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  • 1
    UID:
    almahu_9947362943102882
    Format: VIII, 351 p. , online resource.
    ISBN: 9781468405620
    Series Statement: Progress in Probability ; 24
    Content: 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.
    Note: 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.
    In: Springer eBooks
    Additional Edition: Printed edition: ISBN 9780817634889
    Language: English
    Keywords: Konferenzschrift
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  • 2
    UID:
    b3kat_BV042419518
    Format: 1 Online-Ressource (VIII, 248 p)
    ISBN: 9781461203810 , 9781461267355
    Series Statement: Progress in Probability 29
    Note: The 1991 Seminar on Stochastic Processes was held at the University of California, Los Angeles, from March 23 through March 25, 1991. This was the eleventh 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 University of Florida, the University of Virginia, the University of California, San Diego, and the University of British Columbia. Following the successful format of previous years there were five invited lectures. These were given by M. Barlow, G. Lawler, P. March, D. Stroock, M. Talagrand. The enthusiasm and interest of the participants created a lively and stimulating atmosphere for the seminar. Some of the topics discussed are represented by the articles in this volume. P. J. Fitzsimmons T. M. Liggett S. C. Port Los Angeles, 1991 In Memory of Steven Orey M. CRANSTON The mathematical community has lost a cherished colleague with the passing of Steven Orey. This unique and thoughtful man has left those who knew him with many pleasant memories. He has also left us with important contributions in the development of the theory of Markov processes. As a friend and former student, I wish to take this chance to recall to those who know and introduce to those who do not a portion of his lifework
    Language: English
    Keywords: Stochastischer Prozess ; Konferenzschrift
    Author information: Çınlar, Erhan 1941-
    Author information: Chung, Kai Lai 1917-2009
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  • 3
    UID:
    b3kat_BV042420127
    Format: 1 Online-Ressource (VIII, 216 p)
    ISBN: 9781461234586
    Series Statement: Progress in Probability 18
    Note: The1989SeminaronStochasticProcesseswasheldattheUniversityof CaliforniaatSanDiegoonMarch30,31andApril1,Hl89. Thiswastheninth inanannualseriesofmeetingswhichprovideresearcherswiththeopportunity todiscusscurrentworkonstochasticprocessesinaninformalandenjoyableat­ mosphere. PreviousseminarswereheldatPrincetonUniversity,Northwestern University,theUniversityofFloridaandtheUniversityofVirginia. Theseminar hasgrownovertheyears,withatotalofseventy-fiveparticipantsin1989. Fol­ lowingthesuccessfulformatofpreviousyears,therewerefiveinvitedlectures, deliveredby K. L. Chung,D. Dawson, R. Durrett,N. IkedaandT. Lyons,with theremainderoftimebeingdevotedtostructured,butlessformal,discussionson currentworkandproblems. Severalsmallergroupsalsoheldworkshopsessions onspecifictopicssuchas:mper-processes,diffusionsonfractalsandHarnack inequalities. Theparticipant. s'interestandenthusiasmcreatedalivelyandstim­ ulatingcnvironmentfortheseminar. Asampleoftheresearchdiscussedthereis containedinthisvolume. , Thc1989SeminarwasmadepossiblebythesupportoftheNationalScience Foundation,theNationalSecurityAgencyandtheUniversityofCaliforniaatSan Diego. \Yeextendourthankstothem,andtothepublishcrBirkhauserBoston, fortheirsupportandencouragemcnt. Finally,thanksgotoLynn\,yilliamsforher cheerfulassistancewiththeseminarorganizationandproductionofthisvolume. P. J. Fitzsimmons R. J. Williams LaJolla,1989 LISTOFPARTICIPANTS P. Arzberger M. Emery E. Perkins J. Pitman B. Atkinson S. N. Evans L. Pitt J. Azema N. Falkner M. Bachman P. Fitzsimmons A. O. Pittenger Z. Pop-Stojanovic M. Barlow R. K. Getoor R. Bass J. Glover S. Port C. Bezuidenhout H. Heyer P. Protter R. Blumenthal K. Hoffmann K. M. Rao G. Brosamler J. Horowitz J. Rosen C. Burdzy P. Hsu T. Salisbury D. Burkholder N. Ikeda M. J. Sharpe H. Cai O. Kallenberg C. T. Shih R. Carmona F. Knight A. Sznitman W. Chen-Masters Y. Kwon M. Taksar K. L. Chung T. Kurtz L. Taylor E. Cinlar T. Liggett S. J. Taylor M. Cranston T. Lyons G. Terdik R. Dalang P. March E. , Toby R. DanteDeBlassie M. Marcus R. Tribe R. Darling P. McGill J. Walsh D. Dawson T. Mountford J. Watkins J. Deuschel B. Oksendal S. Weinryb N. Dinculeanu V. Papanicolaou R. Williams R. Durrett R. Pemantle Z. Zhao E. B. Dynkin M. Penrose W. Zheng TABLEOFCONTENTS R. F. BASS Aprobabilisticproofoftheboundary 1 and K. BURDZY Harnackprinciple J. -D. DEUSCHEL LogarithmicSobolevinequalitiesof 17 symmetricdiffusions S. N. EVANS RescalingthevacancyofaBoolean coverageprocess 23 TheBlumenthal-Getoor-McKean P. J. FITZSIMMONS, R. K. GETOOR Theoremrevisited 35 andM. J. SHARPE P. J. FITZSIMMONS Localtimes,occupationtimes,andthe Lebesguemeasureoftherangeofa andS. C.
