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Seminar on Stochastic Processes, 1992

  • E. Çinlar
  • K. L. Chung
  • M. J. Sharpe
  • R. F. Bass
  • K. Burdzy

Part of the Progress in Probability book series (PRPR, volume 33)

Table of contents

  1. Front Matter
    Pages i-vii
  2. Richard F. Bass, Davar Khoshnevisan
    Pages 43-65
  3. Pat Fitzsimmons, Jim Pitman, Marc Yor
    Pages 101-134
  4. J. Glover, M. Rao, R. Song
    Pages 143-172
  5. Tetsuya Hattori, Hiroshi Watanabe
    Pages 173-187
  6. Back Matter
    Pages 277-278

About this book

Introduction

The 1992 Seminar on Stochastic Processes was held at the Univer­ sity of Washington from March 26 to March 28, 1992. This was the twelfth 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, University of Florida, University of Virginia, University of California, San Diego, University of British Columbia and University of California, Los An­ geles. Following the successful format of previous years, there were five invited lectures, delivered by R. Adler, R. Banuelos, J. Pitman, S. J. Taylor and R. Williams, 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 cre­ ated a lively and stimulating atmosphere for the seminar. A sample of the research discussed there is contained in this volume. The 1992 Seminar was made possible through the support of the National Science Foundation, the National Security Agency, the Institute of Mathematical Statistics and the University of Washing­ ton. We extend our thanks to them and to the publisher Birkhauser Boston for their support and encouragement. Richard F. Bass Krzysztof Burdzy Seattle, 1992 SUPERPROCESS LOCAL AND INTERSECTION LOCAL TIMES AND THEIR CORRESPONDING PARTICLE PICTURES Robert J.

Keywords

Branching process Brownian motion Gaussian process Lévy process Martingale Random Walk Stochastic processes local time stochastic process

Editors and affiliations

  • E. Çinlar
    • 1
  • K. L. Chung
    • 2
  • M. J. Sharpe
    • 3
  • R. F. Bass
    • 4
  • K. Burdzy
    • 4
  1. 1.Dept. of Civil Engineering and Operations ResearchPrinceton UniversityPrincetonUSA
  2. 2.Dept. of MathematicsStandford UniverstiyStanfordUSA
  3. 3.Dept. of MathematicsUniversity of California-San DiegoLa JollaUSA
  4. 4.Dept. of MathematicsUniversity of WashingtonSeattleUSA

Bibliographic information