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Stochastic Analysis
Proceedings of the Durham Symposium on Stochastic Analysis, 1990

£67.99

Part of London Mathematical Society Lecture Note Series

R. J. Adler, M. Lewin, D. Aldous, P. J. Fitzsimmons, J. Hawker, A. Truman, J. D. S. Jones, R. Leandre, W. S. Kendall, H. Kesten, H. Kunita, T. G. Kurtz, P. Protter, T. Lindstrøm, B. Øksendal, J. Ubøe, M. A. Pinsky, M. Röckner, T.-S. Zhang, A. Rogers, A.-S. Sznitman
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  • Date Published: November 1991
  • availability: Available
  • format: Paperback
  • isbn: 9780521425339

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About the Authors
  • 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.

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    Product details

    • Date Published: November 1991
    • format: Paperback
    • isbn: 9780521425339
    • length: 384 pages
    • dimensions: 229 x 152 x 21 mm
    • weight: 0.562kg
    • availability: Available
  • Table of Contents

    1. An evolution equation for the intersection local times of superprocesses R. J. Adler and M. Lewin
    2. The Continuum random tree II: an overview D. Aldous
    3. Harmonic morphisms and the resurrection of Markov processes P. J. Fitzsimmons
    4. Statistics of local time and excursions for the Ornstein–Uhlenbeck process J. Hawker and A. Truman
    5. LP-Chen forms on loop spaces J. D. S. Jones and R. Leandre
    6. Convex geometry and nonconfluent г-martingales I: tightness and strict convexity W. S. Kendall
    7. Some caricatures of multiple contact diffusion-limited aggregation and the ŋ-model H. Kesten
    8. Limits on random measures and stochastic difference equations related to mixing array of random variables H. Kunita
    9. Characterizing the weak convergence of stochastic integrals T. G. Kurtz and P. Protter
    10. Stochastic differential equations involving positive noise T. Lindstrøm, B. Øksendal and J. Ubøe
    11. Feeling the shape of a manifold with Brownian motion the last word in 1990 M. A. Pinsky
    12. Decomposition of Dirichlet processes on Hilbert space M. Röckner and T.-S. Zhang
    13. A supersymmetric Feynman-Kac formula A. Rogers
    14. On long excursions of Brownian motion among Poissonian obstacles A.-S. Sznitman.

  • Editors

    M. T. Barlow

    N. H. Bingham

    Contributors

    R. J. Adler, M. Lewin, D. Aldous, P. J. Fitzsimmons, J. Hawker, A. Truman, J. D. S. Jones, R. Leandre, W. S. Kendall, H. Kesten, H. Kunita, T. G. Kurtz, P. Protter, T. Lindstrøm, B. Øksendal, J. Ubøe, M. A. Pinsky, M. Röckner, T.-S. Zhang, A. Rogers, A.-S. Sznitman

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