Seminar on Stochastic Processes, 1992
The 1992 Seminar on Stochastic Processes was held at the Univer sity of Washington from March 26 to March 28, 1992. This was the twelfth in a series of annual meetings which provide researchers with the opportunity to discuss current work on stochastic processes in an informal and enjoyable atmosph...
| Main Authors: | , , |
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| Format: | eBook |
| Language: | English |
| Published: |
Boston, MA
Birkhäuser
1993, 1993
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| Edition: | 1st ed. 1993 |
| Series: | Progress in Probability
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| Subjects: | |
| Online Access: | |
| Collection: | Springer Book Archives -2004 - Collection details see MPG.ReNa |
Table of Contents:
- 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