Seminar on Stochastic Processes, 1989

Inhaltsverzeichnis

• A probabilistic proof of the boundary Harnack principle.
• Logarithmic Sobolev inequalities of symmetric diffusions.
• Rescaling the vacancy of a Boolean coverage process.
• The Blumenthal-Getoor-McKean Theorem revisited.
• Local times, occupation times, and the Lebesgue measure of the range of a Levy process.
• Martingale problems associated with the Boltzmann equation.
• Probabilistic methods in differential geometry.
• Probabilistic methods in Schrödinger equations.
• Stochastic variational principle of Schrödinger processes.
• The high contact principle in optimal stopping and stochastic waves.
• Continuity of solutions of Schrödinger equation.
• Stationary solutions for bilinear systems with constant coefficients.
• Gaugeability for unbounded domains.
• Correction to: Some formulas for the energy functional of a Markov process.