Üstünel, Ali Süleyman : rechercher sur Z-Library

Journal:

Denis Feyel, Ali Süleyman Üstünel

Année:

1996

Langue:

english

Fichier:

PDF, 690 KB

english, 1996

Measure transport on Wiener space and the Girsanov theorem

Journal:

Comptes Rendus Mathematique

Année:

2002

Langue:

french

Fichier:

PDF, 60 KB

french, 2002

Variational calculation of Laplace transforms via entropy on Wiener space and applications

Üstünel, Ali Süleyman

Journal:

Année:

2014

Langue:

english

Fichier:

PDF, 431 KB

english, 2014

[Lecture Notes in Mathematics] Stochastic Analysis and Related Topics Volume 1316 || An extension of ventsel-freidlin estimates

Année:

1988

Langue:

english

Fichier:

PDF, 436 KB

english, 1988

[Lecture Notes in Mathematics] Stochastic Analysis and Related Topics Volume 1316 || A guide to the stochastic calculus of variations

Denis Feyel, Ali Suleyman Üstünel

Année:

1988

Langue:

english

Fichier:

PDF, 2.16 MB

english, 1988

The strong solution of the Monge–Ampère equation on the Wiener space for log-concave densities

Journal:

Comptes Rendus Mathematique

Année:

2004

Fichier:

PDF, 109 KB

2004

Probabilistic solution of the American options

Journal:

Année:

2009

Langue:

english

Fichier:

PDF, 162 KB

english, 2009

Entropy, invertibility and variational calculus of adapted shifts on Wiener space

Journal:

Année:

2009

Langue:

english

Fichier:

PDF, 284 KB

english, 2009

Ergodicité des rotations sur l'espace de Wiener

Comptes Rendus de l'Académie des Sciences - Series I - Mathematics

Journal:

Année:

2000

Langue:

french

Fichier:

PDF, 120 KB

french, 2000

Dérivabilité globale et locale des fonctionnelles de Wiener

Comptes Rendus de l'Académie des Sciences - Series I - Mathematics

Journal:

Année:

1999

Fichier:

PDF, 238 KB

1999

Measures induced on Wiener space by monotone shifts

Probability Theory and Related Fields

Journal:

Année:

1996

Langue:

english

Fichier:

PDF, 753 KB

english, 1996

Transformation of Wiener measure under anticipative flows

Probability Theory and Related Fields

Journal:

Année:

1992

Langue:

english

Fichier:

PDF, 1.65 MB

english, 1992

Sufficient conditions for the invertibility of adapted perturbations of identity on the Wiener space

Probability Theory and Related Fields

Journal:

Année:

2007

Langue:

english

Fichier:

PDF, 321 KB

english, 2007

Estimation for the additive Gaussian channel and Monge–Kantorovitch measure transportation

Stochastic Processes and their Applications

Journal:

Année:

2007

Langue:

english

Fichier:

PDF, 265 KB

english, 2007

[Lecture Notes in Mathematics] Stochastic Analysis and Related Topics Volume 1316 || Nonclausal stochastic integrals and calculus

Année:

1988

Langue:

english

Fichier:

PDF, 1.35 MB

english, 1988

[Lecture Notes in Mathematics] Stochastic Analysis and Related Topics II Volume 1444 || Large deviations and the functional Levy’s modulus for invariant diffusions

Année:

1990

Langue:

english

Fichier:

PDF, 449 KB

english, 1990

[Lecture Notes in Mathematics] Stochastic Analysis and Related Topics II Volume 1444 || On generalized multiple stochastic integrals and multiparameter anticipative calculus

Année:

1990

Langue:

english

Fichier:

PDF, 1.66 MB

english, 1990

[Lecture Notes in Mathematics] Stochastic Analysis and Related Topics II Volume 1444 || Some results on Lipschitzian stochastic differential equations by Dirichlet forms methods

Decreusefond, Laurent, Øksendal, Bernt, Gjerde, Jon, Üstünel, Ali Süleyman

Année:

1990

Langue:

english

Fichier:

PDF, 661 KB

english, 1990

Stochastic Analysis and Related Topics VI || Backward Stochastic Differential Equations and Viscosity Solutions of Systems of Semilinear Parabolic and Elliptic PDEs of Second Order

Année:

1998

Langue:

english

Fichier:

