Stochastic processes and their applications : proceedings of the international conference held in Nagoya, July 2-6, 1985 / K. Itô and T. Hida
Type de document : Livre numériqueCollection : Lecture notes in mathematics, 1203Langue : anglais.Éditeur : Berlin : Springer-Verlag, 1986ISBN: 9783540167730.ISSN: 1617-9692.Sujet MSC : 60-06, Proceedings, conferences, collections, etc. pertaining to probability theoryEn-ligne : Springerlink
From the preface: "The fifteenth conference on stochastic processes and their applications was held in Nagoya, Japan, for the period July 2–6, 1985. This volume contains the invited papers presented at this conference. The conference was attended by 360 scientists, from all over the world, and 110 among them were participants from overseas, whose attendance is greatly appreciated. In addition to the invited paper sessions, there were contributed paper sessions on the following topics: Gaussian processes and fields; branching, population and biological models; stochastic methods in physics; stochastic differential equations; probability distributions and limit theorems; stable processes and measures; random walks and i.i.d. random variables; filtering, control and optimization; statistical inference; diffusion processes; Markov processes; storage and reliability; ergodic theorems; martingales and processes with independent increments; point processes and applications; stochastic processes in random media.''
Contents: Peter H. Baxendale, Asymptotic behaviour of stochastic flows of diffeomorphisms (pp. 1–19); Donald Dawson, Stochastic ensembles and hierarchies (pp. 20–37); M. Fukushima[Masatoshi Fukushima], A stochastic approach to the minimum principle for the complex Monge-Ampère operator (pp. 38–50); Tadahisa Funaki, Construction of stochastic processes associated with the Boltzmann equation and its applications (pp. 51–65); T. E. Harris, Isotropic stochastic flows and a related property of nonrandom potential flows (pp. 66–74); Kanji Ichihara, Explosion problems for symmetric diffusion processes (pp. 75–89); Yuji Kasahara, Extremal process as a substitution for "one-sided stable process with index 0'' (pp. 90–100); Motoo Kimura, Diffusion model of population genetics incorporating group selection, with special reference to an altruistic trait (pp. 101–118); Hui Hsiung Kuo, On Laplacian operators of generalized Brownian functionals (pp. 119–128); Shigeo Kusuoka, Precise estimates for the fundamental solutions to some degenerate elliptic differential equations (pp. 129–133); Michel Métivier, On stochastic algorithms in adaptive filtering (pp. 134–156); S. K. Mitter, Estimation theory and statistical physics (pp. 157–176); K. R. Parthasarathy [Kalyanapuram Rangachari Parthasarathy], Quantum stochastic calculus (pp. 177–196); L. Streit, Quantum theory and stochastic processes—some contact points (pp. 197–213); S. James Taylor [Samuel James Taylor], The use of packing measure in the analysis of random sets (pp. 214–222).
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