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Author: E. Cinlar
Publisher:
ISBN:
Category :
Languages : en
Pages : 215
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Author: E. Cinlar
Publisher:
ISBN:
Category :
Languages : en
Pages : 215
Get Book Here
Book Description
Author: Glover
Publisher: Springer Science & Business Media
ISBN: 1468467514
Category : Mathematics
Languages : en
Pages : 210
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Book Description
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: Glover
Publisher: Birkhäuser
ISBN: 9780817633530
Category : Mathematics
Languages : en
Pages : 0
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Book Description
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: Cinlar
Publisher: Springer Science & Business Media
ISBN: 1461203392
Category : Mathematics
Languages : en
Pages : 278
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Book Description
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: E. Cinlar
Publisher: Springer Science & Business Media
ISBN: 1461203813
Category : Mathematics
Languages : en
Pages : 249
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Book Description
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: Glover
Publisher: Birkhäuser
ISBN: 9780817633530
Category : Mathematics
Languages : en
Pages : 0
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Book Description
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:
Publisher:
ISBN:
Category : Stochastic processes
Languages : en
Pages : 296
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Book Description
Author: Cinlar
Publisher: Springer Science & Business Media
ISBN: 1461236983
Category : Mathematics
Languages : en
Pages : 248
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Book Description
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: Laurent Decreusefond
Publisher: Springer Science & Business Media
ISBN: 9780817640187
Category : Mathematics
Languages : en
Pages : 432
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Book Description
This volume contains the contributions of the participants of the Sixth Oslo-Silivri Workshop on Stochastic Analysis, held in Geilo from July 29 to August 6, 1996. There are two main lectures - Stochastic Differential Equations with Memory, by S.E. A. Mohammed, - Backward SDE's and Viscosity Solutions of Second Order Semilinear PDE's, by E. Pardoux. The main lectures are presented at the beginning of the volume. There is also a review paper at the third place about the stochastic calculus of variations on Lie groups. The contributing papers vary from SPDEs to Non-Kolmogorov type probabilistic models. We would like to thank - VISTA, a research cooperation between Norwegian Academy of Sciences and Letters and Den Norske Stats Oljeselskap (Statoil), - CNRS, Centre National de la Recherche Scientifique, - The Department of Mathematics of the University of Oslo, - The Ecole Nationale Superieure des Telecommunications, for their financial support. L. Decreusefond J. Gjerde B. 0ksendal A.S. Ustunel PARTICIPANTS TO THE 6TH WORKSHOP ON STOCHASTIC ANALYSIS Vestlia H yfjellshotell, Geilo, Norway, July 28 -August 4, 1996. E-mail:
[email protected] Aureli ALABERT Departament de Matematiques Laurent DECREUSEFOND Universitat Autonoma de Barcelona Ecole Nationale Superieure des Telecom- 08193-Bellaterra munications CATALONIA (Spain) Departement Reseaux E-mail:
[email protected] 46, rue Barrault Halvard ARNTZEN 75634 Paris Cedex 13 Dept. of Mathematics FRANCE University of Oslo E-mail:
[email protected] Box 1053 Blindern Laurent DENIS N-0316 Oslo C.M.I.
Author: Cinlar
Publisher: Springer Science & Business Media
ISBN: 146846745X
Category : Mathematics
Languages : en
Pages : 255
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Book Description
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.
