119
5.2 PRELIMINARY DESCRIPTION O F THE FLOW 122
5.3 A MORE EXPLICIT EXPRESSION 124
5.4 A TWO PARAMETER GAUSSIAN PROCESS 129
REFERENCES 131
6 MEASURE INVARIANCE ON THE LIE-WIENER PATH SPACE 133
NICOLAS PRIVAULT 6.1 INTRODUCTION 133
6.2 THE LIE-WIENER PATH SPACE 135
6.3 MOMENT IDENTITIES ON PATH SPACE 140
6.4 RANDOM HERMITE POLYNOMIALS ON PATH SPACE 143
6.5 GIRSANOV IDENTITIES ON PATH SPACE 148
REFERENCES 150
7 DERIVATIVES O F SOLUTIONS O F SEMILINEAR PARABOLIC PDES AND
VARIATIONAL INEQUALITIES WITH NEUMANN BOUNDARY CONDITIONS 153 DENIS
TALAY 7.1 MOTIVATION 154
7.2 OUR KEY TOOL: DERIVATIVES OF FLOWS O F I D REFLECTED DIFFUSIONS 156
7.3 STOCHASTIC REPRESENTATIONS O F DERIVATIVES O F SOLUTIONS OF
SEMILINEAR PARABOLIC PDES 160
7.4 STOCHASTIC REPRESENTATIONS OF DERIVATIVES OF SOLUTIONS OF I D
VARIATIONAL INEQUALITIES 163
7.5 CONCLUSION 165
REFERENCES 167
8 SOME DIFFERENTIAL SYSTEMS DRIVEN BY A FBM WITH HURST PARAMETER GREATER
THAN 1/4 169
SAMY TINDEL AND IVAN TORRECILLA 8.1 INTRODUCTION 169
8.2 INCREMENTS 171
8.3 ABSTRACT RESULTS 175
8.4 APPLICATION TO FRACTIONAL BROWNIAN MOTION 186
REFERENCES 201
9 TRANSPORTATION COST INEQUALITIES FOR DIFFUSIONS UNDER UNIFORM DISTANCE
203
ALI SULEYMAN USTIINEL 9.1 INTRODUCTION 203
9.2 DIFFUSION TYPE PROCESSES WITH LIPSCHITZ COEFFICIENTS 205
9.3 TRANSPORT INEQUALITY FOR THE MONOTONE CASE 209
REFERENCES 213 |
| any_adam_object | 1 |
| building | Verbundindex |
| bvnumber | BV040410340 |
| classification_rvk | SK 820 |
| ctrlnum | (OCoLC)812264401 (DE-599)DNB1021598453 |
| dewey-full | 519.22 |
| dewey-hundreds | 500 - Natural sciences and mathematics |
| dewey-ones | 519 - Probabilities and applied mathematics |
| dewey-raw | 519.22 |
| dewey-search | 519.22 |
| dewey-sort | 3519.22 |
| dewey-tens | 510 - Mathematics |
| discipline | Mathematik |
| format | Book |
| fullrecord | <?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>00000nam a2200000 cb4500</leader><controlfield tag="001">BV040410340</controlfield><controlfield tag="003">DE-604</controlfield><controlfield tag="005">20121023</controlfield><controlfield tag="007">t</controlfield><controlfield tag="008">120910s2012 gw |||| 11||| eng d</controlfield><datafield tag="015" ind1=" " ind2=" "><subfield code="a">12,N17</subfield><subfield code="2">dnb</subfield></datafield><datafield tag="016" ind1="7" ind2=" "><subfield code="a">1021598453</subfield><subfield code="2">DE-101</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9783642299810</subfield><subfield code="c">Gb. : ca. EUR 106.95 (DE) (freier Pr.), ca. EUR 110.00 (AT) (freier Pr.), ca. sfr 133.50 (freier Pr.)</subfield><subfield code="9">978-3-642-29981-0</subfield></datafield><datafield tag="024" ind1="3" ind2=" "><subfield code="a">9783642299810</subfield></datafield><datafield tag="028" ind1="5" ind2="2"><subfield code="a">Best.-Nr.: 86093401</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)812264401</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)DNB1021598453</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">DE-604</subfield><subfield code="b">ger</subfield><subfield code="e">rakddb</subfield></datafield><datafield tag="041" ind1="0" ind2=" "><subfield code="a">eng</subfield></datafield><datafield tag="044" ind1=" " ind2=" "><subfield code="a">gw</subfield><subfield code="c">XA-DE-BE</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">DE-384</subfield></datafield><datafield