Stochastic analysis : Summer Research Institue on Stochastic Analysis July 11-30, 1993 Cornell University Ithaca, New York / [electronic resource]
Michael C. Cranston, Mark A. Pinsky, editors.
- Providence, R.I. : American Mathematical Society, c1995.
- 1 online resource (ix, 621 p. : ill.)
- Proceedings of symposia in pure mathematics, v. 57 0082-0717 (print); 2324-707X (online); .
Includes bibliographical references.
An improvement of the Osserman constant for the bass note of a drum / Heat content asymptotics for some open sets with a fractal boundary / On self-attracting random walks / Positivity default for martingales and harmonic functions / Optimal switching between two Brownian motions / Nonnegative solutions for semilinear elliptic equations with boundary conditions -- a probabilistic approach / Simulated annealing and fastest cooling rates for some $1$-dim spin glass models / Averaging stochastically perturbed Hamiltonian systems / The interpretation and solution of ordinary differential equations driven by rough signals / Time-reversal of the noisy Wiener-Hopf factorisation / Some aspects of Brownian motion in a Poissonian potential / Schr�odinger operators and asymptotics for Poisson-L�evy excursion measures for one-dimensional time-homogeneous diffusions / Generalized arc-sine laws for one-dimensional diffusion processes and random walks / Semimartingales with values in a Euclidean vector bundle and Ocone's formula on a Riemannian manifold / Coupling constructions for hypoelliptic diffusions: two examples / Heat kernel bounds on Riemannian manifolds / Brownian motion and harmonic functions on polygonal complexes / Heat kernel of a noncompact Riemannian manifold / Flows and quasi-invariance of the Wiener measure on path spaces / L�evy's stochastic area formula and related problems / Markov processes and harmonic functions on hyperbolic metric spaces / Some problems concerning L�evy processes on Lie groups / The central limit theorem for geodesic flows on noncompact manifolds of constant negative curvature / A renewal theorem for the distance in negative curvature / A bootstrap proof of the limit theorem for linear SDE / Diffusion processes on a Lipschitz Riemannian manifold and their applications / On path properties of super-2 processes. II / Towards calculus and geometry on path spaces / Branching with a single point catalyst / The Brownian path-valued process and its connections with partial differential equations / Inverse powers of white noise / Statistical mechanics of nonlinear wave equations / Markov properties for solutions of stochastic differential equations / A quasihomeomorphism on the Wiener space / Absolute continuity on the Wiener space and some applications / Invariant Gibbsian measures of the Klein-Gordon equation / Dirichlet form methods for uniqueness of martingale problems and applications / Anticipative problems in the theory of random dynamical systems / Stability index for nonlinear stochastic differential equations / Degenerate stochastic differential equations, flows, and hypoellipticity / Derivative flows of stochastic differential equations: moment exponents and geometric properties / Invariant diffusion processes in Lie groups and stochastic flows / On stochastic integrals in topological vector spaces / Travelling waves for the KPP equation with noise / Rodrigo Ba�nuelos and Tom Carroll -- M. van den Berg -- Erwin Bolthausen and Uwe Schmock -- Jean Brossard -- R. Cairoli and Robert C. Dalang -- Z. Q. Chen, R. J. Williams and Z. Zhao -- Tzuu-Shuh Chiang and Yunshong Chow -- Thomas G. Kurtz and Federico Marchetti -- Terry J. Lyons -- L. C. G. Rogers -- Alain-Sol Sznitman -- A. Truman, D. Williams and K. Y. Yu -- Shinzo Watanabe -- H�el�ene Airault and Paul Malliavin -- G�erard Ben Arous, Michael Cranston and Wilfrid S. Kendall -- Itai Benjamini, Isaac Chavel and Edgar A. Feldman -- M. Brin and Yu. Kifer -- Alexander Grigoryan -- Elton P. Hsu -- N. Ikeda, S. Kusuoka and S. Manabe -- Yuri Kifer -- Hiroshi Kunita -- Y. Le Jan -- F. Ledrappier -- Paul Malliavin -- Wei An Zheng -- Donald A. Dawson, Kenneth J. Hochberg and Vladimir Vinogradov -- Bruce K. Driver -- E. B. Dynkin -- Jean-Fran�cois Le Gall -- Yao Zhong Hu, Tom Lindstr�m, Bernt �ksendal, Jan Ub�e and Tu Sheng Zhang -- H. P. McKean and K. L. Vaninsky -- David Nualart -- Ichir�o Shigekawa -- Ali S�uleyman �Ust�unel and Moshe Zakai -- K. L. Vaninsky -- Sergio Albeverio and Michael R�ockner -- Ludwig Arnold -- Ludwig Arnold and Rafail Z. Khasminskii -- Denis R. Bell and Salah Eldin A. Mohammed -- K. D. Elworthy and X.-M. Li -- Ming Liao -- R. Mikulevi�cius and B. L. Rozovski�i -- C. Mueller and R. http://www.ams.org/pspum/057 http://dx.doi.org/10.1090/pspum/057/1335458 http://www.ams.org/pspum/057 http://dx.doi.org/10.1090/pspum/057/1335459 http://www.ams.org/pspum/057 http://dx.doi.org/10.1090/pspum/057/1335460 http://www.ams.org/pspum/057 http://dx.doi.org/10.1090/pspum/057/1335461 http://www.ams.org/pspum/057 http://dx.doi.org/10.1090/pspum/057/1335462 http://www.ams.org/pspum/057 http://dx.doi.org/10.1090/pspum/057/1335463 http://www.ams.org/pspum/057 http://dx.doi.org/10.1090/pspum/057/1335464 http://www.ams.org/pspum/057 http://dx.doi.org/10.1090/pspum/057/1335465 http://www.ams.org/pspum/057 http://dx.doi.org/10.1090/pspum/057/1335466 http://www.ams.org/pspum/057 http://dx.doi.org/10.1090/pspum/057/1335467 http://www.ams.org/pspum/057 http://dx.doi.org/10.1090/pspum/057/1335468 http://www.ams.org/pspum/057 http://dx.doi.org/10.1090/pspum/057/1335469 http://www.ams.org/pspum/057 http://dx.doi.org/10.1090/pspum/057/1335470 http://www.ams.org/pspum/057 http://dx.doi.org/10.1090/pspum/057/1335471 http://www.ams.org/pspum/057 http://dx.doi.org/10.1090/pspum/057/1335472 http://www.ams.org/pspum/057 http://dx.doi.org/10.1090/pspum/057/1335473 http://www.ams.org/pspum/057 http://dx.doi.org/10.1090/pspum/057/1335474 http://www.ams.org/pspum/057 http://dx.doi.org/10.1090/pspum/057/1335475 http://www.ams.org/pspum/057 http://dx.doi.org/10.1090/pspum/057/1335476 http://www.ams.org/pspum/057 http://dx.doi.org/10.1090/pspum/057/1335477 http://www.ams.org/pspum/057 http://dx.doi.org/10.1090/pspum/057/1335478 http://www.ams.org/pspum/057 http://dx.doi.org/10.1090/pspum/057/1335479 http://www.ams.org/pspum/057 http://dx.doi.org/10.1090/pspum/057/1335480 http://www.ams.org/pspum/057 http://dx.doi.org/10.1090/pspum/057/1335481 http://www.ams.org/pspum/057 http://dx.doi.org/10.1090/pspum/057/1335482 http://www.ams.org/pspum/057 http://dx.doi.org/10.1090/pspum/057/1335483 http://www.ams.org/pspum/057 