Seminar on Stochastic Processes, 1982

  • E. Çinlar
  • K. L. Chung
  • R. K. Getoor

Part of the Progress in Probability and Statistics book series (PRPR, volume 5)

Table of contents

  1. Front Matter
    Pages i-vi
  2. Klaus Bichteler, David Fonken
    Pages 97-110
  3. K. L. Chung
    Pages 111-122
  4. E. Çinlar, H. Kaspi
    Pages 123-147
  5. R. K. Getoor
    Pages 149-169
  6. Joseph Glover
    Pages 195-202
  7. Z. R. Pop-Stojanovic, K. Murali Rao
    Pages 229-235
  8. Back Matter
    Pages 303-303

About this book


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 and the other participants for the lively atmosphere of the seminar. As mentioned above, the present volume is only a fragment of the work discussed at the seminar, the other work having been committed to other publications. The seminar was made possible through the enlightened support of the Air Force Office of Scientific Research, Grant No. 80-0252A. We are grateful to them as well as the publisher, Birkhauser, Boston, for their support and encouragement. E.C. , Evanston, 1983 Seminar on stochastic Processes, 1982 Birkhauser, Boston, 1983 GERM FIELDS AND A CONVERSE TO THE STRONG MARKOV PROPERTY by BRUCE W. ATKINSON 1. Introduction The purpose of this paper is to give an intrinsic characterization of optional (i.e., stopping) times for the general germ Markov process, which includes the general right process as a special case. We proceed from the general to the specific.


Brownian motion Markov additive process Markov process Markov property Martingale Semimartingale Stochastic processes local time stochastic process

Editors and affiliations

  • E. Çinlar
    • 1
  • K. L. Chung
    • 2
  • R. K. Getoor
    • 3
  1. 1.Technological InstituteNorthwestern UniversityEvanstonUSA
  2. 2.Department of MathematicsStanford UniversityStanfordUSA
  3. 3.Department of MathematicsUniversity of California — San DiegoLa JollaUSA

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