    Additional Edition: Erscheint auch als Druck-Ausgabe ISBN 978-0-8176-3457-5
    Language: English
    Keywords: Stochastischer Prozess ; Konferenzschrift
    Author information: Çınlar, Erhan 1941-
    Author information: Chung, Kai Lai 1917-2009
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  • 4
    UID:
    almahu_9947362832602882
    Format: VIII, 216 p. , online resource.
    ISBN: 9781461234586
    Series Statement: Progress in Probability ; 18
    Note: A probabilistic proof of the boundary Harnack principle -- Logarithmic Sobolev inequalities of symmetric diffusions -- Rescaling the vacancy of a Boolean coverage process -- The Blumenthal-Getoor-McKean Theorem revisited -- Local times, occupation times, and the Lebesgue measure of the range of a Levy process -- Martingale problems associated with the Boltzmann equation -- Probabilistic methods in differential geometry -- Probabilistic methods in Schrödinger equations -- Stochastic variational principle of Schrödinger processes -- The high contact principle in optimal stopping and stochastic waves -- Continuity of solutions of Schrödinger equation -- Stationary solutions for bilinear systems with constant coefficients -- Gaugeability for unbounded domains -- Correction to: Some formulas for the energy functional of a Markov process.
    In: Springer eBooks
    Additional Edition: Printed edition: ISBN 9780817634575
    Language: English
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  • 5
    UID:
    almahu_9947362861802882
    Format: VIII, 248 p. , online resource.
    ISBN: 9781461203810
    Series Statement: Progress in Probability ; 29
    Content: The 1991 Seminar on Stochastic Processes was held at the University of California, Los Angeles, from March 23 through March 25, 1991. This was the eleventh 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 University of Florida, the University of Virginia, the University of California, San Diego, and the University of British Columbia. Following the successful format of previous years there were five invited lectures. These were given by M. Barlow, G. Lawler, P. March, D. Stroock, M. Talagrand. The enthusiasm and interest of the participants created a lively and stimulating atmosphere for the seminar. Some of the topics discussed are represented by the articles in this volume. P. J. Fitzsimmons T. M. Liggett S. C. Port Los Angeles, 1991 In Memory of Steven Orey M. CRANSTON The mathematical community has lost a cherished colleague with the passing of Steven Orey. This unique and thoughtful man has left those who knew him with many pleasant memories. He has also left us with important contributions in the development of the theory of Markov processes. As a friend and former student, I wish to take this chance to recall to those who know and introduce to those who do not a portion of his lifework.
    Note: In memory of Steven Orey -- A correlation inequality for tree-indexed Markov chains -- On specifying invariant ?-fields -- On the martingale problem for measure-valued Markov branching processes -- Potential densities of symmetric Lévy processes -- An absorption problem for several Brownian motions -- Forms of inclusion between processes -- Brownian interpretations of an elliptic integral -- L-shapes for the logarithmic ?-model for DLA in three dimensions -- Remark on the intrinsic local time -- Harmonic functions on Denjoy domains -- Conditional Dawson-Watanabe processes and Fleming-Viot processes -- p-variation of the local times of stable processes and intersection local time -- Closing values of martingales with finite lifetimes -- Construction of Markov processes from hitting distributions without quasi-left-continuity -- A characterization of Brownian motion on Sierpinski spaces.
    In: Springer eBooks
    Additional Edition: Printed edition: ISBN 9781461267355
    Language: English
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