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

A. Truman, D. Williams

ISBN 10: 3540138919 / ISBN 13: 9783540138914

Published by Springer Berlin Heidelberg 2008-10-10, 2008

About this Item

Seller Inventory # 6666-IUK-9783540138914

Bibliographic Details

• Title: Stochastic Analysis and Applications: Proceedings of the International Conference held in Swansea, April 11-15, 1983 (Lecture Notes in Mathematics)
• Publisher: Springer Berlin Heidelberg 2008-10-10
• Publication Date: 2008
• Language: English
• ISBN 10: 3540138919
• ISBN 13: 9783540138914
• Binding: Paperback
• Condition: New

About this title

Synopsis

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.