Stochastic Analysis and Applications

Inhaltsverzeichnis

• Newtonian diffusions and planets, with a remark on non-standard Dirichlet forms and polymers.
• The equivalence of ensembles in statistical mechanics.
• The uniqueness of regular DLR measures for certain one-dimensional spin systems.
• Generalised Weyl Operators.
• One — dimensional stochastic differential equations involving the local times of the unknown process.
• Time changes of Brownian motion and the conditional excursion theorem.
• On square-root boundaries for Bessel processes, and pole-seeking Brownian motion.
• Distributional approximations for networks of quasireversible queues.
• Some geometric aspects of potential theory.
• BM(?3) and its area integral £ ?×d?.
• The unique factorisation of Brownian products.
• Some integral equalities in Wiener-Hopf theory.
• A differential equation in Wiener-Hopf theory.