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Birkhäuser

Seminar on Stochastic Processes, 1983

  • Book
  • © 1984

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Editors:
  1. E. Çinlar

    1. Technological Institute, Northwestern University, Evanston, USA

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  2. K. L. Chung

    1. Department of Mathematics, Stanford University, Stanford, USA

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  3. R. K. Getoor

    1. Department of Mathematics, University of California-San Diego, La Jolla, USA

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Part of the book series: Progress in Probability (PRPR, volume 7)

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Table of contents (13 chapters)

  1. Front Matter

    Pages i-vii
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  2. A General Theory Approach to the Construction of Markov Processes

    • Bruce W. Atkinson
    Pages 1-16

  3. Conditional Gauges

    • K. L. Chung
    Pages 17-22

  4. Duality Under a New Setting

    • K. L. Chung, Ming Liao, K. M. Rao
    Pages 23-38

  5. Theorie Generale Du Balayage

    • C. Dellacherie
    Pages 39-67

  6. Local Times and Quantum Fields

    • E. B. Dynkin
    Pages 69-83

  7. Approximation of Debuts

    • Neil Falkner
    Pages 85-96

  8. Capacity Theory and Weak Duality

    • R. K. Getoor
    Pages 97-130

  9. Ray-Knight’s Theorem on Brownian Local Times and Tanaka’s Formula

    • T. Jeulin
    Pages 131-142

  10. Further Results On Energy

    • Z. R. Pop-Stojanovic, Murali Rao
    Pages 143-150

  11. A Diffusion First Passage Problem

    • L. C. G. Rogers
    Pages 151-160

  12. Brownian Excursions Revisited

    • P. Salminen
    Pages 161-187

  13. Construction of Right Processes from Hitting Distributions

    • C. T. Shih
    Pages 189-255

  14. Regularity Properties of a Stochastic Partial Differential Equation

    • John B. Walsh
    Pages 257-290

  15. Back Matter

    Pages 292-292
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Keywords

About this book

This volume consists of about half of the papers presented during a three-day seminar on stochastic processes. The seminar was the third of such yearly seminars aimed at bringing together a small group of researchers to discuss their current work in an informal atmosphere. The previous two seminars were held at Northwesterr. University, Evanston. This one was held at the University of Florida, Gainesville. The invited participants in the seminar were B. ATKINSON, K.L. CHUNG, C. DELLACHERIE, J.L. DOOB, E.B. DYNKIN, N. FALKNER, R.K. GETOOR, J. GLOVER, T. JEULIN, H. KASPI, T. McCONNELL, J. MITRO, E. PERKINS, Z. POP-STOJANOVIC, M. RAO, L.C.G. ROGERS, P. SALMINEN, M.J. SHARPE, S.R.S. VARADHAN, and J. WALSH. We thank them and the other participants for the lively atmosphere they have created. The seminar was made possible through the generous supports of the University of Florida, Department of Mathematics, and the Air Force Office of Scientific Research, Grant No. 82-0189, to Northwestern University. We are grateful for their support. Finally, we thank Professors Zoran POP-STOJANOVIC and Murali RAO for their time, effort, and kind hospitality in the organization of the seminar and during our stay in Gainesville.

Editors and Affiliations

  • Technological Institute, Northwestern University, Evanston, USA

    E. Çinlar

  • Department of Mathematics, Stanford University, Stanford, USA

    K. L. Chung

  • Department of Mathematics, University of California-San Diego, La Jolla, USA

    R. K. Getoor

Bibliographic Information

  • Book Title: Seminar on Stochastic Processes, 1983

  • Editors: E. Çinlar, K. L. Chung, R. K. Getoor

  • Series Title: Progress in Probability

  • DOI: https://doi.org/10.1007/978-1-4684-9169-2

  • Publisher: Birkhäuser Boston, MA

  • eBook Packages: Springer Book Archive

  • Copyright Information: Springer Science+Business Media New York 1984

  • Softcover ISBN: 978-1-4684-9171-5Published: 02 June 2012

  • eBook ISBN: 978-1-4684-9169-2Published: 06 December 2012

  • Series ISSN: 1050-6977

  • Series E-ISSN: 2297-0428

  • Edition Number: 1

  • Number of Pages: VIII, 292

  • Topics: Probability Theory and Stochastic Processes

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