http://dx.doi.org/10.1090/pspum/057/1335484 http://www.ams.org/pspum/057 http://dx.doi.org/10.1090/pspum/057/1335485 http://www.ams.org/pspum/057 http://dx.doi.org/10.1090/pspum/057/1335486 http://www.ams.org/pspum/057 http://dx.doi.org/10.1090/pspum/057/1335487 http://www.ams.org/pspum/057 http://dx.doi.org/10.1090/pspum/057/1335488 http://www.ams.org/pspum/057 http://dx.doi.org/10.1090/pspum/057/1335489 http://www.ams.org/pspum/057 http://dx.doi.org/10.1090/pspum/057/1335490 http://www.ams.org/pspum/057 http://dx.doi.org/10.1090/pspum/057/1335491 http://www.ams.org/pspum/057 http://dx.doi.org/10.1090/pspum/057/1335492 http://www.ams.org/pspum/057 http://dx.doi.org/10.1090/pspum/057/1335493 http://www.ams.org/pspum/057 http://dx.doi.org/10.1090/pspum/057/1335494 http://www.ams.org/pspum/057 http://dx.doi.org/10.1090/pspum/057/1335495 http://www.ams.org/pspum/057 http://dx.doi.org/10.1090/pspum/057/1335496 http://www.ams.org/pspum/057 http://dx.doi.org/10.1090/pspum/057/1335497 http://www.ams.org/pspum/057 http://dx.doi.org/10.1090/pspum/057/1335498 http://www.ams.org/pspum/057 http://dx.doi.org/10.1090/pspum/057/1335499 http://www.ams.org/pspum/057 http://dx.doi.org/10.1090/pspum/057/1335500 Backward SDEs, quasilinear PDEs, and SPDEs / Invariance of the Lyapunov exponent under nonlinear perturbations / Sowers -- �Etienne Pardoux -- Mark A. Pinsky -- http://www.ams.org/pspum/057 http://dx.doi.org/10.1090/pspum/057/1335501 http://www.ams.org/pspum/057 http://dx.doi.org/10.1090/pspum/057/1335502 http://www.ams.org/pspum/057 http://dx.doi.org/10.1090/pspum/057/1335503
Access is restricted to licensed institutions
Electronic reproduction.
Providence, Rhode Island :
American Mathematical Society.
2012
Mode of access : World Wide Web
9780821893593 (online)
Stochastic analysis--Congresses.
QA274.2 / .S86 1993
519.2
Includes bibliographical references.
An improvement of the Osserman constant for the bass note of a drum / Heat content asymptotics for some open sets with a fractal boundary / On self-attracting random walks / Positivity default for martingales and harmonic functions / Optimal switching between two Brownian motions / Nonnegative solutions for semilinear elliptic equations with boundary conditions -- a probabilistic approach / Simulated annealing and fastest cooling rates for some $1$-dim spin glass models / Averaging stochastically perturbed Hamiltonian systems / The interpretation and solution of ordinary differential equations driven by rough signals / Time-reversal of the noisy Wiener-Hopf factorisation / Some aspects of Brownian motion in a Poissonian potential / Schr�odinger operators and asymptotics for Poisson-L�evy excursion measures for one-dimensional time-homogeneous diffusions / Generalized arc-sine laws for one-dimensional diffusion processes and random walks / Semimartingales with values in a Euclidean vector bundle and Ocone's formula on a Riemannian manifold / Coupling constructions for hypoelliptic diffusions: two examples / Heat kernel bounds on Riemannian manifolds / Brownian motion and harmonic functions on polygonal complexes / Heat kernel of a noncompact Riemannian manifold / Flows and quasi-invariance of the Wiener measure on path spaces / L�evy's stochastic area formula and related problems / Markov processes