Ebook: Seminar on Stochastic Processes, 1985
- Tags: Probability Theory and Stochastic Processes
- Series: Progress in Probability and Statistics 12
- Year: 1986
- Publisher: Birkhäuser Basel
- Edition: 1
- Language: English
- pdf
The 1985 Seminar on Stochastic Processes was held at the University of Florida, Gainesville, in March. It was the fifth seminar in a continuing series of meetings which provide opportunities for researchers to discuss current work in stochastic processes in an informal atmosphere. Previous seminars were held at Northwestern University, Evanston and the University of Florida, Gainesville. The participants' enthusiasm and interest have resulted in stimulating and successful seminars. We thank them for it, and we also thank those participants who have permitted us to publish their research here. The seminar was made possible through the generous supports of the Division of Sponsored Research and the Department of Mathematics of the university of Florida, and the Air Force Office of Scientific Research, Grant No. 82- 0189. We are grateful for their support. Finally, the comfort and hospitality we enjoyed in Gainesville were due to the splendid efforts of Professor Zoran Pop-Stojanovic. J. G.
Content:
Front Matter....Pages i-vii
A Decomposition of Excessive Measures....Pages 1-8
H1 and BMO Spaces of Abstract Martingales....Pages 9-34
Brownian Excursions and Minimal Thinness Part II Applications to Boundary Behavior of the Green Function....Pages 35-62
Doubly-Feller Process with Multiplicative Functional....Pages 63-78
Another Look at Williams’ Decompostion Theorem....Pages 79-85
Some Remarks on a Theorem of Dynkin....Pages 86-93
Some Remarks on Measures Associated with Homogeneous Random Measures....Pages 94-107
Brownian Exit Distribution of a Ball....Pages 108-116
On the Duration of the Longest Excursion....Pages 117-147
Strict Past Conditioning at Arbitrary Times....Pages 148-154
Discontinuous Time Changes and Duality for Markov Processes....Pages 155-171
The Cereteli-Davis Solution to the H1-Embedding Problem and an Optimal Embedding in Brownian Motion....Pages 172-223
Thinness and Hyperthinness....Pages 224-232
Note on the Generator of a Ray Resolvent....Pages 233-242
Infinite Excessive and Invariant Measures....Pages 243-289
Brownian Occupation Measures on Compact Manifolds....Pages 290-322
Correction to: Topics in Energy and Potential Theory....Pages 323-324
Back Matter....Pages 325-325
Content:
Front Matter....Pages i-vii
A Decomposition of Excessive Measures....Pages 1-8
H1 and BMO Spaces of Abstract Martingales....Pages 9-34
Brownian Excursions and Minimal Thinness Part II Applications to Boundary Behavior of the Green Function....Pages 35-62
Doubly-Feller Process with Multiplicative Functional....Pages 63-78
Another Look at Williams’ Decompostion Theorem....Pages 79-85
Some Remarks on a Theorem of Dynkin....Pages 86-93
Some Remarks on Measures Associated with Homogeneous Random Measures....Pages 94-107
Brownian Exit Distribution of a Ball....Pages 108-116
On the Duration of the Longest Excursion....Pages 117-147
Strict Past Conditioning at Arbitrary Times....Pages 148-154
Discontinuous Time Changes and Duality for Markov Processes....Pages 155-171
The Cereteli-Davis Solution to the H1-Embedding Problem and an Optimal Embedding in Brownian Motion....Pages 172-223
Thinness and Hyperthinness....Pages 224-232
Note on the Generator of a Ray Resolvent....Pages 233-242
Infinite Excessive and Invariant Measures....Pages 243-289
Brownian Occupation Measures on Compact Manifolds....Pages 290-322
Correction to: Topics in Energy and Potential Theory....Pages 323-324
Back Matter....Pages 325-325
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