Seminar on Stochastic Processes, 1983
Author(s)
Bibliographic Information
Seminar on Stochastic Processes, 1983
（Progress in probability and statistics, v. 7）
Birkhäuser, 1984
- : Boston
- : Basel
Available at / 35 libraries
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Library, Research Institute for Mathematical Sciences, Kyoto University数研
C-P||Gainesville||198385006216
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Hokkaido University, Library, Graduate School of Science, Faculty of Science and School of Science図書
U.S.dc19:519.2/se522021259556
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Note
Some papers presented at the third seminar, held at University of Florida, Gainesville
English and French
Includes bibliographies
Description and Table of Contents
Description
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.
Table of Contents
A general theory approach to the construction of Markov processes.- Conditional Gauges.- Duality under a new setting.- Theorie generale 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.
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