Stochastic Analysis: Proceedings of the Durham Symposium on Stochastic Analysis, 1990
M. T. Barlow, N. H. Bingham, N. J. Hitchin
Cambridge University Press, Oct 25, 1991 - Mathematics - 375 pages
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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Harmonic morphisms and the resurrection of Markov processes
Statistics of local time and excursions for the OrnsteinUhlenbeck process
Convex geometry and nonconfluent Fmartingales
W S Kendall
Characterizing the weak convergence of stochastic integrals
Feeling the shape of a manifold with Brownian motion
Decomposition of Dirichlet processes on Hilbert space
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algebra anticommuting anticommuting variables argument assume asymptotic ball baseline bounded branching processes Brownian excursion Brownian motion calculations CBP(n CCRT Chen forms combinatorial compact condition conjecture consider constant continuous continuum tree converges in distribution convex Corollary deﬁned deﬁnition denote diffusion dimensional Dirichlet problem distribution estimate Euclidean exists F-martingale fermionic Feynman-Kac formula ﬁnd ﬁnite ﬁrst ﬁxed follows functional process given Hamiltonian height proﬁle Hilbert space homogeneous hypoelliptic inequality inﬁnite Lemma limit loop space Markov process martingale Math Mathematics measurable form metric notation obtain occupation density operator path probability Procedure proof of Theorem Proposition prove random measure random tree random walk rescaled result Riemannian manifold root satisﬁes semimartingale sequence solutions SSCRT stochastic differential equations stochastic integrals super superprocess supersymmetric symmetric Theorem 3.1 theory uniformly vector ﬁelds vertices weak convergence white noise Wiener