Seminar on Stochastic Processes, 1983
This volume consists of about half of the papers presented during a three-day seminar on stochastic processes. The seminar was the third of such yearly seminars aimed at bringing together a small group of researchers to discuss their current work in an informal atmosphere. The previous two seminars...
| Main Authors: | , , |
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| Format: | eBook |
| Language: | English |
| Published: |
Boston, MA
Birkhäuser
1984, 1984
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| Edition: | 1st ed. 1984 |
| Series: | Progress in Probability
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| Subjects: | |
| Online Access: | |
| Collection: | Springer Book Archives -2004 - Collection details see MPG.ReNa |
Table of Contents:
- A general theory approach to the construction of Markov processes
- Conditional Gauges
- Duality under a new setting
- Theorie générale du balayage
- Local times and quantum fields
- Approximation of debuts
- Capacity theory and weak duality
- Ray-Knight’s theorem on Brownian local times and Tanaka’s formula
- Further results on energy
- A diffusion first passage problem
- Brownian excursions revisited
- Construction of right processes from hitting distributions
- Regularity properties of a stochastic partial differential equation