Seminar On Stochastic Processes 1991

Author : E. Cinlar,K.L. Chung,M. Sharpe
Publisher : Springer Science & Business Media
Page : 249 pages
File Size : 40,8 Mb
Release : 2012-12-06
Category : Mathematics
ISBN : 9781461203810

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Seminar on Stochastic Processes, 1991 by E. Cinlar,K.L. Chung,M. Sharpe Pdf

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.

Author : Erhan Çınlar,Kai Lai Chung,Ronald Kay Getoor
Publisher : Unknown
Page : 214 pages
File Size : 54,6 Mb
Release : 1990-01-01
Category : Stochastic processes
ISBN : 3764334576

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Seminar on Stochastic Processes, 1989 by Erhan Çınlar,Kai Lai Chung,Ronald Kay Getoor Pdf

Author : Cinlar,Chung,Sharpe
Publisher : Springer Science & Business Media
Page : 278 pages
File Size : 53,6 Mb
Release : 2012-12-06
Category : Mathematics
ISBN : 9781461203391

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Seminar on Stochastic Processes, 1992 by Cinlar,Chung,Sharpe Pdf

The 1992 Seminar on Stochastic Processes was held at the Univer sity of Washington from March 26 to March 28, 1992. This was the twelfth 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, University of Florida, University of Virginia, University of California, San Diego, University of British Columbia and University of California, Los An geles. Following the successful format of previous years, there were five invited lectures, delivered by R. Adler, R. Banuelos, J. Pitman, S. J. Taylor and R. Williams, 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 cre ated a lively and stimulating atmosphere for the seminar. A sample of the research discussed there is contained in this volume. The 1992 Seminar was made possible through the support of the National Science Foundation, the National Security Agency, the Institute of Mathematical Statistics and the University of Washing ton. We extend our thanks to them and to the publisher Birkhauser Boston for their support and encouragement. Richard F. Bass Krzysztof Burdzy Seattle, 1992 SUPERPROCESS LOCAL AND INTERSECTION LOCAL TIMES AND THEIR CORRESPONDING PARTICLE PICTURES Robert J.

Author : CINLAR,CHUNG,GETOOR
Publisher : Springer Science & Business Media
Page : 332 pages
File Size : 55,8 Mb
Release : 2012-12-06
Category : Mathematics
ISBN : 9781468467482

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Seminar on Stochastic Processes, 1985 by CINLAR,CHUNG,GETOOR Pdf

The 1985 Seminar on Stochastic Processes was held at the University of Florida, Gainesville, in March. It was the fifth seminar in a continuing series of meetings which provide opportunities for researchers to discuss current work in stochastic processes in an informal atmosphere. Previous seminars were held at Northwestern University, Evanston and the University of Florida, Gainesville. The participants' enthusiasm and interest have resulted in stimulating and successful seminars. We thank them for it, and we also thank those participants who have permitted us to publish their research here. The seminar was made possible through the generous supports of the Division of Sponsored Research and the Department of Mathematics of the university of Florida, and the Air Force Office of Scientific Research, Grant No. 82- 0189. We are grateful for their support. Finally, the comfort and hospitality we enjoyed in Gainesville were due to the splendid efforts of Professor Zoran Pop-Stojanovic. J. G.

Author : Glover,Cinlar,Chung,Getoor
Publisher : Springer Science & Business Media
Page : 210 pages
File Size : 45,5 Mb
Release : 2012-12-06
Category : Mathematics
ISBN : 9781468467512

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Seminar on Stochastic Processes, 1986 by Glover,Cinlar,Chung,Getoor Pdf

The 1986 Seminar on Stochastic Processes was held at the University of Virginia, Charlottesville, in March. It was the sixth seminar in a continuing series of meetings which provide opportunities for researchers to discuss current work in stochastic processes in an informal atmosphere. Previous seminars were held at Northwestern University, Evanston and the University of Florida, Gainesville. The participants' enthusiasm and interest have resulted in stimulating and successful seminars. We thank them for it, and we also thank those participants who have permitted us to publish their research here. The seminar was made possible through the generous support of the Office of Naval Research (Contract # A86-4633-P) and the University of Virginia. We are grateful for their support. The participants were welcomed to Virginia by S. J. Taylor, whose store of energy and organizing talent resulted in a wonderful reunion of researchers. We extend to him our warmest appreciation for his efforts; his hospitality makes us hope that we can someday return to Virginia for another conference. J. ~. ~aineauille, ISBn TABLE OF CONTENTS K. L. CHUNG Green's Function for a Ball 1 P. J. FITZSIMMONS On the Identification of Markov Processes by the Distribution of Hitting Times 15 P. FITZSIMMONS On Two Results in the Potential Theory of J.

