## Probability Theory: Proceedings of the 1989 Singapore Probability Conference Held at the National University of Singapore, June 8-16, 1989Louis Hsiao Yun Chen The series is aimed specifically at publishing peer reviewed reviews and contributions presented at workshops and conferences. Each volume is associated with a particular conference, symposium or workshop. These events cover various topics within pure and applied mathematics and provide up-to-date coverage of new developments, methods and applications. |

### Contents

W STROOCK | 29 |

K ITÔ | 47 |

Thoughts on the modelling and identification of random processes and fields | 75 |

H KESTEN | 91 |

S KOTANI | 105 |

A PINSKY V WIHSTUTZ | 119 |

J POTTHOFF J A | 121 |

O SIEGMUND | 147 |

S WATANABE | 181 |

List of contributors | 201 |

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### Common terms and phrases

applied approximation asymptotic B₁ Berlin New York bound Brownian motion compute conditional continuous Corollary defined Definition denote Department of Mathematics derivative dimensional distribution E₁ edges eigenvalue elements equation estimate exchangeable pair F₁ F₂ finite formula Gaussian random fields geodesic geometry given H₁ heat kernels Hence Hida Hilbert space imbedded independent inequality integral Itô Laplacian Lecture Lemma long-range dependence Lyapunov exponent Malliavin calculus Math mean exit measure method norm obtain operator parameter Pinsky Poisson polynomial probability space Probability Theory problems Proof properties random variables result Riemannian manifold S(RN satisfies sectional curvature semigroups Siegmund Singapore Statistics Stein stochastic differential T₁ Theorem University vector fields vertex w₁ Walter de Gruyter Watanabe white noise white noise analysis Wiener functional Wiener space X₁