Ebook: Seminar on Stochastic Processes, 1982
- Tags: Probability Theory and Stochastic Processes
- Series: Progress in Probability and Statistics 5
- Year: 1983
- Publisher: Birkhäuser Basel
- Edition: 1
- Language: English
- pdf
This volume consists of about half of the papers presented during a three-day seminar on stochastic processes held at Northwestern University in March 1982. This was the second of such yearly seminars aimed at bringing together a small group of researchers to discuss their current work in an informal atmosphere. The invited participants in this year's seminar were B. ATKINSON, R. BASS, K. BICHTELER, D. BURKHOLDER, K.L. CHUNG, J.L. DOOB, C. DOLEANS-DADE, H. FOLLMER, R.K. GETOOR, J. GLOVER, J. MITRO, D. MONRAD, E. PERKINS, J. PITMAN, Z. POP-STOJANOVIC, M.J. SHARPE, and J. WALSH. We thank them and the other participants for the lively atmosphere of the seminar. As mentioned above, the present volume is only a fragment of the work discussed at the seminar, the other work having been committed to other publications. The seminar was made possible through the enlightened support of the Air Force Office of Scientific Research, Grant No. 80-0252A. We are grateful to them as well as the publisher, Birkhauser, Boston, for their support and encouragement. E.C. , Evanston, 1983 Seminar on stochastic Processes, 1982 Birkhauser, Boston, 1983 GERM FIELDS AND A CONVERSE TO THE STRONG MARKOV PROPERTY by BRUCE W. ATKINSON 1. Introduction The purpose of this paper is to give an intrinsic characterization of optional (i.e., stopping) times for the general germ Markov process, which includes the general right process as a special case. We proceed from the general to the specific.
Content:
Front Matter....Pages i-vi
Germ Fields and a Converse to the Strong Markov Property....Pages 1-21
Applications of Revuz and Palm Type Measures for Additive Functionals in Weak Duality....Pages 23-49
Occupation Times of d-Dimensional Semimartingales....Pages 51-96
A Simple Version of the Malliavin Calculus in Dimension N....Pages 97-110
An Inequality for Boundary Value Problems....Pages 111-122
Regenerative Systems and Markov Additive Processes....Pages 123-147
Excursions and Forward Times....Pages 149-169
Identifying Markov Processes Up to Time Change....Pages 171-194
Topics in Energy and Potential Theory....Pages 195-202
On the p-Variation of Gaussian Random Fields with Separable Increments....Pages 203-218
Remarks on the Convex Minorant of Brownian Motion....Pages 219-227
Remarks on Energy....Pages 229-235
Stochastic Integration with Respect to Local Time....Pages 237-302
Back Matter....Pages 303-303
Content:
Front Matter....Pages i-vi
Germ Fields and a Converse to the Strong Markov Property....Pages 1-21
Applications of Revuz and Palm Type Measures for Additive Functionals in Weak Duality....Pages 23-49
Occupation Times of d-Dimensional Semimartingales....Pages 51-96
A Simple Version of the Malliavin Calculus in Dimension N....Pages 97-110
An Inequality for Boundary Value Problems....Pages 111-122
Regenerative Systems and Markov Additive Processes....Pages 123-147
Excursions and Forward Times....Pages 149-169
Identifying Markov Processes Up to Time Change....Pages 171-194
Topics in Energy and Potential Theory....Pages 195-202
On the p-Variation of Gaussian Random Fields with Separable Increments....Pages 203-218
Remarks on the Convex Minorant of Brownian Motion....Pages 219-227
Remarks on Energy....Pages 229-235
Stochastic Integration with Respect to Local Time....Pages 237-302
Back Matter....Pages 303-303
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