Seminar on Stochastic Processes, 1983

1. Front Matter

   Pages i-vii

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2. A General Theory Approach to the Construction of Markov Processes

   • Bruce W. Atkinson

   Pages 1-16

3. Conditional Gauges

   • K. L. Chung

   Pages 17-22

4. Duality Under a New Setting

   • K. L. Chung, Ming Liao, K. M. Rao

   Pages 23-38

5. Theorie Generale Du Balayage

   • C. Dellacherie

   Pages 39-67

6. Local Times and Quantum Fields

   • E. B. Dynkin

   Pages 69-83

7. Approximation of Debuts

   • Neil Falkner

   Pages 85-96

8. Capacity Theory and Weak Duality

   • R. K. Getoor

   Pages 97-130

9. Ray-Knight’s Theorem on Brownian Local Times and Tanaka’s Formula

   • T. Jeulin

   Pages 131-142

10. Further Results On Energy

    • Z. R. Pop-Stojanovic, Murali Rao

    Pages 143-150

11. A Diffusion First Passage Problem

    • L. C. G. Rogers

    Pages 151-160

12. Brownian Excursions Revisited

    • P. Salminen

    Pages 161-187

13. Construction of Right Processes from Hitting Distributions

    • C. T. Shih

    Pages 189-255

14. Regularity Properties of a Stochastic Partial Differential Equation

    • John B. Walsh

    Pages 257-290

15. Back Matter

    Pages 292-292

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This volume consists of about half of the papers presented during a three-day seminar on stochastic processes. The seminar was the third of such yearly seminars aimed at bringing together a small group of researchers to discuss their current work in an informal atmosphere. The previous two seminars were held at Northwesterr. University, Evanston. This one was held at the University of Florida, Gainesville. The invited participants in the seminar were B. ATKINSON, K.L. CHUNG, C. DELLACHERIE, J.L. DOOB, E.B. DYNKIN, N. FALKNER, R.K. GETOOR, J. GLOVER, T. JEULIN, H. KASPI, T. McCONNELL, J. MITRO, E. PERKINS, Z. POP-STOJANOVIC, M. RAO, L.C.G. ROGERS, P. SALMINEN, M.J. SHARPE, S.R.S. VARADHAN, and J. WALSH. We thank them and the other participants for the lively atmosphere they have created. The seminar was made possible through the generous supports of the University of Florida, Department of Mathematics, and the Air Force Office of Scientific Research, Grant No. 82-0189, to Northwestern University. We are grateful for their support. Finally, we thank Professors Zoran POP-STOJANOVIC and Murali RAO for their time, effort, and kind hospitality in the organization of the seminar and during our stay in Gainesville.

• ALS
• ASP
• Brownian excursion
• Markov process
• Sharp
• Volume
• form
• group
• local time
• mathematics
• organization
• stochastic process
• stochastic processes
• time
• university

• 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

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