PDF, 3.42 MB

english, 1998

[Lecture Notes in Mathematics] Stochastic Analysis and Related Topics Volume 1316 || Brownian motion, diffusions and infinite dimensional calculus

Ali Suleyman Ustunel and Moshe Zakai

Année:

1988

Langue:

english

Fichier:

PDF, 1.02 MB

english, 1988

On Independence and Conditioning On Wiener Space

Journal:

The Annals of Probability

Année:

1989

Langue:

english

Fichier:

PDF, 845 KB

english, 1989

[Lecture Notes in Mathematics] Stochastic Analysis and Related Topics Volume 1316 || Approximation of stochastic differential equations and application of the stochastic calculus of variations to the rate of convergence

Année:

1988

Langue:

english

Fichier:

PDF, 867 KB

english, 1988

[Lecture Notes in Mathematics] Stochastic Analysis and Related Topics Volume 1316 || Majoration a priori des solutions d'équations différentielles stochastiques stables

Année:

1988

Fichier:

PDF, 339 KB

1988

[Lecture Notes in Mathematics] Stochastic Analysis and Related Topics Volume 1316 || An ito formula for processes with values in an abstract Wiener space

Année:

1988

Langue:

english

Fichier:

PDF, 372 KB

english, 1988

[Lecture Notes in Mathematics] Stochastic Analysis and Related Topics Volume 1316 || Uniqueness of the solutions of the filtering equation with observations on a riemannian symmetric space

Année:

1988

Langue:

english

Fichier:

PDF, 416 KB

english, 1988

[Lecture Notes in Mathematics] Stochastic Analysis and Related Topics Volume 1316 || Brownian motion and harmonic forms

Année:

1988

Langue:

english

Fichier:

PDF, 492 KB

english, 1988

[Lecture Notes in Mathematics] Stochastic Analysis and Related Topics II Volume 1444 || Some remarks on independence and conditioning on Wiener space

Année:

1990

Langue:

english

Fichier:

PDF, 246 KB

english, 1990

[Lecture Notes in Mathematics] Stochastic Analysis and Related Topics II Volume 1444 || Linear extrapolation concerning Hilbert valued planar functions

Année:

1990

Langue:

english

Fichier:

PDF, 1.20 MB

english, 1990

[Lecture Notes in Mathematics] Stochastic Analysis and Related Topics Volume 1316 || La théorie des distributions en dimension quelconque et l'intégration stochastique

Année:

1988

Fichier:

PDF, 1.67 MB

1988

[Lecture Notes in Mathematics] Stochastic Analysis and Related Topics Volume 1316 || A filtering formula for a non-linear system having a continuous observation, and a discrete observation at random times

Année:

1988

Langue:

english

Fichier:

PDF, 615 KB

english, 1988

[Lecture Notes in Mathematics] Stochastic Analysis and Related Topics II Volume 1444 || On polar sets for hypoelliptic diffusion processes

Kyoto Journal of Mathematics

Année:

1990

Langue:

english

Fichier:

PDF, 326 KB

english, 1990

Entropic solution of the innovation conjecture of T. Kailath

Üstünel, Ali Süleyman

Journal:

Année:

2015

Langue:

english

Fichier:

PDF, 181 KB

english, 2015

[Lecture Notes in Mathematics] Stochastic Analysis and Related Topics II Volume 1444 || Un crochet non-symétrique en calcul stochastique anticipatif

Ustunel, Ali Suleyman, Zakai, Moshe

Année:

1990

Fichier:

PDF, 699 KB

1990

On Independence and Conditioning On Wiener Space

Journal:

The Annals of Probability

Année:

1989

Fichier:

PDF, 946 KB

1989

[Lecture Notes in Mathematics] Stochastic Analysis and Related Topics Volume 1316 || Some comments on the filtering of diffusions and the malliavin calculus

Année:

1988

Langue:

english

Fichier:

PDF, 945 KB

english, 1988

[Lecture Notes in Mathematics] Stochastic Analysis and Related Topics II Volume 1444 || A new class of distributions on Wiener spaces

Année:

1990

Langue:

english

Fichier:

PDF, 912 KB

english, 1990

[Lecture Notes in Mathematics] Stochastic Analysis and Related Topics II Volume 1444 || Short time asymptotic problems in Wiener functional integration theory. Applications to heat kernels and index theorems