Research Catalog

Stochastic analysis : Summer Research Institue on Stochastic Analysis July 11-30, 1993 Cornell University Ithaca, New York

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.

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StatusFormatAccessCall NumberItem Location
Book/TextUse in library QA274.2 .S86 1993Off-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