Stochastic analysis / Edited by M.T. Barlow and N.H. Bingham.

Other author Barlow, M. T.
Other author Bingham, N. H.
Format Book
Publication InfoCambridge : Cambridge University Press, 1991.
Description375 pages : illustrations ; 23 cm

Contents An evolution equation for the intersection local times of superprocesses / Robert J. Adler and Marica Lewin -- The continuum random tree II : an overview / David Aldous -- Harmonic morphisms and the resurrection of Markov processes / P.J. Fitzsimmons -- Statistics of local time and excursions for the Ornstein-Uhlenbeck process / J. Hawkes and A. Truman -- Lp-chen forms on loop spaces / J.D.S. Jones and R. Leandre -- Limits on random measures and stochastic difference equations related to mixing array of random variables / H. Kunita -- Characterizing theweak convergence of stochastic integrals / by Thomas G. Kurtz, Philip Protter -- Stochastic differential equations involving positive noise / Tom Lindstrøm, Bernt Øksendal and Jan Ubøe -- Feeling the shape of a manifold with Brownian motion-- the last word in 1990 / Mark A. Pinsky -- Decomposition of dirichlet processes on Hilbert space / M. Röckner, Zhang T-Sheng -- A supersymmetric Feynman-Kac formula / Alice Rogers -- On long excursions of Brownian motion among Poissonian obstacles / Alain-Sol Sznitman.
Bibliography noteIncludes bibliographical references.
LCCNgb 91086218
ISBN0521425336 (pbk) :
ISBN2881247164

Availability

Library Location Call Number Status Item Actions
Joyner General Stacks QA274.2 .S74 1991 ✔ Available Place Hold