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Seminar on Stochastic Processes, 1981

Specificaties
Paperback, 242 blz. | Engels
Birkhäuser Boston | 1981e druk, 1982
ISBN13: 9780817630720
Rubricering
Birkhäuser Boston 1981e druk, 1982 9780817630720
Onderdeel van serie Progress in Probability
Verwachte levertijd ongeveer 9 werkdagen

Samenvatting

This volume consists of about half of the papers presented during a three-day seminar on stochastic processes held at Northwestern University in April 1981. The aim of the seminar was to bring together a small group of kindred spirits working on stochastic processes and to provide an informal atmosphere for them to discuss their current work. We plan to hold such a seminar once a year, with slight variations in emphasis to reflect the changing concerns and interests within the field. The invited participants in this year's seminar were J. AZEMA, R.M. BLUMENTHAL, R. CARMONA, K.L. CHUNG, R.K. GETOOR, J. JACOD, F. KNIGHT, S.OREY, A.O. PITTENGER, J. PITMAN, P. PROTTER, M.K. RAO, M. SHARPE, and J. WALSH. We thank them and other participants for the productive liveliness of the seminar. As mentioned above, the present volume is only a fragment of the work discussed at the seminar, the other papers having been already committed to otherpublications. The seminar was made possible through the enlightened support of the Air Force Office of Scientific Research, Grant No. 80-0252. We are grateful to them as well as the publisher, Birkhauser Boston, for their support and encouragement.

Specificaties

ISBN13:9780817630720
Taal:Engels
Bindwijze:paperback
Aantal pagina's:242
Druk:1981

Inhoudsopgave

Feynman-Kac functional and the Schrödinger equation.- Two results on dual excursions.- Characterization of Lévy measures of inverse local times of gap diffusion.- Lévy systems and path decompositions.- Regular birth and death times.- Some results on energy.- Absolute continuity and the fine topology.- Representation of semimartingale Markov processes in terms of Wiener processes and Poisson random measures.

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        Seminar on Stochastic Processes, 1981