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

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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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Contents

an overview
23
Harmonic morphisms and the resurrection of Markov processes
71
Statistics of local time and excursions for the OrnsteinUhlenbeck process
91
Convex geometry and nonconfluent Fmartingales
163
W S Kendall
177
H Kesten
227
Characterizing the weak convergence of stochastic integrals
255
Feeling the shape of a manifold with Brownian motion
305
Decomposition of Dirichlet processes on Hilbert space
321
A Rogers
353
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