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- About this book
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This volume consists of about half of the papers presented during a three-day seminar on stochastic processes held at Northwestern University in April 1981. The aim of the seminar was to bring together a small group of kindred spirits working on stochastic processes and to provide an informal atmosphere for them to discuss their current work. We plan to hold such a seminar once a year, with slight variations in emphasis to reflect the changing concerns and interests within the field. The invited participants in this year's seminar were J. AZEMA, R.M. BLUMENTHAL, R. CARMONA, K.L. CHUNG, R.K. GETOOR, J. JACOD, F. KNIGHT, S.OREY, A.O. PITTENGER, J. PITMAN, P. PROTTER, M.K. RAO, M. SHARPE, and J. WALSH. We thank them and other participants for the productive liveliness of the seminar. As mentioned above, the present volume is only a fragment of the work discussed at the seminar, the other papers having been already committed to otherpublications. The seminar was made possible through the enlightened support of the Air Force Office of Scientific Research, Grant No. 80-0252. We are grateful to them as well as the publisher, Birkhauser Boston, for their support and encouragement.
- Table of contents (8 chapters)
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Feynman-Kac Functional and the Schrödinger Equation
Pages 1-29
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Two Results on Dual Excursions
Pages 31-52
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Characterization of the Levy Measures of Inverse Local Times of Gap Diffusion
Pages 53-78
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Levy Systems and Path Decompositions
Pages 79-110
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Regular Birth and Death Times for Markov Processes
Pages 111-134
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Table of contents (8 chapters)
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Bibliographic Information
- Bibliographic Information
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- Book Title
- Seminar on Stochastic Processes, 1981
- Authors
-
- CINLAR
- GETOOR
- CHUNG
- Series Title
- Progress in Probability
- Series Volume
- 1
- Copyright
- 1981
- Publisher
- Birkhäuser Basel
- Copyright Holder
- Birkhäuser Boston
- eBook ISBN
- 978-1-4612-3938-3
- DOI
- 10.1007/978-1-4612-3938-3
- Softcover ISBN
- 978-0-8176-3072-0
- Series ISSN
- 1050-6977
- Edition Number
- 1
- Number of Pages
- VI, 242
- Topics
