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Birkhäuser

Seminar on Stochastic Processes, 1982

  • Book
  • © 1983

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Editors:
  1. E. Çinlar

    1. Technological Institute, Northwestern University, Evanston, USA

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  2. K. L. Chung

    1. Department of Mathematics, Stanford University, Stanford, USA

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  3. R. K. Getoor

    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 5)

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Table of contents (13 chapters)

  1. Front Matter

    Pages i-vi
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  2. Germ Fields and a Converse to the Strong Markov Property

    • Bruce W. Atkinson
    Pages 1-21

  3. Applications of Revuz and Palm Type Measures for Additive Functionals in Weak Duality

    • B. W. Atkinson, J. B. Mitro
    Pages 23-49

  4. Occupation Times of d-Dimensional Semimartingales

    • R. F. Bass
    Pages 51-96

  5. A Simple Version of the Malliavin Calculus in Dimension N

    • Klaus Bichteler, David Fonken
    Pages 97-110

  6. An Inequality for Boundary Value Problems

    • K. L. Chung
    Pages 111-122

  7. Regenerative Systems and Markov Additive Processes

    • E. Çinlar, H. Kaspi
    Pages 123-147

  8. Excursions and Forward Times

    • R. K. Getoor
    Pages 149-169

  9. Identifying Markov Processes Up to Time Change

    • Joseph Glover
    Pages 171-194

  10. Topics in Energy and Potential Theory

    • Joseph Glover
    Pages 195-202

  11. On the p-Variation of Gaussian Random Fields with Separable Increments

    • Ditlev Monrad
    Pages 203-218

  12. Remarks on the Convex Minorant of Brownian Motion

    • J. W. Pitman
    Pages 219-227

  13. Remarks on Energy

    • Z. R. Pop-Stojanovic, K. Murali Rao
    Pages 229-235

  14. Stochastic Integration with Respect to Local Time

    • John B. Walsh
    Pages 237-302

  15. Back Matter

    Pages 303-303
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Keywords

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.

Editors and Affiliations

  • Technological Institute, Northwestern University, Evanston, USA

    E. Çinlar

  • Department of Mathematics, Stanford University, Stanford, USA

    K. L. Chung

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

    R. K. Getoor

Bibliographic Information

  • Book Title: Seminar on Stochastic Processes, 1982

  • Editors: E. Çinlar, K. L. Chung, R. K. Getoor

  • Series Title: Progress in Probability

  • DOI: https://doi.org/10.1007/978-1-4684-0540-8

  • Publisher: Birkhäuser Boston, MA

  • eBook Packages: Springer Book Archive

  • Copyright Information: Birkhäuser Boston, Inc. 1983

  • Softcover ISBN: 978-0-8176-3131-4Published: 01 January 1983

  • eBook ISBN: 978-1-4684-0540-8Published: 06 December 2012

  • Series ISSN: 1050-6977

  • Series E-ISSN: 2297-0428

  • Edition Number: 1

  • Number of Pages: VI, 302

  • Topics: Probability Theory and Stochastic Processes

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