Seminar on Stochastic Processes, 1992: 33 - Brossura

Cinlar; Chung; Sharpe

Brossura

ISBN 10: 1461267145 ISBN 13: 9781461267140

Casa editrice: Birkhäuser, 2012

Riassunto

The 1992 Seminar on Stochastic Processes was held at the Univer­ sity of Washington from March 26 to March 28, 1992. This was the twelfth in a series of annual meetings which provide researchers with the opportunity to discuss current work on stochastic processes in an informal and enjoyable atmosphere. Previous seminars were held at Northwestern University, Princeton University, University of Florida, University of Virginia, University of California, San Diego, University of British Columbia and University of California, Los An­ geles. Following the successful format of previous years, there were five invited lectures, delivered by R. Adler, R. Banuelos, J. Pitman, S. J. Taylor and R. Williams, with the remainder of the time being devoted to informal communications and workshops on current work and problems. The enthusiasm and interest of the participants cre­ ated a lively and stimulating atmosphere for the seminar. A sample of the research discussed there is contained in this volume. The 1992 Seminar was made possible through the support of the National Science Foundation, the National Security Agency, the Institute of Mathematical Statistics and the University of Washing­ ton. We extend our thanks to them and to the publisher Birkhauser Boston for their support and encouragement. Richard F. Bass Krzysztof Burdzy Seattle, 1992 SUPERPROCESS LOCAL AND INTERSECTION LOCAL TIMES AND THEIR CORRESPONDING PARTICLE PICTURES Robert J.

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Contenuti

Superprocess local and intersection local timesand their corresponding particle pictures.- Strong approximations to Brownian local time.- Some path properties of iterated Brownian motion.- Conditioned superprocesses and a semilinear heat equation.- Markovian bridges: construction, Palm interpretation, and splicing.- The martingale problem for a differential operator with piecewise continuous coefficients.- Generalized Schrödinger semigroups.- On a limit theorem for non-stationary branching processes.- On the covering time of a disc by simple random walk in two dimensions.- ?-Variation of the local times of symmetric Lévy processes and stationary Gaussian processes.- Critical random walk in random environment on trees of exponential growth.- Uniform invariance principles for intersection local times.- On a two-armed bandit problem with both continuous and impulse actions and discounted rewards.- Existence and uniqueness of the solution of a semilinear stochastic evolution equation on the whole real line.

Product Description

Book by Cinlar Chung Sharpe

Dettagli dell'edizione

• Editore: Birkhäuser
• Data di pubblicazione: 2012
• Lingua: Inglese
• ISBN 10: 1461267145
• ISBN 13: 9781461267140
• Rilegatura: Copertina flessibile
• Numero di pagine: 292
• Contatto del produttore: non disponibile
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