1.

Record Nr.

UNISA996466857803316

Titolo

Stochastic analysis and applications : proceedings of the international conference held in Swansea, April 11-15, 1983 / / edited by A. Truman and D. Williams

Pubbl/distr/stampa

Berlin, Germany ; ; New York, New York : , : Springer-Verlag, , [1984]

©1984

ISBN

3-540-39103-7

Edizione

[1st ed. 1984.]

Descrizione fisica

1 online resource (VIII, 204 p.)

Collana

Lecture Notes in Mathematics, , 0075-8434 ; ; 1095

Disciplina

519.2

Soggetti

Distribution (Probability theory)

Mathematics

Stochastic analysis

Lingua di pubblicazione

Inglese

Formato

Materiale a stampa

Livello bibliografico

Monografia

Note generali

Bibliographic Level Mode of Issuance: Monograph

Nota di contenuto

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.