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Stochastic Analysis and Applications: Proceedings of the International Conference held in Swansea, April 11-15, 1983 de A. Truman

Stochastic Analysis and Applications: Proceedings of the International Conference held in Swansea, April 11-15, 1983: Lecture Notes in Mathematics, cartea 1095

Editat de A. Truman, D. Williams
en Limba Engleză Paperback – dec 1984

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Specificații

ISBN-13: 9783540138914
ISBN-10: 3540138919
Pagini: 212
Ilustrații: VIII, 204 p.
Dimensiuni: 216 x 279 x 11 mm
Greutate: 0.3 kg
Ediția:1984
Editura: Springer Berlin, Heidelberg
Colecția Springer
Seria Lecture Notes in Mathematics

Locul publicării:Berlin, Heidelberg, Germany

Public țintă

Research

Cuprins

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 £ ?×d?.- The unique factorisation of Brownian products.- Some integral equalities in Wiener-Hopf theory.- A differential equation in Wiener-Hopf theory.