Seminar on Stochastic Processes 1982

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Seminar on Stochastic Processes 1982

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Seminar on Stochastic Processes 1982

Seminar on Stochastic Processes 1982

  • Brand: Unbranded
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Germ fields and a converse to the strong Markov property. - Applications of Revuz and Palm type measures for additive functionals in weak duality. - Occupation times of d-dimensional semimartingales. - A simple version of the Malliavin calculus in dimension N. - An inequality for boundary value problems. - Regenerative systems and Markov additive processes. - Excursions and forward times. - Identifying Markov processes up to time change. - Topics in energy and potential theory. - On the p-variation of Gaussian random fields with separable increments. - Remarks on the convex minorant of Brownian motion. - Remarks on energy. - Stochastic integration with respect to local time. Language: English
  • Brand: Unbranded
  • Category: Education
  • Artist: Cinlar
  • Format: Paperback
  • Language: English
  • Publication Date: 1983/01/01
  • Publisher / Label: Birkhäuser
  • Number of Pages: 302
  • Fruugo ID: 337513029-741150994
  • ISBN: 9780817631314

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