Ebook: Seminar on Stochastic Processes, 1983
- Tags: Probability Theory and Stochastic Processes
- Series: Progress in Probability and Statistics 7
- Year: 1984
- 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. 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.
Content:
Front Matter....Pages i-vii
A General Theory Approach to the Construction of Markov Processes....Pages 1-16
Conditional Gauges....Pages 17-22
Duality Under a New Setting....Pages 23-38
Theorie Generale Du Balayage....Pages 39-67
Local Times and Quantum Fields....Pages 69-83
Approximation of Debuts....Pages 85-96
Capacity Theory and Weak Duality....Pages 97-130
Ray-Knight’s Theorem on Brownian Local Times and Tanaka’s Formula....Pages 131-142
Further Results On Energy....Pages 143-150
A Diffusion First Passage Problem....Pages 151-160
Brownian Excursions Revisited....Pages 161-187
Construction of Right Processes from Hitting Distributions....Pages 189-255
Regularity Properties of a Stochastic Partial Differential Equation....Pages 257-290
Back Matter....Pages 292-292
Content:
Front Matter....Pages i-vii
A General Theory Approach to the Construction of Markov Processes....Pages 1-16
Conditional Gauges....Pages 17-22
Duality Under a New Setting....Pages 23-38
Theorie Generale Du Balayage....Pages 39-67
Local Times and Quantum Fields....Pages 69-83
Approximation of Debuts....Pages 85-96
Capacity Theory and Weak Duality....Pages 97-130
Ray-Knight’s Theorem on Brownian Local Times and Tanaka’s Formula....Pages 131-142
Further Results On Energy....Pages 143-150
A Diffusion First Passage Problem....Pages 151-160
Brownian Excursions Revisited....Pages 161-187
Construction of Right Processes from Hitting Distributions....Pages 189-255
Regularity Properties of a Stochastic Partial Differential Equation....Pages 257-290
Back Matter....Pages 292-292
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