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＜E-Book＞
Stochastic analysis : Summer Research Institue on Stochastic Analysis July 11-30, 1993 Cornell University Ithaca, New York / Michael C. Cranston, Mark A. Pinsky, editors
(Proceedings of symposia in pure mathematics. ISSN:00820717 (print) ; v. 57)

Publisher	Providence, R.I : American Mathematical Society
Year	c1995
Size	1 online resource (1 online resource (ix, 621 p. : ill.))
Authors	*Summer Research Institute on Stochastic Analysis (1993 Cornell University) Cranston, Michael C 1951- Pinsky, Mark A. 1940-
Subjects	LCSH:Stochastic analysis -- Congresses  All Subject Search
Contents	An improvement of the Osserman constant for the bass note of a drum / Rodrigo Bañuelos and Tom Carroll Heat content asymptotics for some open sets with a fractal boundary / M. van den Berg On self-attracting random walks / Erwin Bolthausen and Uwe Schmock Positivity default for martingales and harmonic functions / Jean Brossard Optimal switching between two Brownian motions / R. Cairoli and Robert C. Dalang Nonnegative solutions for semilinear elliptic equations with boundary conditions✹a probabilistic approach / Z. Q. Chen, R. J. Williams and Z. Zhao Simulated annealing and fastest cooling rates for some $1$-dim spin glass models / Tzuu-Shuh Chiang and Yunshong Chow Averaging stochastically perturbed Hamiltonian systems / Thomas G. Kurtz and Federico Marchetti The interpretation and solution of ordinary differential equations driven by rough signals / Terry J. Lyons Time-reversal of the noisy Wiener-Hopf factorisation / L. C. G. Rogers Some aspects of Brownian motion in a Poissonian potential / Alain-Sol Sznitman Schrödinger operators and asymptotics for Poisson-Lévy excursion measures for one-dimensional time-homogeneous diffusions / A. Truman, D. Williams and K. Y. Yu Generalized arc-sine laws for one-dimensional diffusion processes and random walks / Shinzo Watanabe Semimartingales with values in a Euclidean vector bundle and Ocone's formula on a Riemannian manifold / Hélène Airault and Paul Malliavin Coupling constructions for hypoelliptic diffusions: two examples / Gérard Ben Arous, Michael Cranston and Wilfrid S. Kendall Heat kernel bounds on Riemannian manifolds / Itai Benjamini, Isaac Chavel and Edgar A. Feldman Brownian motion and harmonic functions on polygonal complexes / M. Brin and Yu. Kifer Heat kernel of a noncompact Riemannian manifold / Alexander Grigoryan Flows and quasi-invariance of the Wiener measure on path spaces / Elton P. Hsu Lévy's stochastic area formula and related problems / N. Ikeda, S. Kusuoka and S. Manabe Markov processes and harmonic functions on hyperbolic metric spaces / Yuri Kifer Some problems concerning Lévy processes on Lie groups / Hiroshi Kunita The central limit theorem for geodesic flows on noncompact manifolds of constant negative curvature / Y. Le Jan A renewal theorem for the distance in negative curvature / F. Ledrappier A bootstrap proof of the limit theorem for linear SDE / Paul Malliavin Diffusion processes on a Lipschitz Riemannian manifold and their applications / Wei An Zheng On path properties of super-2 processes. II / Donald A. Dawson, Kenneth J. Hochberg and Vladimir Vinogradov Towards calculus and geometry on path spaces / Bruce K. Driver Branching with a single point catalyst / E. B. Dynkin The Brownian path-valued process and its connections with partial differential equations / Jean-François Le Gall Inverse powers of white noise / Yao Zhong Hu, Tom Lindstrøm, Bernt Øksendal, Jan Ubøe and Tu Sheng Zhang Statistical mechanics of nonlinear wave equations / H. P. McKean and K. L. Vaninsky Markov properties for solutions of stochastic differential equations / David Nualart A quasihomeomorphism on the Wiener space / Ichirō Shigekawa Absolute continuity on the Wiener space and some applications / Ali Süleyman Üstünel and Moshe Zakai Invariant Gibbsian measures of the Klein-Gordon equation / K. L. Vaninsky Dirichlet form methods for uniqueness of martingale problems and applications / Sergio Albeverio and Michael Röckner Anticipative problems in the theory of random dynamical systems / Ludwig Arnold Stability index for nonlinear stochastic differential equations / Ludwig Arnold and Rafail Z. Khasminskii Degenerate stochastic differential equations, flows, and hypoellipticity / Denis R. Bell and Salah Eldin A. Mohammed Derivative flows of stochastic differential equations: moment exponents and geometric properties / K. D. Elworthy and X.-M. Li Invariant diffusion processes in Lie groups and stochastic flows / Ming Liao On stochastic integrals in topological vector spaces / R. Mikulevičius and B. L. Rozovskiĭ Travelling waves for the KPP equation with noise / C. Mueller and R. Sowers Backward SDEs, quasilinear PDEs, and SPDEs / Étienne Pardoux Invariance of the Lyapunov exponent under nonlinear perturbations / Mark A. Pinsky
