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Birkhäuser

Seminar on Stochastic Processes, 1990

  • Book
  • © 1991

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Editors:
  1. E. Çinlar

    1. Department of Civil Engineering and Operations Research, Princeton University, Princeton, USA

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  2. P. J. Fitzsimmons

    1. Department of Mathematics, University of California, San Diego, La Jolla, USA

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  3. R. J. Williams

    1. Department of Mathematics, University of California, San Diego, La Jolla, USA

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

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Table of contents (18 chapters)

  1. Front Matter

    Pages i-viii
    Download chapter PDF

  2. A Note on Trotter’s Proof of the Continuity of Local Time for Brownian Motion

    • A. A. Balkema
    Pages 1-4

  3. Paul Lévy’s Way to His Local Time

    • A. A. Balkema, K. L. Chung
    Pages 5-14

  4. Transformations of Measure on an Infinite Dimensional Vector Space

    • Denis Bell
    Pages 15-25

  5. Stochastic Integration in Banach Spaces

    • J. K. Brooks, N. Dinculeanu
    Pages 27-115

  6. Absolute Continuity of the Measure States in a Branching Model with Catalysts

    • Donald A. Dawson, Klaus Fleischmann, Sylvie Roelly
    Pages 117-160

  7. Martingales Associated with Finite Markov Chains

    • Robert J. Elliott
    Pages 161-172

  8. Equivalence and Perpendicularity of Local Field Gaussian Measures

    • Steven N. Evans
    Pages 173-181

  9. Skorokhod Embedding by Randomized Hitting Times

    • P. J. Fitzsimmons
    Pages 183-191

  10. Multiplicative Symmetry Groups of Markov Processes

    • Joseph Glover, Renming Song
    Pages 193-205

  11. On the Existence of Occupation Densitites of Stochastic Integral Processes via Operator Theory

    • Peter Imkeller
    Pages 207-240

  12. Calculating the Compensator: Method and Example

    • Frank B. Knight
    Pages 241-252

  13. Rate of Growth of Local Times of Strongly Symmetric Markov Processes

    • Michael B. Marcus
    Pages 253-260

  14. On the Continuity of Measure-Valued Processes

    • Edwin Perkins
    Pages 261-268

  15. A Remark on Regularity of Excessive Functions for Certain Diffusions

    • Z. R. Pop-Stojanovic
    Pages 269-273

  16. A(t,B t ) is not a Semimartingale

    • L. C. G. Rogers, J. B. Walsh
    Pages 275-283

  17. Self-Intersections of Stable Processes in the Plane: Local Times and Limit Theorems

    • Jay S. Rosen
    Pages 285-320

  18. On Piecing Together Locally Defined Markov Processes

    • C. T. Shih
    Pages 321-333

  19. Measurability of the Solution of a Semilinear Evolution Equation

    • Bijan Z. Zangeneh
    Pages 335-351
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About this book

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.

Editors and Affiliations

  • Department of Civil Engineering and Operations Research, Princeton University, Princeton, USA

    E. Çinlar

  • Department of Mathematics, University of California, San Diego, La Jolla, USA

    P. J. Fitzsimmons, R. J. Williams

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