TY  - BOOK
AU  - Cranston,Michael C.
AU  - Pinsky,Mark A.
ED  - Summer Research Institute on Stochastic Analysis
TI  - Stochastic analysis: Summer Research Institue on Stochastic Analysis July 11-30, 1993 Cornell University Ithaca, New York 
T2  - Proceedings of symposia in pure mathematics, 
SN  - 9780821893593 (online)
AV  - QA274.2 .S86 1993
U1  - 519.2 20
PY  - 1995///
CY  - Providence, R.I.
PB  - American Mathematical Society
KW  - Stochastic analysis
KW  - Congresses
N1  - Includes bibliographical references; 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; Access is restricted to licensed institutions; Electronic reproduction; Providence, Rhode Island; American Mathematical Society; 2012
UR  - http://www.ams.org/pspum/057
UR  - http://dx.doi.org/10.1090/pspum/057
ER  -