Stochastic Processes 1990 (Progress in Probability): 24 - Rilegato

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Rilegato

ISBN 10: 0817634886 ISBN 13: 9780817634889

Casa editrice: Birkhäuser Boston, 1991

Riassunto

The 1990 Seminar on Stochastic Processes was held at the University of British Columbia from May 10 through May 12, 1990. Previous seminars were held at Northwestern University, Princeton University, the Univer­ sity of Florida, the University of Virginia and the University of California, San Diego.

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Contenuti

A note on Trotter’s proof of the continuity of local time for Brownian motion.- Paul Lévy’s way to his local time.- Transformations of measure on an infinite dimensional vector space.- Stochastic integration in Banach spaces.- Absolute continuity of the measure states in a branching model with catalysts.- Martingales associated with finite Markov chains.- Equivalence and perpendicularity of local field Gaussian measures.- Skorokhod embedding by randomized hitting times.- Multiplicative symmetry groups of Markov processes.- On the existence of occupation densities of stochastic integral processes via operator theory.- Calculating the compensator: method and example.- Rate of growth of local times of strongly symmetric Markov processes.- On the continuity of measure-valued processes.- A remark on regularity of excessive functions for certain diffusions.- A(t,Bt) is not a semimartingale.- Self-intersections of stable processes in the plane: local times and limit theorems.- On piecing together locally defined Markov processes.- Measurability of the solution of a semilinear evolution equation.

Dettagli dell'edizione

• Editore: Birkhäuser Boston
• Data di pubblicazione: 1991
• Lingua: Inglese
• ISBN 10: 0817634886
• ISBN 13: 9780817634889
• Rilegatura: Copertina rigida
• Numero di pagine: 360
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