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Seminar on Stochastic Processes, 1990

  • E. Çinlar
  • P. J. Fitzsimmons
  • R. J. Williams

Part of the Progress in Probability book series (PRPR, volume 24)

Table of contents

  1. Front Matter
    Pages i-viii
  2. A. A. Balkema, K. L. Chung
    Pages 5-14
  3. J. K. Brooks, N. Dinculeanu
    Pages 27-115
  4. Donald A. Dawson, Klaus Fleischmann, Sylvie Roelly
    Pages 117-160
  5. Robert J. Elliott
    Pages 161-172
  6. P. J. Fitzsimmons
    Pages 183-191
  7. Joseph Glover, Renming Song
    Pages 193-205
  8. Frank B. Knight
    Pages 241-252
  9. Edwin Perkins
    Pages 261-268
  10. L. C. G. Rogers, J. B. Walsh
    Pages 275-283

About this book

Introduction

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. Vor, D. Nualart, M. Freidlin and L. C. G. Rogers, with the remainder of the time being devoted to informal communications and workshops on current work and problems. The enthusiasm and interest of the participants created a lively and stimulating atmosphere for the seminar. A sample of the research discussed there is contained in this volume. The 1990 Seminar was made possible by the support of the Natural Sciences and Engin~ring Research Council of Canada, the Southwest University Mathematics Society of British Columbia, and the University of British Columbia. To these entities and the organizers of this year's conference, Ed Perkins and John Walsh, we extend oul' thanks. Finally, we acknowledge the support and assistance of the staff at Birkhauser Boston.

Keywords

Brownian motion Gaussian measure Markov chain Markov process Martingale Semimartingale Stochastic processes hitting time local time stochastic process

Editors and affiliations

  • E. Çinlar
    • 1
  • P. J. Fitzsimmons
    • 2
  • R. J. Williams
    • 2
  1. 1.Department of Civil Engineering and Operations ResearchPrinceton UniversityPrincetonUSA
  2. 2.Department of MathematicsUniversity of California, San DiegoLa JollaUSA

Bibliographic information

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