Seminar on Stochastic Processes, 1983 / edited by E. Çinlar, K.L. Chung, R.K. Getoor.

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...

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Bibliographic Details
Online Access: Full Text (via Springer)
Main Author: Çınlar, E. (Erhan), 1941-
Other Authors: Chung, Kai Lai, 1917-2009, Getoor, R. K. (Ronald Kay), 1929-2017
Format: eBook
Language:English
Published: Boston, MA : Birkhäuser Boston, 1984.
Series:Progress in probability and statistics ; 7.
Subjects:
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.