Stochastic analysis and applications : proceedings of the international conference held in Swansea, April 11-15, 1983
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書誌事項
Stochastic analysis and applications : proceedings of the international conference held in Swansea, April 11-15, 1983
（Lecture notes in mathematics, 1095）
Springer-Verlag, 1984
- : us
- : gw
大学図書館所蔵 件 / 全73件
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: us410.8/L217/10950084252777,
: gw410.8/L217/10950084256680, 410.8/L217/10950084252777 -
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注記
Includes some papers presented at the Workshop on Stochastic Analysis and its Applications, held in Swansea, Apr. 11-15, 1983
Includes bibliographies
内容説明・目次
目次
Newtonian diffusions and planets, with a remark on non-standard Dirichlet forms and polymers.- The equivalence of ensembles in statistical mechanics.- The uniqueness of regular DLR measures for certain one-dimensional spin systems.- Generalised Weyl Operators.- One - dimensional stochastic differential equations involving the local times of the unknown process.- Time changes of Brownian motion and the conditional excursion theorem.- On square-root boundaries for Bessel processes, and pole-seeking Brownian motion.- Distributional approximations for networks of quasireversible queues.- Some geometric aspects of potential theory.- BM(?3) and its area integral GBP ?xd?.- The unique factorisation of Brownian products.- Some integral equalities in Wiener-Hopf theory.- A differential equation in Wiener-Hopf theory.
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