tag="082" ind1="0" ind2=" "><subfield code="a">519.22</subfield><subfield code="2">22/ger</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">SK 820</subfield><subfield code="0">(DE-625)143258:</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">510</subfield><subfield code="2">sdnb</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">Stochastic Analysis and Related Topics</subfield><subfield code="b">In Honour of Ali Süleyman Üstünel, Paris, June 2010</subfield><subfield code="c">Laurent Decreusefon ..., eds.</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">Heidelberg</subfield><subfield code="b">Springer</subfield><subfield code="c">2012</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">XII, 214 S.</subfield></datafield><datafield tag="336" ind1=" " ind2=" "><subfield code="b">txt</subfield><subfield code="2">rdacontent</subfield></datafield><datafield tag="337" ind1=" " ind2=" "><subfield code="b">n</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="b">nc</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="490" ind1="1" ind2=" "><subfield code="a">Springer Proceedings in Mathematics & Statistics</subfield><subfield code="v">22</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Stochastische Analysis</subfield><subfield code="0">(DE-588)4132272-1</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="655" ind1=" " ind2="7"><subfield code="0">(DE-588)4016928-5</subfield><subfield code="a">Festschrift</subfield><subfield code="2">gnd-content</subfield></datafield><datafield tag="655" ind1=" " ind2="7"><subfield code="0">(DE-588)1071861417</subfield><subfield code="a">Konferenzschrift</subfield><subfield code="y">2010</subfield><subfield code="z">Paris</subfield><subfield code="2">gnd-content</subfield></datafield><datafield tag="689" ind1="0" ind2="0"><subfield code="a">Stochastische Analysis</subfield><subfield code="0">(DE-588)4132272-1</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2=" "><subfield code="5">DE-604</subfield></datafield><datafield tag="700" ind1="1" ind2=" "><subfield code="a">Decreusefond, Laurent</subfield><subfield code="e">Sonstige</subfield><subfield code="4">oth</subfield></datafield><datafield tag="700" ind1="1" ind2=" "><subfield code="a">Üstünel, Ali Süleyman</subfield><subfield code="4">hnr</subfield></datafield><datafield tag="830" ind1=" " ind2="0"><subfield code="a">Springer Proceedings in Mathematics & Statistics</subfield><subfield code="v">22</subfield><subfield code="w">(DE-604)BV041997725</subfield><subfield code="9">22</subfield></datafield><datafield tag="856" ind1="4" ind2="2"><subfield code="m">X:MVB</subfield><subfield code="q">text/html</subfield><subfield code="u">http://deposit.dnb.de/cgi-bin/dokserv?id=4012761&prov=M&dok_var=1&dok_ext=htm</subfield><subfield code="3">Inhaltstext</subfield></datafield><datafield tag="856" ind1="4" ind2="2"><subfield code="m">DNB Datenaustausch</subfield><subfield code="q">application/pdf</subfield><subfield code="u">http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=025263315&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA</subfield><subfield code="3">Inhaltsverzeichnis</subfield></datafield><datafield tag="943" ind1="1" ind2=" "><subfield code="a">oai:aleph.bib-bvb.de:BVB01-025263315</subfield></datafield></record></collection> |
