Cinlar, Chung, Getoor

Seminar on Stochastic Processes, 1984

• Broschiertes Buch

Produktbeschreibung

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.

Produktdetails

• Progress in Probability 9
• Verlag: Birkhäuser / Birkhäuser Boston / Springer, Basel
• Artikelnr. des Verlages: 978-1-4684-6747-5
• Softcover reprint of the original 1st ed. 1986
• Seitenzahl: 260
• Erscheinungstermin: 19. März 2012
• Englisch
• Abmessung: 229mm x 152mm x 15mm
• Gewicht: 382g
• ISBN-13: 9781468467475
• ISBN-10: 1468467476
• Artikelnr.: 39687295

Inhaltsangabe

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.