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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
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Proceedings in Symposia in Pure Mathematics 9780821893593
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