Stochastic Analysis and Applications

Stochastic Analysis and Applications Proceedings of the International Conference held in Swansea, April 11–15, 1983 / [electronic resource] : edited by Aubrey Truman, David Williams. - VIII, 204 p. online resource. - Lecture Notes in Mathematics, 1095 0075-8434 ; . - Lecture Notes in Mathematics, 1095 .

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.

9783540391036

10.1007/BFb0099117 doi


Distribution (Probability theory.
Probability Theory and Stochastic Processes.

QA273.A1-274.9 QA274-274.9

519.2
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