Seminar on Stochastic Processes, 1987 von Cinlar | ISBN 9781468405507

Seminar on Stochastic Processes, 1987

von Cinlar, Chung und Getoor
Mitwirkende
Autor / AutorinCinlar
Autor / AutorinChung
Autor / AutorinGetoor
Buchcover Seminar on Stochastic Processes, 1987 | Cinlar | EAN 9781468405507 | ISBN 1-4684-0550-0 | ISBN 978-1-4684-0550-7

Seminar on Stochastic Processes, 1987

von Cinlar, Chung und Getoor
Mitwirkende
Autor / AutorinCinlar
Autor / AutorinChung
Autor / AutorinGetoor

Inhaltsverzeichnis

  • Homogeneity for Two-Sided Discrete Markov Processes.
  • Regularity and the Doob-Meyer Decomposition of Abstract Quasimartingales.
  • Autour des Ensembles Semi-Polaires.
  • Vector Valued Stochastic Processes III: Projections and Dual Projections.
  • On a Connection Between Kuznetsov Processes and Quasi-Processes.
  • More about Capacity and Excessive Measures.
  • Capacities of Symmetric Markov Processes.
  • Sobolev Spaces, Kac-Regularity and the Feynman-Kac Formula.
  • On Invertibility of Martingale Time Changes.
  • Multiplicative Martingales for Spatial Branching Processes.
  • Energy and Potentials.
  • Brownian Bitransforms.
  • On Time-Reversal of Reflected Brownian Motions.
  • Remarks on Harmonic Functions and Invariant Measures of Markov Processes.
  • Green Functions and Conditioned Gauge Theorem for a 2-Dimensional Domain.
  • Correction.