Seminar on Stochastic Processes, 1985

ISBN-13: 9781468467505 / Angielski / Miękka / 2013 / 325 str.

CINLAR;CHUNG;GETOOR

Opis

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.

Spis treści

A Decomposition of Excessive Measures.- H1 and BMO Spaces of Abstract Martingales.- Brownian Excursions and Minimal Thinness Part II Applications to Boundary Behavior of the Green Function.- Doubly-Feller Process with Multiplicative Functional.- Another Look at Williams’ Decomposition Theorem.- Some Remarks on a Theorem of Dynkin.- Some Remarks on Measures Associated with Homogeneous Random Measures.- Brownian Exit Distribution of a Ball.- On the Duration of the Longest Excursion.- Strict Past Conditioning at Arbitrary Times.- Discontinuous Time Changes and Duality For Markov Processes.- The Cereteli-Davis Solution to the H1-Embedding Problem and an Optimal Embedding in Brownian Motion.- Thinness and Hyperthinness.- Note on the Generator of a Ray Resolvent.- Infinite Excessive and Invariant Measures.- Brownian Occupation Measures on Compact Manifolds.- Correction to: Topics in Energy and Potential Theory.