Research Catalog

Title

Stochastic analysis : Summer Research Institue on Stochastic Analysis July 11-30, 1993 Cornell University Ithaca, New York / Michael C. Cranston, Mark A. Pinsky, editors.

Author

Summer Research Institute on Stochastic Analysis (1993 : Cornell University)

Publication

Providence, R.I. : American Mathematical Society, ©1995.

Items in the Library & Off-site

Details

Additional Authors

• Cranston, Michael C. (Michael Craig), 1951-
• Pinsky, Mark A., 1940-

Description

1 online resource (ix, 621 pages) : illustrations

Series Statement

Proceedings of symposia in pure mathematics ; v. 57

Uniform Title

Proceedings of symposia in pure mathematics ; v. 57.

Subject

• Stochastic analysis > Congresses
• MATHEMATICS > Applied
• MATHEMATICS > Probability & Statistics > General
• Stochastic analysis

Genre/Form

Conference papers and proceedings

Bibliography (note)

• Includes bibliographical references.

Additional Formats (note)

• Also available in an electronic version.

Reproduction (note)

• Electronic reproduction.

Source of Description (note)

• Description based on print version record.

Contents

• ""Contents""; ""Preface""; ""PART I: Problems in Analysis""; ""An improvement of the Osserman constant for the bass note of adrum""; ""Heat content asymptotics for some open sets with a fractal boundary""; ""On self- attracting random walks""; ""Positivity default for martingales and harmonic functions""; ""Optimal switching between two Brownian motions""; ""Nonnegative solutions for semilinear elliptic equations with boundaryconditions â€? a probabilistic approach ""; ""Simulated annealing and fastest cooling rates for some 1-dim spin glass models""
• ""Averaging stochastically perturbed Hamiltonian systems""""The interpretation and solution of ordinary differential equationsdriven by rough signals""; ""Time- reversal of the noisy Wiener- Hopf factorisation""; ""Some aspects of Brownian motion in a Poissonian potential""; ""Schrödinger operators and asymptotics for Poisson-Lévy excursionmeasures for one- dimensional time- homogeneous diffusions""; ""Generalized arc-sine laws for one- dimensional diffusion processesand random walks""; ""PART II: Problems in Geometry""
• ""Semimartingales with values in a Euclidean vector bundle and Ocone'sformula on a Riemannian manifold""""Coupling constructions for hypoelliptic diffusions: Two examples""; ""Heat kernel bounds on Riemannian manifolds""; ""Brownian motion and harmonic functions on polygonal complexes""; ""Heat kernel of a noncompact Riemannian manifold""; ""Flows and quasi- invariance of the Wiener measure on path spaces""; ""Levy's stochastic area formula and related problems""; ""Markov processes and harmonic functions on hyperbolic metricspaces""; ""Some problems concerning Lévy processes on Lie groups""
• ""The central limit theorem for geodesic flows on noncompact manifoldsof constant negative curvature""""A renewal theorem for the distance in negative curvature""; ""A bootstrap proof of the limit theorem for linear""; ""Diffusion processes on a Lipschitz Riemannian manifold and theirapplications""; ""PART III: Infinite-Dimensional Problems""; ""On path properties of super- 2 processes. II""; ""Towards calculus and geometry on path spaces""; ""Branching with a single point catalyst""; ""The Brownian path- valued process and its connections with partialdifferential equations""
• ""Inverse powers of white noise """"Statistical mechanics of nonlinear wave equations""; ""Markov properties for solutions of stochastic differential equations""; ""A quasihomeomorphism on the Wiener space""; ""Absolute continuity on the Wiener space and some applications""; ""Invariant Gibbsian measures of the Klein- Gordon equation""; ""PART IV: Stochastic PDE/Stochastic Flows ""; ""Dirichlet form methods for uniqueness of martingale problems and applications""; ""Anticipative problems in the theory of random dynamical systems""

ISBN

• 9780821893593
• 0821893599

OCLC

• ocn828142244
• 828142244
• SCSB-2044658

Owning Institutions

Princeton University Library