Seminar on Stochastic Processes, 1992

Inbunden, Engelska, 1993

Av Cinlar, Chung, Sharpe

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This is the 12th in a series of annual volumes reporting on recent progress in stochastic processes. It contains a sample of the work discussed in a seminar that brought together researchers on such topics as Brownian motion, superprocesses, potential theory, random walks, local times and branching processes.

Produktinformation

Utgivningsdatum1993-06-01
Mått170 x 244 x 18 mm
Vikt585 g
FormatInbunden
SpråkEngelska
SerieProgress in Probability
Antal sidor278
Upplaga1993
FörlagBirkhauser Boston Inc
ISBN9780817636494

Tillhör följande kategorier

Superprocess local and intersection local timesand their corresponding particle pictures.- Strong approximations to Brownian local time.- Some path properties of iterated Brownian motion.- Conditioned superprocesses and a semilinear heat equation.- Markovian bridges: construction, Palm interpretation, and splicing.- The martingale problem for a differential operator with piecewise continuous coefficients.- Generalized Schrödinger semigroups.- On a limit theorem for non-stationary branching processes.- On the covering time of a disc by simple random walk in two dimensions.- ?-Variation of the local times of symmetric Lévy processes and stationary Gaussian processes.- Critical random walk in random environment on trees of exponential growth.- Uniform invariance principles for intersection local times.- On a two-armed bandit problem with both continuous and impulse actions and discounted rewards.- Existence and uniqueness of the solution of a semilinear stochastic evolution equation on the whole real line.