Seminar on Stochastic Processes, 1992
Autor Cinlar, Chung, Sharpeen Limba Engleză Hardback – iun 1993
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Specificații
ISBN-13: 9780817636494
ISBN-10: 0817636498
Pagini: 278
Ilustrații: VII, 278 p.
Dimensiuni: 156 x 234 x 18 mm
Greutate: 0.59 kg
Ediția:1993 edition
Editura: BIRKHAUSER BOSTON INC
Locul publicării:Boston, MA, United States
ISBN-10: 0817636498
Pagini: 278
Ilustrații: VII, 278 p.
Dimensiuni: 156 x 234 x 18 mm
Greutate: 0.59 kg
Ediția:1993 edition
Editura: BIRKHAUSER BOSTON INC
Locul publicării:Boston, MA, United States
Public țintă
ResearchCuprins
Superprocess local and intersection local timesand their corresponding particle pictures.- Strong approximations to Brownian local time.- Some path properties of iterated Brownian motion.- Conditioned superprocesses and a semilinear heat equation.- Markovian bridges: construction, Palm interpretation, and splicing.- The martingale problem for a differential operator with piecewise continuous coefficients.- Generalized Schrödinger semigroups.- On a limit theorem for non-stationary branching processes.- On the covering time of a disc by simple random walk in two dimensions.- ?-Variation of the local times of symmetric Lévy processes and stationary Gaussian processes.- Critical random walk in random environment on trees of exponential growth.- Uniform invariance principles for intersection local times.- On a two-armed bandit problem with both continuous and impulse actions and discounted rewards.- Existence and uniqueness of the solution of a semilinear stochastic evolution equation on the whole real line.