Notes	Includes bibliographical references http://www.ams.org/pspum/057 http://dx.doi.org/10.1090/pspum/057/1335458 http://www.ams.org/pspum/057 http://dx.doi.org/10.1090/pspum/057/1335459 http://www.ams.org/pspum/057 http://dx.doi.org/10.1090/pspum/057/1335460 http://www.ams.org/pspum/057 http://dx.doi.org/10.1090/pspum/057/1335461 http://www.ams.org/pspum/057 http://dx.doi.org/10.1090/pspum/057/1335462 http://www.ams.org/pspum/057 http://dx.doi.org/10.1090/pspum/057/1335463 http://www.ams.org/pspum/057 http://dx.doi.org/10.1090/pspum/057/1335464 http://www.ams.org/pspum/057 http://dx.doi.org/10.1090/pspum/057/1335465 http://www.ams.org/pspum/057 http://dx.doi.org/10.1090/pspum/057/1335466 http://www.ams.org/pspum/057 http://dx.doi.org/10.1090/pspum/057/1335467 http://www.ams.org/pspum/057 http://dx.doi.org/10.1090/pspum/057/1335468 http://www.ams.org/pspum/057 http://dx.doi.org/10.1090/pspum/057/1335469 http://www.ams.org/pspum/057 http://dx.doi.org/10.1090/pspum/057/1335470 http://www.ams.org/pspum/057 http://dx.doi.org/10.1090/pspum/057/1335471 http://www.ams.org/pspum/057 http://dx.doi.org/10.1090/pspum/057/1335472 http://www.ams.org/pspum/057 http://dx.doi.org/10.1090/pspum/057/1335473 http://www.ams.org/pspum/057 http://dx.doi.org/10.1090/pspum/057/1335474 http://www.ams.org/pspum/057 http://dx.doi.org/10.1090/pspum/057/1335475 http://www.ams.org/pspum/057 http://dx.doi.org/10.1090/pspum/057/1335476 http://www.ams.org/pspum/057 http://dx.doi.org/10.1090/pspum/057/1335477 http://www.ams.org/pspum/057 http://dx.doi.org/10.1090/pspum/057/1335478 http://www.ams.org/pspum/057 http://dx.doi.org/10.1090/pspum/057/1335479 http://www.ams.org/pspum/057 http://dx.doi.org/10.1090/pspum/057/1335480 http://www.ams.org/pspum/057 http://dx.doi.org/10.1090/pspum/057/1335481 http://www.ams.org/pspum/057 http://dx.doi.org/10.1090/pspum/057/1335482 http://www.ams.org/pspum/057 http://dx.doi.org/10.1090/pspum/057/1335483 http://www.ams.org/pspum/057 http://dx.doi.org/10.1090/pspum/057/1335484 http://www.ams.org/pspum/057 http://dx.doi.org/10.1090/pspum/057/1335485 http://www.ams.org/pspum/057 http://dx.doi.org/10.1090/pspum/057/1335486 http://www.ams.org/pspum/057 http://dx.doi.org/10.1090/pspum/057/1335487 http://www.ams.org/pspum/057 http://dx.doi.org/10.1090/pspum/057/1335488 http://www.ams.org/pspum/057 http://dx.doi.org/10.1090/pspum/057/1335489 http://www.ams.org/pspum/057 http://dx.doi.org/10.1090/pspum/057/1335490 http://www.ams.org/pspum/057 http://dx.doi.org/10.1090/pspum/057/1335491 http://www.ams.org/pspum/057 http://dx.doi.org/10.1090/pspum/057/1335492 http://www.ams.org/pspum/057 http://dx.doi.org/10.1090/pspum/057/1335493 http://www.ams.org/pspum/057 http://dx.doi.org/10.1090/pspum/057/1335494 http://www.ams.org/pspum/057 http://dx.doi.org/10.1090/pspum/057/1335495 http://www.ams.org/pspum/057 http://dx.doi.org/10.1090/pspum/057/1335496 http://www.ams.org/pspum/057 http://dx.doi.org/10.1090/pspum/057/1335497 http://www.ams.org/pspum/057 http://dx.doi.org/10.1090/pspum/057/1335498 http://www.ams.org/pspum/057 http://dx.doi.org/10.1090/pspum/057/1335499 http://www.ams.org/pspum/057 http://dx.doi.org/10.1090/pspum/057/1335500 http://www.ams.org/pspum/057 http://dx.doi.org/10.1090/pspum/057/1335501 http://www.ams.org/pspum/057 http://dx.doi.org/10.1090/pspum/057/1335502 http://www.ams.org/pspum/057 http://dx.doi.org/10.1090/pspum/057/1335503 Access is restricted to licensed institutions Electronic reproduction Providence, Rhode Island American Mathematical Society 2012 Mode of access : World Wide Web Description based on print version record HTTP:URL=http://www.ams.org/pspum/057 Information=Contents HTTP:URL=http://dx.doi.org/10.1090/pspum/057 Information=Contents

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