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9th Workshop on Stochastic Analysis and Related Topics

Since the early eighties, Ali Suleyman Ustunel 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 t...

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Detalles Bibliográficos
Autores principales: Decreusefond, Laurent, Najim, Jamal
Lenguaje:eng
Publicado: Springer 2012
Materias:
Acceso en línea:https://dx.doi.org/10.1007/978-3-642-29982-7
http://cds.cern.ch/record/1488457
Descripción
Sumario:Since the early eighties, Ali Suleyman Ustunel 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-pri