Seminar on Stochastic Processes, 1984
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 info...
| Main Authors: | , , |
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| Format: | eBook |
| Language: | English |
| Published: |
Boston, MA
Birkhäuser
1986, 1986
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| Edition: | 1st ed. 1986 |
| Series: | Progress in Probability
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| Subjects: | |
| Online Access: | |
| Collection: | Springer Book Archives -2004 - Collection details see MPG.ReNa |
Table of Contents:
- 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