Seminar on Stochastic Processes, 1990

The 1990 Seminar on Stochastic Processes was held at the University of British Columbia from May 10 through May 12, 1990. This was the tenth in a series of annual meetings which provide researchers with the opportunity to discuss current work on stochastic processes in an informal and enjoyable atmo...

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Bibliographic Details
Main Author: Cinlar
Format: eBook
Language:English
Published: Boston, MA Birkhäuser Boston 1991, 1991
Edition:1st ed. 1991
Series:Progress in Probability
Subjects:
Online Access:
Collection: Springer Book Archives -2004 - Collection details see MPG.ReNa
Table of Contents:
  • A note on Trotter’s proof of the continuity of local time for Brownian motion
  • Paul Lévy’s way to his local time
  • Transformations of measure on an infinite dimensional vector space
  • Stochastic integration in Banach spaces
  • Absolute continuity of the measure states in a branching model with catalysts
  • Martingales associated with finite Markov chains
  • Equivalence and perpendicularity of local field Gaussian measures
  • Skorokhod embedding by randomized hitting times
  • Multiplicative symmetry groups of Markov processes
  • On the existence of occupation densities of stochastic integral processes via operator theory
  • Calculating the compensator: method and example
  • Rate of growth of local times of strongly symmetric Markov processes
  • On the continuity of measure-valued processes
  • A remark on regularity of excessive functions for certain diffusions
  • A(t,Bt) is not a semimartingale
  • Self-intersections of stable processes in the plane: local times and limit theorems
  • On piecing together locally defined Markov processes
  • Measurability of the solution of a semilinear evolution equation