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Stochastic Analysis : Proceedings of the Durham Symposium on Stochastic Analysis, 1990 - M. T. Barlow

Stochastic Analysis

Proceedings of the Durham Symposium on Stochastic Analysis, 1990

By: M. T. Barlow (Editor), N. H. Bingham (Editor)

Paperback Published: 6th January 1992
ISBN: 9780521425339
Number Of Pages: 384

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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.

An evolution equation for the intersection local times of superprocesses
The Continuum random tree II: an overview
Harmonic morphisms and the resurrection of Markov processes
Statistics of local time and excursions for the Ornstein-Uhlenbeck process
LP-Chen forms on loop spaces
Convex geometry and nonconfluent г-martingales I: tightness and strict convexity
Some caricatures of multiple contact diffusion-limited aggregation and the Åï-model
Limits on random measures and stochastic difference equations related to mixing array of random variables
Characterizing the weak convergence of stochastic integrals
Stochastic differential equations involving positive noise
Feeling the shape of a manifold with Brownian motion the last word in 1990
Decomposition of Dirichlet processes on Hilbert space
A supersymmetric Feynman-Kac formula
On long excursions of Brownian motion among Poissonian obstacles
Table of Contents provided by Publisher. All Rights Reserved.

ISBN: 9780521425339
ISBN-10: 0521425336
Series: London Mathematical Society Lecture Notes
Audience: Professional
Format: Paperback
Language: English
Number Of Pages: 384
Published: 6th January 1992
Country of Publication: GB
Dimensions (cm): 22.86 x 15.24  x 2.16
Weight (kg): 0.56

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