Ebook: Seminar on Stochastic Processes, 1986
- Tags: Probability Theory and Stochastic Processes
- Series: Progress in Probability and Statistics 13
- Year: 1987
- Publisher: Birkhäuser Basel
- Edition: 1
- Language: English
- pdf
The 1986 Seminar on Stochastic Processes was held at the University of Virginia, Charlottesville, in March. It was the sixth 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 support of the Office of Naval Research (Contract # A86-4633-P) and the University of Virginia. We are grateful for their support. The participants were welcomed to Virginia by S. J. Taylor, whose store of energy and organizing talent resulted in a wonderful reunion of researchers. We extend to him our warmest appreciation for his efforts; his hospitality makes us hope that we can someday return to Virginia for another conference. J. ~. ~aineauille, ISBn TABLE OF CONTENTS K. L. CHUNG Green's Function for a Ball 1 P. J. FITZSIMMONS On the Identification of Markov Processes by the Distribution of Hitting Times 15 P. FITZSIMMONS On Two Results in the Potential Theory of J.
Content:
Front Matter....Pages i-vii
Green’s Function for a Ball....Pages 1-13
On the Identification of Markov Processes by the Distribution of Hitting Times....Pages 15-19
On Two Results in the Potential Theory of Excessive Measures....Pages 21-29
Measures That Are Translation Invariant In One Coordinate....Pages 31-34
Constructing Markov Processes with Random Times of Birth and Death....Pages 35-69
Branching Brownian Motion and the Dirichlet Problem of a Nonlinear Equation....Pages 71-83
Representation of Excessive Measures....Pages 85-105
The Exact Hausdorff Measure of Brownian Multiple Points....Pages 107-137
The Packing Measure of Planar Brownian Motion....Pages 139-147
Truncated Gauge and Schr?dinger Operator with Both Sigh Eigenvalues....Pages 149-153
Subordinators Regenerated....Pages 155-161
Local Nondeterminism and Hausdorff Dimension....Pages 163-189
Last Exit Time and Harmonic Measure for Brownian Motion in Rd ....Pages 191-194
Some Remarks on Capacities....Pages 195-213
Correction....Pages 215-215
Content:
Front Matter....Pages i-vii
Green’s Function for a Ball....Pages 1-13
On the Identification of Markov Processes by the Distribution of Hitting Times....Pages 15-19
On Two Results in the Potential Theory of Excessive Measures....Pages 21-29
Measures That Are Translation Invariant In One Coordinate....Pages 31-34
Constructing Markov Processes with Random Times of Birth and Death....Pages 35-69
Branching Brownian Motion and the Dirichlet Problem of a Nonlinear Equation....Pages 71-83
Representation of Excessive Measures....Pages 85-105
The Exact Hausdorff Measure of Brownian Multiple Points....Pages 107-137
The Packing Measure of Planar Brownian Motion....Pages 139-147
Truncated Gauge and Schr?dinger Operator with Both Sigh Eigenvalues....Pages 149-153
Subordinators Regenerated....Pages 155-161
Local Nondeterminism and Hausdorff Dimension....Pages 163-189
Last Exit Time and Harmonic Measure for Brownian Motion in Rd ....Pages 191-194
Some Remarks on Capacities....Pages 195-213
Correction....Pages 215-215
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