| genre | (DE-588)4016928-5 Festschrift gnd-content (DE-588)1071861417 Konferenzschrift 2010 Paris gnd-content |
| genre_facet | Festschrift Konferenzschrift 2010 Paris |
| id | DE-604.BV040410340 |
| illustrated | Not Illustrated |
| indexdate | 2024-08-21T00:09:20Z |
| institution | BVB |
| isbn | 9783642299810 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-025263315 |
| oclc_num | 812264401 |
| open_access_boolean | |
| owner | DE-384 |
| owner_facet | DE-384 |
| physical | XII, 214 S. |
| publishDate | 2012 |
| publishDateSearch | 2012 |
| publishDateSort | 2012 |
| publisher | Springer |
| record_format | marc |
| series | Springer Proceedings in Mathematics & Statistics |
| series2 | Springer Proceedings in Mathematics & Statistics |
| spelling | Stochastic Analysis and Related Topics In Honour of Ali Süleyman Üstünel, Paris, June 2010 Laurent Decreusefon ..., eds. Heidelberg Springer 2012 XII, 214 S. txt rdacontent n rdamedia nc rdacarrier Springer Proceedings in Mathematics & Statistics 22 Stochastische Analysis (DE-588)4132272-1 gnd rswk-swf (DE-588)4016928-5 Festschrift gnd-content (DE-588)1071861417 Konferenzschrift 2010 Paris gnd-content Stochastische Analysis (DE-588)4132272-1 s DE-604 Decreusefond, Laurent Sonstige oth Üstünel, Ali Süleyman hnr Springer Proceedings in Mathematics & Statistics 22 (DE-604)BV041997725 22 X:MVB text/html http://deposit.dnb.de/cgi-bin/dokserv?id=4012761&prov=M&dok_var=1&dok_ext=htm Inhaltstext DNB Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=025263315&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Stochastic Analysis and Related Topics In Honour of Ali Süleyman Üstünel, Paris, June 2010 Springer Proceedings in Mathematics & Statistics Stochastische Analysis (DE-588)4132272-1 gnd |
| subject_GND | (DE-588)4132272-1 (DE-588)4016928-5 (DE-588)1071861417 |
| title | Stochastic Analysis and Related Topics In Honour of Ali Süleyman Üstünel, Paris, June 2010 |
| title_auth | Stochastic Analysis and Related Topics In Honour of Ali Süleyman Üstünel, Paris, June 2010 |
| title_exact_search | Stochastic Analysis and Related Topics In Honour of Ali Süleyman Üstünel, Paris, June 2010 |
| title_full | Stochastic Analysis and Related Topics In Honour of Ali Süleyman Üstünel, Paris, June 2010 Laurent Decreusefon ..., eds. |
| title_fullStr | Stochastic Analysis and Related Topics In Honour of Ali Süleyman Üstünel, Paris, June 2010 Laurent Decreusefon ..., eds. |
| title_full_unstemmed | Stochastic Analysis and Related Topics In Honour of Ali Süleyman Üstünel, Paris, June 2010 Laurent Decreusefon ..., eds. |
| title_short | Stochastic Analysis and Related Topics |
| title_sort | stochastic analysis and related topics in honour of ali suleyman ustunel paris june 2010 |
| title_sub | In Honour of Ali Süleyman Üstünel, Paris, June 2010 |
| topic | Stochastische Analysis (DE-588)4132272-1 gnd |
| topic_facet | Stochastische Analysis Festschrift Konferenzschrift 2010 Paris |
| url | http://deposit.dnb.de/cgi-bin/dokserv?id=4012761&prov=M&dok_var=1&dok_ext=htm http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=025263315&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| volume_link | (DE-604)BV041997725 |
| work_keys_str_mv | AT decreusefondlaurent stochasticanalysisandrelatedtopicsinhonourofalisuleymanustunelparisjune2010 AT ustunelalisuleyman stochasticanalysisandrelatedtopicsinhonourofalisuleymanustunelparisjune2010 |