Seminar On Stochastic Processes 1985

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Seminar on Stochastic Processes, 1985

Author : CINLAR
Publisher : Springer Science & Business Media
ISBN 13 : 1468467484
Total Pages : 332 pages
Book Rating : 4.4/5 (684 download)

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Book Synopsis Seminar on Stochastic Processes, 1985 by : CINLAR

Download or read book Seminar on Stochastic Processes, 1985 written by CINLAR and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 332 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.

Progress in probability and statistics.

Author : Seminar on Stochastic Processes
Publisher :
ISBN 13 : 9783764333317
Total Pages : 324 pages
Book Rating : 4.3/5 (333 download)

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Book Synopsis Progress in probability and statistics. by : Seminar on Stochastic Processes

Download or read book Progress in probability and statistics. written by Seminar on Stochastic Processes and published by . This book was released on with total page 324 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Seminar on Stochastic Processes 1985

Author : Cinlar
Publisher :
ISBN 13 : 9781468467499
Total Pages : 336 pages
Book Rating : 4.4/5 (674 download)

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Book Synopsis Seminar on Stochastic Processes 1985 by : Cinlar

Download or read book Seminar on Stochastic Processes 1985 written by Cinlar and published by . This book was released on 2014-01-15 with total page 336 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Stochastic Processes and Their Applications

Author : Kiyosi Ito
Publisher : Springer
ISBN 13 : 354039852X
Total Pages : 228 pages
Book Rating : 4.5/5 (43 download)

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Book Synopsis Stochastic Processes and Their Applications by : Kiyosi Ito

Download or read book Stochastic Processes and Their Applications written by Kiyosi Ito and published by Springer. This book was released on 2006-11-14 with total page 228 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Seminar on Stochastic Processes, 1992

Author : Cinlar
Publisher : Springer Science & Business Media
ISBN 13 : 1461203392
Total Pages : 278 pages
Book Rating : 4.4/5 (612 download)

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Book Synopsis Seminar on Stochastic Processes, 1992 by : Cinlar

Download or read book Seminar on Stochastic Processes, 1992 written by Cinlar and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 278 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.

Seminar on Stochastic Processes, 1991

Author : E. Cinlar
Publisher : Springer Science & Business Media
ISBN 13 : 1461203813
Total Pages : 249 pages
Book Rating : 4.4/5 (612 download)

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Book Synopsis Seminar on Stochastic Processes, 1991 by : E. Cinlar

Download or read book Seminar on Stochastic Processes, 1991 written by E. Cinlar and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 249 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.

Stochastic Processes and Their Applications

Author : Kiyosi Itô (Mathematiker, Japan)
Publisher :
ISBN 13 : 9780387167732
Total Pages : pages
Book Rating : 4.1/5 (677 download)

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Book Synopsis Stochastic Processes and Their Applications by : Kiyosi Itô (Mathematiker, Japan)

Download or read book Stochastic Processes and Their Applications written by Kiyosi Itô (Mathematiker, Japan) and published by . This book was released on with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:

Spatial Stochastic Processes

Author : K.S. Alexander
Publisher : Springer Science & Business Media
ISBN 13 : 1461204518
Total Pages : 265 pages
Book Rating : 4.4/5 (612 download)

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Book Synopsis Spatial Stochastic Processes by : K.S. Alexander

Download or read book Spatial Stochastic Processes written by K.S. Alexander and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 265 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume has been created in honor of the seventieth birthday of Ted Harris, which was celebrated on January 11th, 1989. The papers rep resent the wide range of subfields of probability theory in which Ted has made profound and fundamental contributions. This breadth in Ted's research complicates the task of putting together in his honor a book with a unified theme. One common thread noted was the spatial, or geometric, aspect of the phenomena Ted investigated. This volume has been organized around that theme, with papers covering four major subject areas of Ted's research: branching processes, percola tion, interacting particle systems, and stochastic flows. These four topics do not· exhaust his research interests; his major work on Markov chains is commemorated in the standard technology "Harris chain" and "Harris recurrent" . The editors would like to take this opportunity to thank the speakers at the symposium and the contributors to this volume. Their enthusi astic support is a tribute to Ted Harris. We would like to express our appreciation to Annette Mosley for her efforts in typing the manuscripts and to Arthur Ogawa for typesetting the volume. Finally, we gratefully acknowledge the National Science Foundation and the University of South ern California for their financial support.

Seminar on Stochastic Processes, 1986

Author : Glover
Publisher : Springer Science & Business Media
ISBN 13 : 1468467514
Total Pages : 210 pages
Book Rating : 4.4/5 (684 download)

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Book Synopsis Seminar on Stochastic Processes, 1986 by : Glover

Download or read book Seminar on Stochastic Processes, 1986 written by Glover and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 210 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.

Seminar on Stochastic Processes, 1984

Author : Cinlar
Publisher : Springer Science & Business Media
ISBN 13 : 146846745X
Total Pages : 255 pages
Book Rating : 4.4/5 (684 download)

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Book Synopsis Seminar on Stochastic Processes, 1984 by : Cinlar

Download or read book Seminar on Stochastic Processes, 1984 written by Cinlar and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 255 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.

