Seminar on Stochastic Processes, 1988

Bibliographic Details
Main Authors: Cinlar, Chung (Author), Getoor (Author)
Format: eBook
Language:English
Published: Boston, MA Birkhäuser 1989, 1989
Edition:1st ed. 1989
Series:Progress in Probability
Subjects:
Online Access:
Collection: Springer Book Archives -2004 - Collection details see MPG.ReNa
Table of Contents:
  • The Riesz Transform Associated with Second Order Differential Operators
  • The Optional Stochastic Integral
  • On Brownian Excursions in Lipschitz Domains II: Local Asymptotic Distributions
  • Gauge Theorem for Unbounded Domains
  • Reminiscences of Some of Paul Levy’s Ideas in Brownian Motion and in Markov Chains
  • Conditional Brownian Motion, Whitney Squares, and the Conditional Gauge Theorem
  • Local Field Gaussian Measures
  • Some Formulas for the Energy Functional of a Markov Process
  • Note on the 3G Theorem (d=2)
  • The Independence of Hitting Times and Hitting Positions to Spheres for Drifted Brownian Motion
  • The Exact Hausdorff Measure of Brownian Multiple Points II
  • On a Stability Property of Harmonic Measures
  • Behavior of Excessive Functions of Certain Diffusions Under the Action of the Transition Semigroup
  • A Maximal Inequality
  • Some Results for Functions of Kato Class in Domains of Infinite Measure
  • Some Properties of Invariant Functions of Markov Processes
  • Right Brownian Motion and Representation of Initial Problem