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Seminar on Stochastic Processes, 1981

  • E. Çinlar
  • K. L. Chung
  • R. K. Getoor

Part of the Progress in Probability and Statistics book series (PRPR, volume 1)

Table of contents

  1. Front Matter
    Pages i-v
  2. K. L. Chung, K. M. Rao
    Pages 1-29
  3. R. K. Getoor, M. J. Sharpe
    Pages 31-52
  4. J. W. Pitman
    Pages 79-110
  5. Zoran R. Pop-Stojanovic, Murali Rao
    Pages 135-150
  6. J. Walsh, W. Winkler
    Pages 151-157

About this book

Introduction

This volume consists of about half of the papers presented during a three-day seminar on stochastic processes held at Northwestern University in April 1981. The aim of the seminar was to bring together a small group of kindred spirits working on stochastic processes and to provide an informal atmosphere for them to discuss their current work. We plan to hold such a seminar once a year, with slight variations in emphasis to reflect the changing concerns and interests within the field. The invited participants in this year's seminar were J. AZEMA, R.M. BLUMENTHAL, R. CARMONA, K.L. CHUNG, R.K. GETOOR, J. JACOD, F. KNIGHT, S.OREY, A.O. PITTENGER, J. PITMAN, P. PROTTER, M.K. RAO, M. SHARPE, and J. WALSH. We thank them and other participants for the productive liveliness of the seminar. As mentioned above, the present volume is only a fragment of the work discussed at the seminar, the other papers having been already committed to otherpublications. The seminar was made possible through the enlightened support of the Air Force Office of Scientific Research, Grant No. 80-0252. We are grateful to them as well as the publisher, Birkhauser Boston, for their support and encouragement.

Keywords

ALS Markov process Martingale Semimartingale Sharp Volume field form group local time random measure stochastic process stochastic processes university

Editors and affiliations

  • E. Çinlar
    • 1
  • K. L. Chung
    • 2
  • R. K. Getoor
    • 3
  1. 1.Department of MathematicsNorthwestern UniversityEvanstonUSA
  2. 2.Department of MathematicsStanford UniversityStanfordUSA
  3. 3.Department of MathematicsUniversity of CaliforniaLa JollaUSA

Bibliographic information