Seminar on Stochastic Processes, 1984

Author:   Cinlar ,  Chung ,  Getoor
Publisher:   Birkhauser Boston Inc
Edition:   Softcover reprint of the original 1st ed. 1986
Volume:   9
ISBN:  

9781468467475


Pages:   252
Publication Date:   19 March 2012
Format:   Paperback
Availability:   Manufactured on demand   Availability explained
We will order this item for you from a manufactured on demand supplier.

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Seminar on Stochastic Processes, 1984


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Overview

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 informal atmosphere. The invited participants in the seminar were B.W. ATKINSON, R.M. BLUMENTHAL, K. BURDZY, D. BURKHOLDER, M. CRANSTON, C. DOLEANS""'DADE, J.L. DOOB, N. FALKNER, P. FITZSIMMONS, J. GLOVER, F. KNIGHT, T. McCONNELL, J.B. MITRO, S. OREY, J. PITMAN, A.O. PITTENGER, Z. POP- STOJANOVIC, P. PROTTER, T. SALISBURY, M. SHARPE, C.T. SHIH, A. SZNITMAN, S.J. TAYLOR, J. WALSH, and R. WILLIAMS. We thank them and the other partiCipants for the lively seminar they created. The seminar was made possible through the partial support of the Air Force Office of Scientific Research via their Grant No. 82-0109 to Northwestern University. E.

Full Product Details

Author:   Cinlar ,  Chung ,  Getoor
Publisher:   Birkhauser Boston Inc
Imprint:   Birkhauser Boston Inc
Edition:   Softcover reprint of the original 1st ed. 1986
Volume:   9
Dimensions:   Width: 15.20cm , Height: 1.30cm , Length: 22.90cm
Weight:   0.385kg
ISBN:  

9781468467475


ISBN 10:   1468467476
Pages:   252
Publication Date:   19 March 2012
Audience:   Professional and scholarly ,  Professional & Vocational
Format:   Paperback
Publisher's Status:   Active
Availability:   Manufactured on demand   Availability explained
We will order this item for you from a manufactured on demand supplier.

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.

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