Stochastic Analysis and Applications

Proceedings of the International Conference held in Swansea, April 11-15, 1983

212 Seiten, Taschenbuch

Kurzbeschreibung des Verlags

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.

• Reihe: Lecture Notes in Mathematics
• Themen: Mathematik und Naturwissenschaften Mathematik Angewandte Mathematik Stochastik
• ISBN: 9783540138914
• Sprache: Englisch
• Erscheinungsdatum: 01.12.1984
• Größe: 235 x 155 mm
• Verlag: Springer
• Herausgegeben von: A. Truman, D. Williams