Stochastic Analysis
Proceedings of the Durham Symposium on Stochastic Analysis, 1990
1st Edition
Published on 22. March 2011
978-0-511-89264-6 (ISBN)
Description
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.
More details
Series
Language
English
Place of publication
Cambridge
United Kingdom
Publishing group
Cambridge University Press
Target group
Professional and scholarly
Illustrations
Worked examples or Exercises
File size
28,25 MB
ISBN-13
978-0-511-89264-6 (9780511892646)
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Other editions
Additional editions
M. T. Barlow | N. H. Bingham
Stochastic Analysis
Proceedings of the Durham Symposium on Stochastic Analysis, 1990
Book
10/1991
Cambridge University Press
€97.80
Shipment within 15-20 days
Content
1. An evolution equation for the intersection local times of superprocesses R. J. Adler and M. Lewin; 2. The Continuum random tree II: an overview D. Aldous; 3. Harmonic morphisms and the resurrection of Markov processes P. J. Fitzsimmons; 4. Statistics of local time and excursions for the Ornstein-Uhlenbeck process J. Hawker and A. Truman; 5. LP-Chen forms on loop spaces J. D. S. Jones and R. Leandre; 6. Convex geometry and nonconfluent ?-martingales I: tightness and strict convexity W. S. Kendall; 7. Some caricatures of multiple contact diffusion-limited aggregation and the ?-model H. Kesten; 8. Limits on random measures and stochastic difference equations related to mixing array of random variables H. Kunita; 9. Characterizing the weak convergence of stochastic integrals T. G. Kurtz and P. Protter; 10. Stochastic differential equations involving positive noise T. Lindstrom, B. Oksendal and J. Uboe; 11. Feeling the shape of a manifold with Brownian motion the last word in 1990 M. A. Pinsky; 12. Decomposition of Dirichlet processes on Hilbert space M. Roeckner and T.-S. Zhang; 13. A supersymmetric Feynman-Kac formula A. Rogers; 14. On long excursions of Brownian motion among Poissonian obstacles A.-S. Sznitman.
