Seminar On Stochastic Processes 1985
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| Author | : CINLAR |
| Publisher | : Springer Science & Business Media |
| Total Pages | : 332 |
| Release | : 2012-12-06 |
| Genre | : Mathematics |
| ISBN | : 1468467484 |
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 | : E. Cinlar |
| Publisher | : Springer Science & Business Media |
| Total Pages | : 249 |
| Release | : 2012-12-06 |
| Genre | : Mathematics |
| ISBN | : 1461203813 |
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 | : Cinlar |
| Publisher | : Springer Science & Business Media |
| Total Pages | : 278 |
| Release | : 2012-12-06 |
| Genre | : Mathematics |
| ISBN | : 1461203392 |
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 | : Seminar on Stochastic Processes |
| Publisher | : |
| Total Pages | : 324 |
| Release | : |
| Genre | : |
| ISBN | : 9783764333317 |
| Author | : Cinlar |
| Publisher | : |
| Total Pages | : 336 |
| Release | : 2014-01-15 |
| Genre | : |
| ISBN | : 9781468467499 |
| Author | : |
| Publisher | : |
| Total Pages | : 296 |
| Release | : 1992 |
| Genre | : Stochastic processes |
| ISBN | : |
| Author | : Laurent Decreusefond |
| Publisher | : Springer Science & Business Media |
| Total Pages | : 432 |
| Release | : 1998-12-18 |
| Genre | : Mathematics |
| ISBN | : 9780817640187 |
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 | : Mark I. Freidlin |
| Publisher | : Springer Science & Business Media |
| Total Pages | : 433 |
| Release | : 2012-12-06 |
| Genre | : Mathematics |
| ISBN | : 1461202795 |
Onishchik, A. A. Kirillov, and E. B. Vinberg, who obtained their first results on Lie groups in Dynkin's seminar. At a later stage, the work of the seminar was greatly enriched by the active participation of 1. 1. Pyatetskii Shapiro. As already noted, Dynkin started to work in probability as far back as his undergraduate studies. In fact, his first published paper deals with a problem arising in Markov chain theory. The most significant among his earliest probabilistic results concern sufficient statistics. In [15] and [17], Dynkin described all families of one-dimensional probability distributions admitting non-trivial sufficient statistics. These papers have considerably influenced the subsequent research in this field. But Dynkin's most famous results in probability concern the theory of Markov processes. Following Kolmogorov, Feller, Doob and Ito, Dynkin opened a new chapter in the theory of Markov processes. He created the fundamental concept of a Markov process as a family of measures corresponding to var ious initial times and states and he defined time homogeneous processes in terms of the shift operators ()t. In a joint paper with his student A.
| Author | : Kai L. Chung |
| Publisher | : Springer Science & Business Media |
| Total Pages | : 297 |
| Release | : 2012-12-06 |
| Genre | : Mathematics |
| ISBN | : 364257856X |
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.
| Author | : Sergio Albeverio |
| Publisher | : American Mathematical Soc. |
| Total Pages | : 650 |
| Release | : 2000 |
| Genre | : Mathematics |
| ISBN | : 9780821819609 |
This volume and Stochastic Processes, Physics and Geometry: New Interplays I present state-of-the-art research currently unfolding at the interface between mathematics and physics. Included are select articles from the international conference held in Leipzig (Germany) in honor of Sergio Albeverio's sixtieth birthday. The theme of the conference, "Infinite Dimensional (Stochastic) Analysis and Quantum Physics", was chosen to reflect Albeverio's wide-ranging scientific interests. The articles in these books reflect that broad range of interests and provide a detailed overview highlighting the deep interplay among stochastic processes, mathematical physics, and geometry. The contributions are written by internationally recognized experts in the fields of stochastic analysis, linear and nonlinear (deterministic and stochastic) PDEs, infinite dimensional analysis, functional analysis, commutative and noncommutative probability theory, integrable systems, quantum and statistical mechanics, geometric quantization, and neural networks. Also included are applications in biology and other areas. Most of the contributions are high-level research papers. However, there are also some overviews on topics of general interest. The articles selected for publication in these volumes were specifically chosen to introduce readers to advanced topics, to emphasize interdisciplinary connections, and to stress future research directions. Volume I contains contributions from invited speakers; Volume II contains additional contributed papers. Members of the Canadian Mathematical Society may order at the AMS member price.