Author : Anonim
Publisher : Unknown
Page : 214 pages
File Size : 42,6 Mb
Release : 1990
Category : Electronic
ISBN : OCLC:859794858

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Seminar on Stochastic Processes, 1989 by Anonim Pdf

Author : Cinlar,Chung,Getoor
Publisher : Springer Science & Business Media
Page : 255 pages
File Size : 53,6 Mb
Release : 2012-12-06
Category : Mathematics
ISBN : 9781468467451

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Seminar on Stochastic Processes, 1984 by Cinlar,Chung,Getoor Pdf

This volume consists of about half of the papers presented during a three-day seminar on stochastic processes held at Northwestern U- versity, Evanston. The seminar was the fourth of such yearly seminars aimed at bringing together a small group of researchers to discuss their current work in an informal atmosphere. The invited participants in the seminar were B.W. ATKINSON, R.M. BLUMENTHAL, K. BURDZY, D. BURKHOLDER, M. CRANSTON, C. DOLEANS"'DADE, J.L. DOOB, N. FALKNER, P. FITZSIMMONS, J. GLOVER, F. KNIGHT, T. McCONNELL, J.B. MITRO, S. OREY, J. PITMAN, A.O. PITTENGER, Z. POP- STOJANOVIC, P. PROTTER, T. SALISBURY, M. SHARPE, C.T. SHIH, A. SZNITMAN, S.J. TAYLOR, J. WALSH, and R. WILLIAMS. We thank them and the other partiCipants for the lively seminar they created. The seminar was made possible through the partial support of the Air Force Office of Scientific Research via their Grant No. 82-0109 to Northwestern University. E.

Author : Anonim
Publisher : Unknown
Page : 296 pages
File Size : 42,9 Mb
Release : 1992
Category : Stochastic processes
ISBN : PSU:000021190568

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Seminar on Stochastic Processes by Anonim Pdf

Author : E. Cinlar
Publisher : Springer Science & Business Media
Page : 218 pages
File Size : 54,7 Mb
Release : 2012-12-06
Category : Mathematics
ISBN : 9781461234586

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Seminar on Stochastic Processes, 1989 by E. Cinlar Pdf

The 1989 Seminar on Stochastic Processes was held at the University of California at San Diego onMarch 30,31 and April1, 1989. This was the ninth in an annual series of 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 Princeton University, Northwestern University, the University of Florida and the University of Virginia. The seminar has grown over the years, with a total of seventy-five participants in1989. Following the successful format of previous years, there were five invited lectures, deliveredby K.L. Chung, D. Dawson, R. Durrett, N. Ikeda and T. Lyons, with the remainder of time being devoted to structured, but less formal, discussions on current work and problems. Several smaller groups also held workshop sessions on specific topics such as: mper-processes, diffusionson fractals and Harnack inequalities. The participants' interest and enthusiasm created a lively and stimulating environment for the seminar. A sample of the research discussed there is contained in this volume. The 1989 Seminar was made possible by thesupport of the National Science Foundation, the National Security Agency and the University of California at San Diego. We extend our thanks to them, and to the publisher Birkhauser Boston, for their support and encouragement. Finally, thanks go to Lynn Williams for her cheerful assistance with the seminar organization and production of this volume. P.J. Fitzsimmons R.J. Williams La Jolla,1989. LIST OF PARTICIPANTS: 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.

Author : Nualart,Sanz Sole
Publisher : Birkhäuser
Page : 247 pages
File Size : 54,9 Mb
Release : 2012-12-06
Category : Mathematics
ISBN : 9783034885553

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Barcelona Seminar on Stochastic Analysis by Nualart,Sanz Sole Pdf

During the of Fall 1991, The Centre de Recerca Matematica, a research institute sponsored by the Institut d'Estudis Catalans, devoted a quarter to the study of stochastic analysis. Prominent workers in this field visited the Center from all over the world for periods ranging from a few days to several weeks. To take advantage of the presence in Barcelona of so many special ists in stochastic analysis, we organized a workshop on the subject in Sant Feliu de Guixols (Girona) that provided an opportunity for them to ex change information and ideas about their current work. Topics discussed included: Analysis on the Wiener space, Anticipating Stochastic Calculus and its Applications, Correlation Inequalities, Stochastic Flows, Reflected Semimartingales, and others. This volume contains a refereed selection of contributions from some of the participants in this workshop. We are deeply indebted to the authors of the articles for these exposi tions of their valuable research contributions. We also would like to thank all the referees for their helpful advice in making the volume a reflection of the dynamic interchange that characterized the workshop. The success of the Seminar was due essentially to the enthusiasm and stimulating discus sions of all the participants in an informal and pleasant atmosphere. To all of them our warm gratitude.

