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Seminar on Stochastic Processes, 1984 de Cinlar

Seminar on Stochastic Processes, 1984: Progress in Probability, cartea 9

Autor Cinlar, Chung, Getoor
en Limba Engleză Paperback – 19 mar 2012
This volume consists of about half of the papers presented during a three-day seminar on stochastic processes held at Northwestern U- versity, Evanston. The seminar was the fourth of such yearly seminars aimed at bringing together a small group of researchers to discuss their current work in an informal atmosphere. The invited participants in the seminar were B.W. ATKINSON, R.M. BLUMENTHAL, K. BURDZY, D. BURKHOLDER, M. CRANSTON, C. DOLEANS"'DADE, J.L. DOOB, N. FALKNER, P. FITZSIMMONS, J. GLOVER, F. KNIGHT, T. McCONNELL, J.B. MITRO, S. OREY, J. PITMAN, A.O. PITTENGER, Z. POP- STOJANOVIC, P. PROTTER, T. SALISBURY, M. SHARPE, C.T. SHIH, A. SZNITMAN, S.J. TAYLOR, J. WALSH, and R. WILLIAMS. We thank them and the other partiCipants for the lively seminar they created. The seminar was made possible through the partial support of the Air Force Office of Scientific Research via their Grant No. 82-0109 to Northwestern University. E.
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Specificații

ISBN-13: 9781468467475
ISBN-10: 1468467476
Pagini: 260
Ilustrații: VIII, 252 p.
Dimensiuni: 152 x 229 x 14 mm
Greutate: 0.35 kg
Ediția:Softcover reprint of the original 1st ed. 1986
Editura: Birkhäuser Boston
Colecția Birkhäuser
Seria Progress in Probability

Locul publicării:Boston, MA, United States

Public țintă

Research

Cuprins

Two sided time-homogeneous Markov processes.- The behavior and construction of local times for Lévy processes.- Notes on the inhomogeneous Schrödinger equation.- Gauge theorem for the Neumann problem.- Quasi-stationary distributions, eigenmeasures, and eigenfunctions of Markov processes.- Mean exit times of Markov processes.- On strict-sense forms of the Hida-Cramer representation.- A time reversal study of exit/entrance processes.- On the continuity of the local time of stable processes.- Convergence in energy and the sector condition for Markov processes.- An increasing diffusion.- Large deviations in ergodic theory.