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Stochastic Analysis and Applications: Proceedings of the International Conference held in Swansea, April 11-15, 1983 (Lecture Notes in Mathematics, 1095) - Softcover

 
9783540138914: Stochastic Analysis and Applications: Proceedings of the International Conference held in Swansea, April 11-15, 1983 (Lecture Notes in Mathematics, 1095)

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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.

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Williams D. Truman A.
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