Stochastic Analysis: Proceedings of the Durham Symposium on Stochastic Analysis, 1990

doi:10.1017/CBO9780511662980

Durham Symposia traditionally constitute an excellent survey of recent developments in many areas of mathematics. The Symposium on stochastic analysis, which took place at the University of Durham in July 1990, was no exception. This volume is edited by the organizers of the Symposium, and contains papers contributed by leading specialists in diverse areas of probability theory and stochastic processes. Of particular note are the papers by David Aldous, Harry Kesten and Alain-Sol Sznitman, all of which are based upon short courses of invited lectures. Researchers into the varied facets of stochastic analysis will find that these proceedings are an essential purchase.

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Contents

Frontmatter
pp i-iv
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Contents
pp v-vi
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Preface
pp vii-vii
- By Martin Barlow, Nick Bingham
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List of participants
pp viii-viii
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An evolution equation for the intersection local times of superprocesses
pp 1-22
- By R. J. Adler, M. Lewin, Faculty of Industrial Engineering and Management Technion—Israel Institute of Technology Haifa 32000, Israel
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The Continuum random tree II: an overview
pp 23-70
- By D. Aldous, University of California, Berkeley
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Harmonic morphisms and the resurrection of Markov processes
pp 71-90
- By P. J. Fitzsimmons, Department of Mathematics University of California, San Diego La Jolla, CA 92093-0112 USA
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Statistics of local time and excursions for the Ornstein–Uhlenbeck process
pp 91-102
- By J. Hawkes, A. Truman, Department of Mathematics and Computer Science University College of Swansea SWANSEA SA2 8PP Wales, U.K.
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LP-Chen forms on loop spaces
pp 103-162
- By J. D. S. Jones, R. Leandre, University of Warwick and Université de Strasbourg
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Convex geometry and nonconfluent Γ-martingales I: tightness and strict convexity
pp 163-178
- By W. S Kendall, Department of Statistics, University of Warwick.
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Some caricatures of multiple contact diffusion-limited aggregation and the η-model
pp 179-228
- By H. Kesten, Department of Mathematics, Cornell University, Ithaca, N.Y. 14853
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Limits on random measures and stochastic difference equations related to mixing array of random variables
pp 229-254
- By H. Kunita, Department of Applied Science, Faculty of Engineering, Kyushu University, Fukuoka 812 Japan
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Characterizing the weak convergence of stochastic integrals
pp 255-260
- By T. G Kurtz, Dept. of Math & Statistics University of Wisconsin-Madison Madison, WI 53706, P. Protter, Dept. of Math & Statistics Purdue University West Lafayette, IN 47907–1399
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Stochastic differential equations involving positive noise
pp 261-304
- By T. Lindstrøm, B. Øksendal, J. Ubøe, Dept. of Mathematics, University of Oslo, Box 1053, Blindern, N-0316 Oslo 3, Norway
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Feeling the shape of a manifold with Brownian motion — the last word in 1990
pp 305-320
- By M. A Pinsky, Northwestern University
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Decomposition of Dirichlet processes on Hilbert space
pp 321-332
- By M. Röckner, Institut für Angewandte Mathematik Universität Bonn Wegelerstrasse 6 D–5300 Bonn 1 Germany, T.-S. Zhang, Department of Mathematics University of Edinburgh The King's Buildings Mayfield Road Edinburgh EH 9 3JZ Scotland
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A supersymmetric Feynman-Kac formula
pp 333-352
- By A. Rogers, Department of Mathematics, King's College, Strand, London WC2R 2LS
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On long excursions of Brownian motion among Poissonian obstacles
pp 353-375
- By A.-S. Sznitman, Alain-Sol Sznitman Courant Institute of Mathematical Sciences New York University 251 Mercer St., New York, NY 10012
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Stochastic Analysis

Proceedings of the Durham Symposium on Stochastic Analysis, 1990

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Contents

Frontmatter
pp i-iv

Contents
pp v-vi

Preface
pp vii-vii

List of participants
pp viii-viii

An evolution equation for the intersection local times of superprocesses
pp 1-22

The Continuum random tree II: an overview
pp 23-70

Harmonic morphisms and the resurrection of Markov processes
pp 71-90

Statistics of local time and excursions for the Ornstein–Uhlenbeck process
pp 91-102

LP-Chen forms on loop spaces
pp 103-162

Convex geometry and nonconfluent Γ-martingales I: tightness and strict convexity
pp 163-178

Some caricatures of multiple contact diffusion-limited aggregation and the η-model
pp 179-228

Limits on random measures and stochastic difference equations related to mixing array of random variables
pp 229-254

Characterizing the weak convergence of stochastic integrals
pp 255-260

Stochastic differential equations involving positive noise
pp 261-304

Feeling the shape of a manifold with Brownian motion — the last word in 1990
pp 305-320

Decomposition of Dirichlet processes on Hilbert space
pp 321-332

A supersymmetric Feynman-Kac formula
pp 333-352

On long excursions of Brownian motion among Poissonian obstacles
pp 353-375

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Stochastic Analysis

Proceedings of the Durham Symposium on Stochastic Analysis, 1990

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