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Stochastic analysis : [electronic resource] Summer Research Institue on Stochastic Analysis July 11-30, 1993 Cornell University Ithaca, New York / Michael C. Cranston, Mark A. Pinsky, editors.

By: Summer Research Institute on Stochastic Analysis (1993 : Cornell University)Contributor(s): Cranston, Michael C. (Michael Craig), 1951- | Pinsky, Mark A, 1940-Material type: Text

TextSeries: Proceedings of symposia in pure mathematics ; v. 57Publication details: Providence, R.I. : American Mathematical Society, c1995Description: 1 online resource (ix, 621 p. : ill.)ISBN: 9780821893593 (online)Subject(s): Stochastic analysis -- CongressesAdditional physical formats: Stochastic analysis :DDC classification: 519.2 LOC classification: QA274.2 | .S86 1993Online resources: Contents | Contents

Contents:

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

Sowers -- http://www.ams.org/pspum/057 http://dx.doi.org/10.1090/pspum/057/1335501 Backward SDEs, quasilinear PDEs, and SPDEs / �Etienne Pardoux -- http://www.ams.org/pspum/057 http://dx.doi.org/10.1090/pspum/057/1335502 Invariance of the Lyapunov exponent under nonlinear perturbations / Mark A. Pinsky -- http://www.ams.org/pspum/057 http://dx.doi.org/10.1090/pspum/057/1335503

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Includes bibliographical references.

An improvement of the Osserman constant for the bass note of a drum / Rodrigo Ba�nuelos and Tom Carroll -- Heat content asymptotics for some open sets with a fractal boundary / M. van den Berg -- On self-attracting random walks / Erwin Bolthausen and Uwe Schmock -- Positivity default for martingales and harmonic functions / Jean Brossard -- Optimal switching between two Brownian motions / R. Cairoli and Robert C. Dalang -- Nonnegative solutions for semilinear elliptic equations with boundary conditions -- a probabilistic approach / Z. Q. Chen, R. J. Williams and Z. Zhao -- Simulated annealing and fastest cooling rates for some $1$-dim spin glass models / Tzuu-Shuh Chiang and Yunshong Chow -- Averaging stochastically perturbed Hamiltonian systems / Thomas G. Kurtz and Federico Marchetti -- The interpretation and solution of ordinary differential equations driven by rough signals / Terry J. Lyons -- Time-reversal of the noisy Wiener-Hopf factorisation / L. C. G. Rogers -- Some aspects of Brownian motion in a Poissonian potential / Alain-Sol Sznitman -- Schr�odinger operators and asymptotics for Poisson-L�evy excursion measures for one-dimensional time-homogeneous diffusions / A. Truman, D. Williams and K. Y. Yu -- Generalized arc-sine laws for one-dimensional diffusion processes and random walks / Shinzo Watanabe -- Semimartingales with values in a Euclidean vector bundle and Ocone's formula on a Riemannian manifold / H�el�ene Airault and Paul Malliavin -- Coupling constructions for hypoelliptic diffusions: two examples / G�erard Ben Arous, Michael Cranston and Wilfrid S. Kendall -- Heat kernel bounds on Riemannian manifolds / Itai Benjamini, Isaac Chavel and Edgar A. Feldman -- Brownian motion and harmonic functions on polygonal complexes / M. Brin and Yu. Kifer -- Heat kernel of a noncompact Riemannian manifold / Alexander Grigoryan -- Flows and quasi-invariance of the Wiener measure on path spaces / Elton P. Hsu -- L�evy's stochastic area formula and related problems / N. Ikeda, S. Kusuoka and S. Manabe -- Markov processes and harmonic functions on hyperbolic metric spaces / Yuri Kifer -- Some problems concerning L�evy processes on Lie groups / Hiroshi Kunita -- The central limit theorem for geodesic flows on noncompact manifolds of constant negative curvature / Y. Le Jan -- A renewal theorem for the distance in negative curvature / F. Ledrappier -- A bootstrap proof of the limit theorem for linear SDE / Paul Malliavin -- Diffusion processes on a Lipschitz Riemannian manifold and their applications / Wei An Zheng -- On path properties of super-2 processes. II / Donald A. Dawson, Kenneth J. Hochberg and Vladimir Vinogradov -- Towards calculus and geometry on path spaces / Bruce K. Driver -- Branching with a single point catalyst / E. B. Dynkin -- The Brownian path-valued process and its connections with partial differential equations / Jean-Fran�cois Le Gall -- Inverse powers of white noise / Yao Zhong Hu, Tom Lindstr�m, Bernt �ksendal, Jan Ub�e and Tu Sheng Zhang -- Statistical mechanics of nonlinear wave equations / H. P. McKean and K. L. Vaninsky -- Markov properties for solutions of stochastic differential equations / David Nualart -- A quasihomeomorphism on the Wiener space / Ichir�o Shigekawa -- Absolute continuity on the Wiener space and some applications / Ali S�uleyman �Ust�unel and Moshe Zakai -- Invariant Gibbsian measures of the Klein-Gordon equation / K. L. Vaninsky -- Dirichlet form methods for uniqueness of martingale problems and applications / Sergio Albeverio and Michael R�ockner -- Anticipative problems in the theory of random dynamical systems / Ludwig Arnold -- Stability index for nonlinear stochastic differential equations / Ludwig Arnold and Rafail Z. Khasminskii -- Degenerate stochastic differential equations, flows, and hypoellipticity / Denis R. Bell and Salah Eldin A. Mohammed -- Derivative flows of stochastic differential equations: moment exponents and geometric properties / K. D. Elworthy and X.-M. Li -- Invariant diffusion processes in Lie groups and stochastic flows / Ming Liao -- On stochastic integrals in topological vector spaces / R. Mikulevi�cius and B. L. Rozovski�i -- Travelling waves for the KPP equation with noise / C. Mueller and R.