From Brownian Motion to Schrödinger’s Equation

Author : Kai L. Chung
Publisher : Springer Science & Business Media
ISBN 13 : 364257856X
Total Pages : 297 pages
Book Rating : 4.6/5 (425 download)

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Book Synopsis From Brownian Motion to Schrödinger’s Equation by : Kai L. Chung

Download or read book From Brownian Motion to Schrödinger’s Equation written by Kai L. Chung and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 297 pages. Available in PDF, EPUB and Kindle. Book excerpt: In recent years, the study of the theory of Brownian motion has become a powerful tool in the solution of problems in mathematical physics. This self-contained and readable exposition by leading authors, provides a rigorous account of the subject, emphasizing the "explicit" rather than the "concise" where necessary, and addressed to readers interested in probability theory as applied to analysis and mathematical physics. A distinctive feature of the methods used is the ubiquitous appearance of stopping time. The book contains much original research by the authors (some of which published here for the first time) as well as detailed and improved versions of relevant important results by other authors, not easily accessible in existing literature.

Stable Processes and Related Topics

Author : Cambanis
Publisher : Springer Science & Business Media
ISBN 13 : 1468467786
Total Pages : 329 pages
Book Rating : 4.4/5 (684 download)

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Book Synopsis Stable Processes and Related Topics by : Cambanis

Download or read book Stable Processes and Related Topics written by Cambanis and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 329 pages. Available in PDF, EPUB and Kindle. Book excerpt: The Workshop on Stable Processes and Related Topics took place at Cor nell University in January 9-13, 1990, under the sponsorship of the Mathemat ical Sciences Institute. It attracted an international roster of probabilists from Brazil, Japan, Korea, Poland, Germany, Holland and France as well as the U. S. This volume contains a sample of the papers presented at the Workshop. All the papers have been refereed. Gaussian processes have been studied extensively over the last fifty years and form the bedrock of stochastic modeling. Their importance stems from the Central Limit Theorem. They share a number of special properties which facilitates their analysis and makes them particularly suitable to statistical inference. The many properties they share, however, is also the seed of their limitations. What happens in the real world away from the ideal Gaussian model? The non-Gaussian world may contain random processes that are close to the Gaussian. What are appropriate classes of nearly Gaussian models and how typical or robust is the Gaussian model amongst them? Moving further away from normality, what are appropriate non-Gaussian models that are sufficiently different to encompass distinct behavior, yet sufficiently simple to be amenable to efficient statistical inference? The very Central Limit Theorem which provides the fundamental justifi cation for approximate normality, points to stable and other infinitely divisible models. Some of these may be close to and others very different from Gaussian models.

Stochastic Analysis and Applications

Author : A.B. Cruzeiro
Publisher : Springer Science & Business Media
ISBN 13 : 146120447X
Total Pages : 207 pages
Book Rating : 4.4/5 (612 download)

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Book Synopsis Stochastic Analysis and Applications by : A.B. Cruzeiro

Download or read book Stochastic Analysis and Applications written by A.B. Cruzeiro and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 207 pages. Available in PDF, EPUB and Kindle. Book excerpt: At the end of the summer 1989, an international conference on stochastic analysis and related topics was held for the first time in Lisbon (Portu gal). This meeting was made possible with the help of INIC and JNICT, two organizations devoted to the encouragement of scientific research in Portugal. The meeting was interdiciplinary since mathematicians and mathematical physicists from around the world were invited to present their recent works involving probability theory, analysis, geometry and physics, a wide area of cross fertilization in recent years. Portuguese scientific research is expanding fast, these days, faster, some times, than the relevant academic structures. The years to come will be determinant for the orientation of those young Portuguese willing to take an active part in the international scientific community. Lisbon's summer 89 meeting should initiate a new Iberic tradition, attrac tive both for these researchers to be and, of course, for the selected guests. Judging by the quality of contributions collected here, it is not unrealistic to believe that a tradition of "southern randomness" may well be established.

Seminar on Stochastic Processes 1990

Author : Cinlar
Publisher :
ISBN 13 : 9781468405637
Total Pages : 360 pages
Book Rating : 4.4/5 (56 download)

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Book Synopsis Seminar on Stochastic Processes 1990 by : Cinlar

Download or read book Seminar on Stochastic Processes 1990 written by Cinlar and published by . This book was released on 2014-01-15 with total page 360 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Seminar on Stochastic Processes, 1987

Author : Cinlar
Publisher : Birkhäuser
ISBN 13 : 9780817633813
Total Pages : 298 pages
Book Rating : 4.6/5 (338 download)

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Book Synopsis Seminar on Stochastic Processes, 1987 by : Cinlar

Download or read book Seminar on Stochastic Processes, 1987 written by Cinlar and published by Birkhäuser. This book was released on 1988-05-01 with total page 298 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Seminar on Stochastic Processes, 1988

Author : Cinlar
Publisher : Springer Science & Business Media
ISBN 13 : 1461236983
Total Pages : 248 pages
Book Rating : 4.4/5 (612 download)

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Book Synopsis Seminar on Stochastic Processes, 1988 by : Cinlar

Download or read book Seminar on Stochastic Processes, 1988 written by Cinlar and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 248 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.

Stochastic Analysis and Related Topics VI

Author : Laurent Decreusefond
Publisher : Springer Science & Business Media
ISBN 13 : 9780817640187
Total Pages : 432 pages
Book Rating : 4.6/5 (41 download)

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Book Synopsis Stochastic Analysis and Related Topics VI by : Laurent Decreusefond

Download or read book Stochastic Analysis and Related Topics VI written by Laurent Decreusefond and published by Springer Science & Business Media. This book was released on 1998-12-18 with total page 432 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.