Stochastic analysis and applications : proceedings of the international conference held in Swansea, April 11-15, 1983

Author(s)

• Truman, Aubrey
• Williams, D. (David)
• Workshop on Stochastic Analysis and its Applications

Bibliographic Information

Stochastic analysis and applications : proceedings of the international conference held in Swansea, April 11-15, 1983

edited by A. Truman and D. Williams

（Lecture notes in mathematics, 1095）

Springer-Verlag, 1984

• : us
• : gw

Note

Includes some papers presented at the Workshop on Stochastic Analysis and its Applications, held in Swansea, Apr. 11-15, 1983

Includes bibliographies

Description and Table of Contents

Table of Contents

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.

by "Nielsen BookData"

Details

• NCID: BA04012989
• ISBN:
  • 0387138919
  • 3540138919
• LCCN: 85118129
• Country Code: gw
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: Berlin ; New York
• Pages/Volumes: 199 p.
• Size: 25 cm
• Classification:
  • LCC : QA3
  • LCC : QA274.2
  • DC19 : 510 s
  • DC19 : 519.2
  • NDC8 : 410.8
• Subject Headings:
  • LCSH : Stochastic analysis -- Congresses
• Parent Bibliography ID:
  • BA00146586