Seminar on Stochastic Processes, 1984

✍ Scribed by Bruce W. Atkinson (auth.), E. Çinlar, K. L. Chung, R. K. Getoor (eds.)

• Publisher: Birkhäuser Basel
• Year: 1986
• Tongue: English
• Leaves: 254
• Series: Progress in Probability and Statistics 9
• Edition: 1
• Category: Library

✦ Synopsis

This volume consists of about half of the papers presented during a three-day seminar on stochastic processes held at Northwestern U- versity, Evanston. The seminar was the fourth 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 the seminar were B.W. ATKINSON, R.M. BLUMENTHAL, K. BURDZY, D. BURKHOLDER, M. CRANSTON, C. DOLEANS"'DADE, J.L. DOOB, N. FALKNER, P. FITZSIMMONS, J. GLOVER, F. KNIGHT, T. McCONNELL, J.B. MITRO, S. OREY, J. PITMAN, A.O. PITTENGER, Z. POP- STOJANOVIC, P. PROTTER, T. SALISBURY, M. SHARPE, C.T. SHIH, A. SZNITMAN, S.J. TAYLOR, J. WALSH, and R. WILLIAMS. We thank them and the other partiCipants for the lively seminar they created. The seminar was made possible through the partial support of the Air Force Office of Scientific Research via their Grant No. 82-0109 to Northwestern University. E.

✦ Table of Contents

Front Matter....Pages i-vii
Two-Sided Time-Homogeneous Markov Processes....Pages 1-22
The Behaviour and Construction of Local Times for Lévy Processes....Pages 23-54
Notes on the Inhomogeneous Schrödinger Equation....Pages 55-62
Gauge Theorem for the Neumann Problem....Pages 63-70
Quasi-Stationary Distributions, Eigenmeasures, and Eigenfunctions of Markov Processes....Pages 71-98
Mean Exit Times of Markov Processes....Pages 99-107
On Strict-Sense Forms of the Hida-Cramer Representation....Pages 109-137
A Time Reversal Study of Exit/Entrance Processes....Pages 139-150
On the Continuity of the Local Time of Stable Processes....Pages 151-164
Convergence in Energy and the Sector Condition for Markov Processes....Pages 165-172
An Increasing Diffusion....Pages 173-194
Large Deviations in Ergodic Theory....Pages 195-249
Back Matter....Pages 251-251

✦ Subjects

Probability Theory and Stochastic Processes