Author : Cinlar
Publisher : Unknown
Page : 360 pages
File Size : 52,9 Mb
Release : 2014-01-15
Category : Electronic
ISBN : 1468405632

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Seminar on Stochastic Processes 1990 by Cinlar Pdf

Author : Cinlar,Chung,Getoor
Publisher : Springer Science & Business Media
Page : 248 pages
File Size : 43,7 Mb
Release : 2012-12-06
Category : Mathematics
ISBN : 9781461236986

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Seminar on Stochastic Processes, 1988 by Cinlar,Chung,Getoor Pdf

The 1988 Seminar on Stochastic Processes was held at the University of Florida, Gainesville, March 3 through March 5, 1988. It was the eighth seminar in a continuing series of meetings which provide opportunities for researchers to discuss current work in stochastic processes in an informal and enjoyable atmosphere. Previous seminars were held at Princeton University, Northwestern University, the University of Florida and the University of Virginia. The participants' enthusiasm and interest have created stimulating and successful seminars. We thank those participants who have permitted us to publish their research in this volume. This year's invited participants included B. Atkinson, J. Azema, D. Bakry, P. Baxendale, J. Brooks, G. Brosamler, K. Burdzy, E. Cinlar, R. Darling, N. Dinculeanu, E. Dynkin, S. Evans, N. Falkner, P. Fitzsimmons, R. Getoor, J. Glover, V. Goodman, P. Hsu, J.-F. Le Gall, M. Liao, P. March, P. McGill, J. Mitro, T. Mountford, C. Mueller, A. Mukherjea, V. Papanicolaou, E. Perkins, M. Pinsky, L. Pitt, A.O. Pittenger, Z. Pop-Stojanovic, M. Rao, J. Rosen, T. Salisbury, C. Shih, M. Taksar, J. Taylor, S.J. Taylor, E. Toby, R. Williams, Wu Rong, and Z. Zhao. The seminar was made possible through the generous support of the Department of Mathematics, the Center for Applied Mathematics, the Division of Sponsored Research and the College of Liberal Arts and Sciences of the University of Florida. We extend our thanks for local arrangements to our host, Zoran Pop-Stojanovic. 1. G.

Author : Cinlar,Chung,Getoor
Publisher : Springer Science & Business Media
Page : 304 pages
File Size : 43,6 Mb
Release : 2012-12-06
Category : Mathematics
ISBN : 9781468405408

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Seminar on Stochastic Processes, 1982 by Cinlar,Chung,Getoor Pdf

This volume consists of about half of the papers presented during a three-day seminar on stochastic processes held at Northwestern University in March 1982. This was the second of such yearly seminars aimed at bringing together a small group of researchers to discuss their current work in an informal atmosphere. The invited participants in this year's seminar were B. ATKINSON, R. BASS, K. BICHTELER, D. BURKHOLDER, K.L. CHUNG, J.L. DOOB, C. DOLEANS-DADE, H. FOLLMER, R.K. GETOOR, J. GLOVER, J. MITRO, D. MONRAD, E. PERKINS, J. PITMAN, Z. POP-STOJANOVIC, M.J. SHARPE, and J. WALSH. We thank them and the other participants for the lively atmosphere of the seminar. As mentioned above, the present volume is only a fragment of the work discussed at the seminar, the other work having been committed to other publications. The seminar was made possible through the enlightened support of the Air Force Office of Scientific Research, Grant No. 80-0252A. We are grateful to them as well as the publisher, Birkhauser, Boston, for their support and encouragement. E.C. , Evanston, 1983 Seminar on stochastic Processes, 1982 Birkhauser, Boston, 1983 GERM FIELDS AND A CONVERSE TO THE STRONG MARKOV PROPERTY by BRUCE W. ATKINSON 1. Introduction The purpose of this paper is to give an intrinsic characterization of optional (i.e., stopping) times for the general germ Markov process, which includes the general right process as a special case. We proceed from the general to the specific.

Author : Cinlar,Chung,Keith Sharpe
Publisher : Unknown
Page : 292 pages
File Size : 45,8 Mb
Release : 2011-09-26
Category : Electronic
ISBN : 1461203406

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Seminar on Stochastic Processes 1992 by Cinlar,Chung,Keith Sharpe Pdf

Author : Cinlar,Chung,Getoor
Publisher : Birkhäuser
Page : 298 pages
File Size : 40,5 Mb
Release : 1988-05-01
Category : Mathematics
ISBN : 0817633812

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Seminar on Stochastic Processes, 1987 by Cinlar,Chung,Getoor Pdf