Stochastic Analysis and Applications

Proceedings of the International Conference held in Swansea, April 11-15, 1983
Herausgegeben:Truman, A.; Williams, D.

• Broschiertes Buch

Produktbeschreibung

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 ¿ ?¿?.- The unique factorisation of Brownian products.- Some integral equalities in Wiener-Hopf theory.- A differential equation in Wiener-Hopf theory.

Produktdetails

• Lecture Notes in Mathematics 1095
• Verlag: Springer / Springer Berlin Heidelberg / Springer, Berlin
• Artikelnr. des Verlages: 978-3-540-13891-4
• 1984
• Seitenzahl: 212
• Erscheinungstermin: 1. Dezember 1984
• Englisch
• Abmessung: 235mm x 155mm x 12mm
• Gewicht: 328g
• ISBN-13: 9783540138914
• ISBN-10: 3540138919
• Artikelnr.: 23802887

Inhaltsangabe

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 Pds. ?×d?.- The unique factorisation of Brownian products.- Some integral equalities in Wiener-Hopf theory.- A differential equation in Wiener-Hopf theory.