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Seminar on Stochastic Processes, 1990 / by Cinlar
(Progress in Probability. ISSN:22970428 ; 24)

1st ed. 1991.
出版者 (Boston, MA : Birkhäuser Boston : Imprint: Birkhäuser)
出版年 1991
大きさ VIII, 351 p : online resource
著者標目 *Cinlar author
SpringerLink (Online service)
件 名 LCSH:Probabilities
FREE:Probability Theory
一般注記 A note on Trotter’s proof of the continuity of local time for Brownian motion -- Paul Lévy’s way to his local time -- Transformations of measure on an infinite dimensional vector space -- Stochastic integration in Banach spaces -- Absolute continuity of the measure states in a branching model with catalysts -- Martingales associated with finite Markov chains -- Equivalence and perpendicularity of local field Gaussian measures -- Skorokhod embedding by randomized hitting times -- Multiplicative symmetry groups of Markov processes -- On the existence of occupation densities of stochastic integral processes via operator theory -- Calculating the compensator: method and example -- Rate of growth of local times of strongly symmetric Markov processes -- On the continuity of measure-valued processes -- A remark on regularity of excessive functions for certain diffusions -- A(t,Bt) is not a semimartingale -- Self-intersections of stable processes in the plane: local times and limit theorems -- On piecing together locally defined Markov processes -- Measurability of the solution of a semilinear evolution equation
The 1990 Seminar on Stochastic Processes was held at the University of British Columbia from May 10 through May 12, 1990. This was the tenth in a series of annual meetings which provide researchers with the opportunity to discuss current work on stochastic processes in an informal and enjoyable atmosphere. Previous seminars were held at Northwestern University, Princeton University, the Univer­ sity of Florida, the University of Virginia and the University of California, San Diego. Following the successful format of previous years, there were five invited lectures, delivered by M. Marcus, M. Vor, D. Nualart, M. Freidlin and L. C. G. Rogers, with the remainder of the time being devoted to informal communications and workshops on current work and problems. The enthusiasm and interest of the participants created a lively and stimulating atmosphere for the seminar. A sample of the research discussed there is contained in this volume. The 1990 Seminar was made possible by the support of the Natural Sciences and Engin~ring Research Council of Canada, the Southwest University Mathematics Society of British Columbia, and the University of British Columbia. To these entities and the organizers of this year's conference, Ed Perkins and John Walsh, we extend oul' thanks. Finally, we acknowledge the support and assistance of the staff at Birkhauser Boston
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ISBN 9781468405620

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