and harmonic functions on hyperbolic metric spaces / Some problems concerning L�evy processes on Lie groups / The central limit theorem for geodesic flows on noncompact manifolds of constant negative curvature / A renewal theorem for the distance in negative curvature / A bootstrap proof of the limit theorem for linear SDE / Diffusion processes on a Lipschitz Riemannian manifold and their applications / On path properties of super-2 processes. II / Towards calculus and geometry on path spaces / Branching with a single point catalyst / The Brownian path-valued process and its connections with partial differential equations / Inverse powers of white noise / Statistical mechanics of nonlinear wave equations / Markov properties for solutions of stochastic differential equations / A quasihomeomorphism on the Wiener space / Absolute continuity on the Wiener space and some applications / Invariant Gibbsian measures of the Klein-Gordon equation / Dirichlet form methods for uniqueness of martingale problems and applications / Anticipative problems in the theory of random dynamical systems / Stability index for nonlinear stochastic differential equations / Degenerate stochastic differential equations, flows, and hypoellipticity / Derivative flows of stochastic differential equations: moment exponents and geometric properties / Invariant diffusion processes in Lie groups and stochastic flows / On stochastic integrals in topological vector spaces / Travelling waves for the KPP equation with noise / Rodrigo Ba�nuelos and Tom Carroll -- M. van den Berg -- Erwin Bolthausen and Uwe Schmock -- Jean Brossard -- R. Cairoli and Robert C. Dalang -- Z. Q. Chen, R. J. Williams and Z. Zhao -- Tzuu-Shuh Chiang and Yunshong Chow -- Thomas G. Kurtz and Federico Marchetti -- Terry J. Lyons -- L. C. G. Rogers -- Alain-Sol Sznitman -- A. Truman, D. Williams and K. Y. Yu -- Shinzo Watanabe -- H�el�ene Airault and Paul Malliavin -- G�erard Ben Arous, Michael Cranston and Wilfrid S. Kendall -- Itai Benjamini, Isaac Chavel and Edgar A. Feldman -- M. Brin and Yu. Kifer -- Alexander Grigoryan -- Elton P. Hsu -- N. Ikeda, S. Kusuoka and S. Manabe -- Yuri Kifer -- Hiroshi Kunita -- Y. Le Jan -- F. Ledrappier -- Paul Malliavin -- Wei An Zheng -- Donald A. Dawson, Kenneth J. Hochberg and Vladimir Vinogradov -- Bruce K. Driver -- E. B. Dynkin -- Jean-Fran�cois Le Gall -- Yao Zhong Hu, Tom Lindstr�m, Bernt �ksendal, Jan Ub�e and Tu Sheng Zhang -- H. P. McKean and K. L. Vaninsky -- David Nualart -- Ichir�o Shigekawa -- Ali S�uleyman �Ust�unel and Moshe Zakai -- K. L. Vaninsky -- Sergio Albeverio and Michael R�ockner -- Ludwig Arnold -- Ludwig Arnold and Rafail Z. Khasminskii -- Denis R. Bell and Salah Eldin A. Mohammed -- K. D. Elworthy and X.-M. Li -- Ming Liao -- R. Mikulevi�cius and B. L. Rozovski�i -- C. Mueller and R. http://www.ams.org/pspum/057 http://dx.doi.org/10.1090/pspum/057/1335458 http://www.ams.org/pspum/057 http://dx.doi.org/10.1090/pspum/057/1335459 http://www.ams.org/pspum/057 http://dx.doi.org/10.1090/pspum/057/1335460 http://www.ams.org/pspum/057 http://dx.doi.org/10.1090/pspum/057/1335461 http://www.ams.org/pspum/057 http://dx.doi.org/10.1090/pspum/057/1335462 http://www.ams.org/pspum/057 http://dx.doi.org/10.1090/pspum/057/1335463 http://www.ams.org/pspum/057 