ISBN: 0521425336

The Symposium on stochastic analysis, which took place at the University of Durham in July 1990, was no exception. Of particular note are the papers by David Aldous, Harry Kesten and Alai… Más…

The Symposium on stochastic analysis, which took place at the University of Durham in July 1990, was no exception. 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. SCHEDA CATALOGRAFICA :Stochastic analysis : proceedings of the Durham symposium on stochastic analysis, 1990Autori VariCambridge University Press1991edited by M.T. Barlow and N.H. Bingham375 p. ; 23 cm.(London mathematical society lecture note series ; 167)Book descriptionDurham 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.Contents :- Preface- List of participants1. An evolution equation for the intersection local times of superprocesses / R. J. Adler, M. Lewin2. The Continuum random tree II: an overview / D. Aldous3. Harmonic morphisms and the resurrection of Markov processes / P. J. Fitzsimmons4. Statistics of local time and excursions for the Ornstein?Uhlenbeck process / J. Hawkes, A. Truman5. LP-Chen forms on loop spaces / J. D. S. Jones, R. Leandre6. Convex geometry and nonconfluent ?-martingales I: tightness and strict convexity / W. S Kendall7. Some caricatures of multiple contact diffusion-limited aggregation and the ?-model / H. Kesten8. Limits on random measures and stochastic difference equations related to mixing array of random variables / H. Kunita9. Characterizing the weak convergence of stochastic integrals / T. G Kurtz10. Stochastic differential equations involving positive noise / T. Lindstrøm, B. Øksendal, J. Ubøe11. Feeling the shape of a manifold with Brownian motion ? the last word in 1990 / M. A Pinsky12. Decomposition of Dirichlet processes on Hilbert space / M. Röckner, T.-S. Zhang13. A supersymmetric Feynman-Kac formula / A. Rogers14. On long excursions of Brownian motion among Poissonian obstacles / A.-S. SznitmanNUOVO (Brossura editoriale), Neu, Festpreisangebot, [LT: FixedPrice], Bestes Angebot, [LT: BestOffer], Percorso di studio: Matematica, Soggetto: Teoria della probabilità - Processi stocastici, Editore: Cambridge University Press, Anno di pubblicazione: 1991, [PU: Cambridge University Press]<

1991, ISBN: 0521425336

[EAN: 9780521425339], New book, [PU: Cambridge University Press], This item is printed on demand. New copy - Usually dispatched within 5-9 working days, Books

ISBN: 9780521425339

Cambridge University Press, 1991. Softcover. New., Cambridge University Press, 1991, 6