This volume consists of about half of the papers presented during a three-day seminar on stochastic processes held at Northwestern University in April 1981. The aim of the seminar was to bring together a small group of kindred spirits working on stochastic processes and to provide an informal atmosphere for them to discuss their current work. We plan to hold such a seminar once a year, with slight variations in emphasis to reflect the changing concerns and interests within the field. The invited participants in this year's seminar were J. AZEMA, R.M. BLUMENTHAL, R. CARMONA, K.L. CHUNG, R.K....

Pure and applied stochastic analysis and random fields form the subject of this book. The collection of articles on these topics represent the state of the art of the research in the field, with particular attention being devoted to stochastic models in finance. Some are review articles, others are original papers; taken together, they will apprise the reader of much of the current activity in the area.

Quite apart from the fact that percolation theory had its orlgln in an honest applied problem (see Hammersley and Welsh (1980)), it is a source of fascinating problems of the best kind a mathematician can wish for: problems which are easy to state with a minimum of preparation, but whose solutions are (apparently) difficult and require new methods. At the same time many of the problems are of interest to or proposed by statistical physicists and not dreamt up merely to demons te ingenuity. Progress in the field has been slow. Relatively few results have been established rigorously, despite...

Branching processes form one of the classical fields of applied probability and are still an active area of research. The field has by now grown so large and diverse that a complete and unified treat- ment is hardly possible anymore, let alone in one volume. So, our aim here has been to single out some of the more recent developments and to present them with sufficient background material to obtain a largely self-contained treatment intended to supplement previous mo- nographs rather than to overlap them. The body of the text is divided into four parts, each of its own flavor. Part A is a...

This volume consists of about half of the papers presented during a three-day seminar on stochastic processes held at Northwestern University in March 1982. This was the second of such yearly seminars aimed at bringing together a small group of researchers to discuss their current work in an informal atmosphere. The invited participants in this year's seminar were B. ATKINSON, R. BASS, K. BICHTELER, D. BURKHOLDER, K.L. CHUNG, J.L. DOOB, C. DOLEANS-DADE, H. FOLLMER, R.K. GETOOR, J. GLOVER, J. MITRO, D. MONRAD, E. PERKINS, J. PITMAN, Z. POP-STOJANOVIC, M.J. SHARPE, and J. WALSH. We thank them...

The 1990 Seminar on Stochastic Processes was held at the University of British Columbia from May 10 through May 12, 1990. This was the tenth in a series of annual meetings which provide researchers with the opportunity to discuss current work on stochastic processes in an informal and enjoyable atmosphere. Previous seminars were held at Northwestern University, Princeton University, the Univer- sity of Florida, the University of Virginia and the University of California, San Diego. Following the successful format of previous years, there were five invited lectures, delivered by M. Marcus, M....

Over the past decade a new approach has been introduced to the theory of systems representations. Introduced by Jan C. Willems, it is called the behavioural approach. One of its main features is that it is well suited for modelling interconnections of systems. In this book, the author develops representation theory from a behavioural point of view and focuses on various types of (generalized state space) first-order representations that commonly arise in the process of modelling. It covers minimality, derives transformation groups and offers realization methods that lead directly to minimal...

These proceedings represent the current state of research on the topics 'boundary theory' and 'spectral and probability theory' of random walks on infinite graphs. They are the result of the two workshops held in Styria (Graz and St. Kathrein am Offenegg, Austria) between June 29th and July 5th, 2009. Many of the participants joined both meetings. Even though the perspectives range from very different fields of mathematics, they all contribute with important results to the same wonderful topic from structure theory, which, by extending a quotation of Laurent Saloff-Coste, could be described...

Stochastic analysis has a variety of applications to biological systems as well as physical and engineering problems, and its applications to finance and insurance have bloomed exponentially in recent times. The goal of this book is to present a broad overview of the range of applications of stochastic analysis and some of its recent theoretical developments. This includes numerical simulation, error analysis, parameter estimation, as well as control and robustness properties for stochastic equations. The book also covers the areas of backward stochastic differential equations via the...

This volume contains the proceedings of the vVorkshop on Trees held in Versailles on 14-16 June 1995. Why: a workshop on trees? Two main reasons motivated this workshop. First, the current plethora of tree representations in branching processes which has be- come obvious by the Minneapolis IMA Congress Classica] and Modern Branching Processes in 1994. But this would not have been sufficient to organize an "n-th" congress on branching processes. Secondly, regular discussions with researchers in algebra and computing sciences at the University of Versailles and at INRIA (lnstitut National de...