Üstünel, Ali Süleyman: search on Z-Library

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1

Stochastic Analysis and Related Topics VI || A Verificiation Theorem for Combined Stochastic Control and Impulse Control

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

Year:

1998

Language:

english

File:

PDF, 930 KB

english, 1998

2

Measure transport on Wiener space and the Girsanov theorem

Denis Feyel, Ali Süleyman Üstünel

Journal:

Comptes Rendus Mathematique

Year:

2002

Language:

french

File:

PDF, 60 KB

french, 2002

3

Some Exponential Moment Inequalities for the Wiener Functionals

Ali Süleyman Üstünel

Journal:

Journal of Functional Analysis

Year:

1996

Language:

english

File:

PDF, 690 KB

english, 1996

4

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

Korezlioglu, Hayri, Ustunel, Ali Süleyman

Year:

1988

Language:

english

File:

PDF, 436 KB

english, 1988

5

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

Üstünel, Ali Süleyman

Journal:

Journal of Functional Analysis

Year:

2014

Language:

english

File:

PDF, 431 KB

english, 2014

6

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

Korezlioglu, Hayri, Ustunel, Ali Süleyman

Year:

1988

Language:

english

File:

PDF, 2.16 MB

english, 1988

7

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

Ali Süleyman Üstünel

Journal:

Stochastic Processes and their Applications

Year:

2007

Language:

english

File:

PDF, 265 KB

english, 2007

8

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

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

Year:

1998

Language:

english

File:

PDF, 3.42 MB

english, 1998

9

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

Korezlioglu, Hayri, Ustunel, Ali Suleyman

Year:

1990

Language:

english

File:

PDF, 326 KB

english, 1990

10

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

Korezlioglu, Hayri, Ustunel, Ali Suleyman

Year:

1990

Language:

english

File:

PDF, 1.66 MB

english, 1990

11

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

Korezlioglu, Hayri, Ustunel, Ali Suleyman

Year:

1990

Language:

english

File:

PDF, 449 KB

english, 1990

12

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

Korezlioglu, Hayri, Ustunel, Ali Suleyman

Year:

1990

Language:

english

File:

PDF, 246 KB

english, 1990

13

Measures induced on Wiener space by monotone shifts

Ali Süleyman Üstünel, Moshe Zakai

Journal:

Probability Theory and Related Fields

Year:

1996

Language:

english

File:

PDF, 753 KB

english, 1996

14

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

Korezlioglu, Hayri, Ustunel, Ali Suleyman

Year:

1990

Language:

english

File:

PDF, 1.20 MB

english, 1990

15

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

Korezlioglu, Hayri, Ustunel, Ali Suleyman

Year:

1990

File:

PDF, 699 KB

1990

16

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

Korezlioglu, Hayri, Ustunel, Ali Süleyman

Year:

1988

Language:

english

File:

PDF, 372 KB

english, 1988

17

[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

Korezlioglu, Hayri, Ustunel, Ali Süleyman

Year:

1988

Language:

english

File:

PDF, 867 KB

english, 1988

18

[Lecture Notes in Mathematics] An Introduction to Analysis on Wiener Space Volume 1610 || Preliminaries

Üstünel, Ali Süleyman

Year:

1995

Language:

english

File:

PDF, 319 KB

english, 1995

19

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

Korezlioglu, Hayri, Ustunel, Ali Süleyman

Year:

1988

Language:

english

File:

PDF, 492 KB

english, 1988

20

[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

Korezlioglu, Hayri, Ustunel, Ali Süleyman

Year:

1988

Language:

english

File:

PDF, 615 KB

english, 1988

21

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

Korezlioglu, Hayri, Ustunel, Ali Süleyman

Year:

1988

Language:

english

File:

PDF, 945 KB

english, 1988

22

[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

Korezlioglu, Hayri, Ustunel, Ali Süleyman

Year:

1988

Language:

english

File:

PDF, 416 KB

english, 1988

23

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

Korezlioglu, Hayri, Ustunel, Ali Suleyman

Year:

1990

Language:

english

File:

PDF, 661 KB

english, 1990

24

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

Korezlioglu, Hayri, Ustunel, Ali Süleyman

Year:

1988

File:

PDF, 339 KB

1988

25

On Independence and Conditioning On Wiener Space

Ustunel, Ali Suleyman, Zakai, Moshe

Journal:

The Annals of Probability

Year:

1989

File:

PDF, 946 KB

1989

26

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

Ali Süleyman Üstünel, Moshe Zakai

Journal:

Probability Theory and Related Fields

Year:

2007

Language:

english

File:

PDF, 321 KB

english, 2007

27

Probabilistic solution of the American options

Ali Süleyman Üstünel

Journal:

Journal of Functional Analysis

Year:

2009

Language:

english

File:

PDF, 162 KB

english, 2009

28

Entropic solution of the innovation conjecture of T. Kailath

Üstünel, Ali Süleyman

Journal:

Kyoto Journal of Mathematics

Year:

2015

Language:

english

File:

PDF, 181 KB

english, 2015

29

Ergodicité des rotations sur l'espace de Wiener

Ali Süleyman Üstünel, Moshe Zakai

Journal:

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

Year:

2000

Language:

french

File:

PDF, 120 KB

french, 2000

30

Transformation of Wiener measure under anticipative flows

Ali Süleyman Üstünel, Moshe Zakai

Journal:

Probability Theory and Related Fields

Year:

1992

Language:

english

File:

PDF, 1.65 MB

english, 1992

31

On Independence and Conditioning On Wiener Space

Ali Suleyman Ustunel and Moshe Zakai

Journal:

The Annals of Probability

Year:

1989

Language:

english

File:

PDF, 845 KB

english, 1989

32

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

Korezlioglu, Hayri, Ustunel, Ali Süleyman

Year:

1988

File:

PDF, 1.67 MB

1988

33

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

Ali Süleyman Üstünel

Journal:

Journal of Functional Analysis

Year:

2009

Language:

english

File:

PDF, 284 KB

english, 2009

34

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

Korezlioglu, Hayri, Ustunel, Ali Süleyman

Year:

1988

Language:

english

File:

PDF, 1.35 MB

english, 1988

35

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

Korezlioglu, Hayri, Ustunel, Ali Süleyman

Year:

1988

Language:

english

File:

PDF, 1.02 MB

english, 1988

36

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

Korezlioglu, Hayri, Ustunel, Ali Suleyman

Year:

1990

Language:

english

File:

PDF, 912 KB

english, 1990

37

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

Denis Feyel, Ali Suleyman Üstünel

Journal:

Comptes Rendus Mathematique

Year:

2004

File:

PDF, 109 KB

2004

38

Dérivabilité globale et locale des fonctionnelles de Wiener

Ali Süleyman Üstünel

Journal:

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

Year:

1999

File:

PDF, 238 KB

1999

39

[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

Korezlioglu, Hayri, Ustunel, Ali Suleyman

Year:

1990

Language:

english

File:

PDF, 2.66 MB

english, 1990

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