Seminar on Stochastic Processes, 1983

Cinlar; Chung; Getoor

ISBN 10: 1468491717 / ISBN 13: 9781468491715

Editore: Birkhäuser, 2012

Unread book in perfect condition. Codice articolo 19850393

Riassunto:

This volume consists of about half of the papers presented during a three-day seminar on stochastic processes. The seminar was the third of such yearly seminars aimed at bringing together a small group of researchers to discuss their current work in an informal atmosphere. The previous two seminars were held at Northwesterr. University, Evanston. This one was held at the University of Florida, Gainesville. The invited participants in the seminar were B. ATKINSON, K.L. CHUNG, C. DELLACHERIE, J.L. DOOB, E.B. DYNKIN, N. FALKNER, R.K. GETOOR, J. GLOVER, T. JEULIN, H. KASPI, T. McCONNELL, J. MITRO, E. PERKINS, Z. POP-STOJANOVIC, M. RAO, L.C.G. ROGERS, P. SALMINEN, M.J. SHARPE, S.R.S. VARADHAN, and J. WALSH. We thank them and the other participants for the lively atmosphere they have created. The seminar was made possible through the generous supports of the University of Florida, Department of Mathematics, and the Air Force Office of Scientific Research, Grant No. 82-0189, to Northwestern University. We are grateful for their support. Finally, we thank Professors Zoran POP-STOJANOVIC and Murali RAO for their time, effort, and kind hospitality in the organization of the seminar and during our stay in Gainesville.

Contenuti: A general theory approach to the construction of Markov processes.- Conditional Gauges.- Duality under a new setting.- Theorie générale du balayage.- Local times and quantum fields.- Approximation of debuts.- Capacity theory and weak duality.- Ray-Knight’s theorem on Brownian local times and Tanaka’s formula.- Further results on energy.- A diffusion first passage problem.- Brownian excursions revisited.- Construction of right processes from hitting distributions.- Regularity properties of a stochastic partial differential equation.

Dati bibliografici

Titolo: Seminar on Stochastic Processes, 1983
Casa editrice: Birkhäuser
Data di pubblicazione: 2012
Legatura: Brossura
Condizione: As New