http://dx.doi.org/10.1090/pspum/057/1335464 http://www.ams.org/pspum/057 http://dx.doi.org/10.1090/pspum/057/1335465 http://www.ams.org/pspum/057 http://dx.doi.org/10.1090/pspum/057/1335466 http://www.ams.org/pspum/057 http://dx.doi.org/10.1090/pspum/057/1335467 http://www.ams.org/pspum/057 http://dx.doi.org/10.1090/pspum/057/1335468 http://www.ams.org/pspum/057 http://dx.doi.org/10.1090/pspum/057/1335469 http://www.ams.org/pspum/057 http://dx.doi.org/10.1090/pspum/057/1335470 http://www.ams.org/pspum/057 http://dx.doi.org/10.1090/pspum/057/1335471 http://www.ams.org/pspum/057 http://dx.doi.org/10.1090/pspum/057/1335472 http://www.ams.org/pspum/057 http://dx.doi.org/10.1090/pspum/057/1335473 http://www.ams.org/pspum/057 http://dx.doi.org/10.1090/pspum/057/1335474 http://www.ams.org/pspum/057 http://dx.doi.org/10.1090/pspum/057/1335475 http://www.ams.org/pspum/057 http://dx.doi.org/10.1090/pspum/057/1335476 http://www.ams.org/pspum/057 http://dx.doi.org/10.1090/pspum/057/1335477 http://www.ams.org/pspum/057 http://dx.doi.org/10.1090/pspum/057/1335478 http://www.ams.org/pspum/057 http://dx.doi.org/10.1090/pspum/057/1335479 http://www.ams.org/pspum/057 http://dx.doi.org/10.1090/pspum/057/1335480 http://www.ams.org/pspum/057 http://dx.doi.org/10.1090/pspum/057/1335481 http://www.ams.org/pspum/057 http://dx.doi.org/10.1090/pspum/057/1335482 http://www.ams.org/pspum/057 http://dx.doi.org/10.1090/pspum/057/1335483 http://www.ams.org/pspum/057 http://dx.doi.org/10.1090/pspum/057/1335484 http://www.ams.org/pspum/057 http://dx.doi.org/10.1090/pspum/057/1335485 http://www.ams.org/pspum/057 http://dx.doi.org/10.1090/pspum/057/1335486 http://www.ams.org/pspum/057 http://dx.doi.org/10.1090/pspum/057/1335487 http://www.ams.org/pspum/057 http://dx.doi.org/10.1090/pspum/057/1335488 http://www.ams.org/pspum/057 http://dx.doi.org/10.1090/pspum/057/1335489 http://www.ams.org/pspum/057 http://dx.doi.org/10.1090/pspum/057/1335490 http://www.ams.org/pspum/057 http://dx.doi.org/10.1090/pspum/057/1335491 http://www.ams.org/pspum/057 http://dx.doi.org/10.1090/pspum/057/1335492 http://www.ams.org/pspum/057 http://dx.doi.org/10.1090/pspum/057/1335493 http://www.ams.org/pspum/057 http://dx.doi.org/10.1090/pspum/057/1335494 http://www.ams.org/pspum/057 http://dx.doi.org/10.1090/pspum/057/1335495 http://www.ams.org/pspum/057 http://dx.doi.org/10.1090/pspum/057/1335496 http://www.ams.org/pspum/057 http://dx.doi.org/10.1090/pspum/057/1335497 http://www.ams.org/pspum/057 http://dx.doi.org/10.1090/pspum/057/1335498 http://www.ams.org/pspum/057 http://dx.doi.org/10.1090/pspum/057/1335499 http://www.ams.org/pspum/057 http://dx.doi.org/10.1090/pspum/057/1335500 Backward SDEs, quasilinear PDEs, and SPDEs / Invariance of the Lyapunov exponent under nonlinear perturbations / Sowers -- �Etienne Pardoux -- Mark A. Pinsky -- http://www.ams.org/pspum/057 http://dx.doi.org/10.1090/pspum/057/1335501 http://www.ams.org/pspum/057 http://dx.doi.org/10.1090/pspum/057/1335502 http://www.ams.org/pspum/057 http://dx.doi.org/10.1090/pspum/057/1335503
Access is restricted to licensed institutions
Electronic reproduction.
Providence, Rhode Island :
American Mathematical Society.
2012
Mode of access : World Wide Web
9780821893593 (online)
Stochastic analysis--Congresses.
QA274.2 / .S86 1993
519.2