Seminar on Stochastic Processes, 1982
This volume consists of about half of the papers presented during a three-day seminar on stochastic processes held at Northwestern University in March 1982. This was the second of such yearly seminars aimed at bringing together a small group of researchers to discuss their current work in an informa...
| Main Authors: | , , |
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| Format: | eBook |
| Language: | English |
| Published: |
Boston, MA
Birkhäuser Boston
1983, 1983
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| Edition: | 1st ed. 1983 |
| Series: | Progress in Probability
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| Subjects: | |
| Online Access: | |
| Collection: | Springer Book Archives -2004 - Collection details see MPG.ReNa |
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| 008 | 140122 ||| eng | ||
| 020 | |a 9781468405408 | ||
| 100 | 1 | |a Cinlar | |
| 245 | 0 | 0 | |a Seminar on Stochastic Processes, 1982 |h Elektronische Ressource |c by Cinlar, Chung, Getoor |
| 250 | |a 1st ed. 1983 | ||
| 260 | |a Boston, MA |b Birkhäuser Boston |c 1983, 1983 | ||
| 300 | |a VI, 302 p |b online resource | ||
| 505 | 0 | |a Germ fields and a converse to the strong Markov property -- Applications of Revuz and Palm type measures for additive functionals in weak duality -- Occupation times of d-dimensional semimartingales -- A simple version of the Malliavin calculus in dimension N -- An inequality for boundary value problems -- Regenerative systems and Markov additive processes -- Excursions and forward times -- Identifying Markov processes up to time change -- Topics in energy and potential theory -- On the p-variation of Gaussian random fields with separable increments -- Remarks on the convex minorant of Brownian motion -- Remarks on energy -- Stochastic integration with respect to local time | |
| 653 | |a Probability Theory and Stochastic Processes | ||
| 653 | |a Probabilities | ||
| 700 | 1 | |a Chung |e [author] | |
| 700 | 1 | |a Getoor |e [author] | |
| 041 | 0 | 7 | |a eng |2 ISO 639-2 |
| 989 | |b SBA |a Springer Book Archives -2004 | ||
| 490 | 0 | |a Progress in Probability | |
| 856 | 4 | 0 | |u https://doi.org/10.1007/978-1-4684-0540-8?nosfx=y |x Verlag |3 Volltext |
| 082 | 0 | |a 519.2 | |
| 520 | |a This volume consists of about half of the papers presented during a three-day seminar on stochastic processes held at Northwestern University in March 1982. This was the second 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 this year's seminar were B. ATKINSON, R. BASS, K. BICHTELER, D. BURKHOLDER, K.L. CHUNG, J.L. DOOB, C. DOLEANS-DADE, H. FOLLMER, R.K. GETOOR, J. GLOVER, J. MITRO, D. MONRAD, E. PERKINS, J. PITMAN, Z. POP-STOJANOVIC, M.J. SHARPE, and J. WALSH. We thank them and the other participants for the lively atmosphere of the seminar. As mentioned above, the present volume is only a fragment of the work discussed at the seminar, the other work having been committed to other publications. The seminar was made possible through the enlightened support of the Air Force Office of Scientific Research, Grant No. 80-0252A. We are grateful to them as well as the publisher, Birkhauser, Boston, for their support and encouragement. E.C. , Evanston, 1983 Seminar on stochastic Processes, 1982 Birkhauser, Boston, 1983 GERM FIELDS AND A CONVERSE TO THE STRONG MARKOV PROPERTY by BRUCE W. ATKINSON 1. Introduction The purpose of this paper is to give an intrinsic characterization of optional (i.e., stopping) times for the general germ Markov process, which includes the general right process as a special case. We proceed from the general to the specific | ||