UID:
almafu_9959239107502883
Format:
1 online resource (359 pages.) :
,
digital, PDF file(s).
ISBN:
1-139-88639-8
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1-107-36672-0
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1-107-37140-6
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1-107-36181-8
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1-107-36901-0
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1-299-40447-2
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1-107-36426-4
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0-511-66298-X
Series Statement:
London Mathematical Society lecture note series ; 167
Content:
Durham Symposia traditionally constitute an excellent survey of recent developments in many areas of mathematics. The Symposium on stochastic analysis, which took place at the University of Durham in July 1990, was no exception. This volume is edited by the organizers of the Symposium, and contains papers contributed by leading specialists in diverse areas of probability theory and stochastic processes. Of particular note are the papers by David Aldous, Harry Kesten and Alain-Sol Sznitman, all of which are based upon short courses of invited lectures. Researchers into the varied facets of stochastic analysis will find that these proceedings are an essential purchase.
Note:
Title from publisher's bibliographic system (viewed on 24 Feb 2016).
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Cover; Title; Copyright; Contents; Preface; List of participants; An evolution equation for the intersection local times of superprocesses; 1 Introduction; 2 On Evaluating Moments; 3 Proofs; References; The Continuum random tree II: an overview; 1 INTRODUCTION; 2 THE BIG PICTURE; 3 DISTRIBUTIONAL PROPERTIES; 4 DIFFERENT MODELS FOR RANDOM TREES; 5 BROWNIAN MOTION ON CONTINUUM TREES; 6 SUPERPROCESSES; References; Harmonic morphisms and the resurrection of Markov processes; 1 INTRODUCTION; 2 PROOF OF THEOREM 1.3; 3 PROOF OF PROPOSITION 2.2; References
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Statistics of local time and excursions for the Ornstein-Uhlenbeck processABSTRACT; 1 INTRODUCTION; 2 LOCAL TIME AND EXCURSIONS FROM THE ORIGIN FOR O-U PROCESSES; 3 GENERAL EXCURSIONS FOR O-U PROCESSES; References; Lp-Chen forms on loop spaces; INTRODUCTION; 1 STOCHASTIC CHEN FORMS; 2 LH,p,α-CHEN FORMS; 3 LB,p,α-CHEN FORMS; 4 THE SCHWARTZ LEMMA; 5 THE BRIDGE OF A HYPOELLIPTIC DIFFUSION; REFERENCES; Convex geometry and nonconfluent Г-martingales I: tightness and strict convexity; 1. Introduction; 2. Weak Convergence and Г-martingales; 3. Stochastic Control and Г-martingales
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4. Discussion.References.; Some caricatures of multiple contact diffusion-limited aggregation and the η-model; 1. Introduction and statement of results; 2. Proof of Theorem 1.; 3. Proof of Theorem 2.; REFERENCES; Limits on random measures and stochastic difference equations related to mixing array of random variables; 0. Introduction; 1. Convergence of random measures; 2. Convergence of solutions of stochastic difference equations; 3. Martingale problem; 4. Proofs of Theorems; Bibliography; Characterizing the weak convergence of stochastic integrals; Definition:; Theorem 1.; Theorem 2.
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Theorem 3.Theorem 4.; REFERENCES; Stochastic differential equations involving positive noise; 1. Introduction and motivation; 2. The white noise probability space; 3. Generalized white noise functionals; Remarks; 4. Functional processes; 5. The Hermite transform H; 6. A functional calculus on functional processes; 7. Positive noise; 8. The solution of stochastic differential equations involving functionals of white noise.; REFERENCES; Feeling the shape of a manifold with Brownian motion-the last word in 1990; 1. Introduction.; 2a. Notations and definitions
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2b. Brownian motion of Euclidean space and related asymptotics.3. Exit time distribution of Brownian motion; 4. Exit Place Distribution of Brownian Motion; 5. Joint distribution of exit time and exit place; 6. Principal eigenvalue of the Laplacian.; 7. Computations on M = S3 x H3.; References; Decomposition of Dirichlet processes on Hilbert space; 1. FRAMEWORK AND INTRODUCTION; 2. PROOFS; REFERENCES; A supersymmetric Feynman-Kac formula; 1. INTRODUCTION; 2. Brownian motion and quantum mechanics; 3. CALCULUS IN SUPERSPACE; 4. FERMIONIC QUANTUM MECHANICS; 5. FERMIONIC BROWNIAN MOTION
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6. STOCHASTIC CALCULUS IN SUPERSPACE
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English
Additional Edition:
ISBN 0-521-42533-6
Language:
English
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