Diffusion Processes and Related Problems in Analysis, Volume I
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27

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Published By Birkhäuser Boston

9781468405668, 9781468405644

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A Generalised Arc-Sine Law and Nelson’s Stochastic Mechanics of One-Dimensional Time-Homogeneous Diffusions

Diffusion Processes and Related Problems in Analysis, Volume I ◽

10.1007/978-1-4684-0564-4_8 ◽

1990 ◽

pp. 117-135 ◽

Author(s):

Aubrey Truman ◽

David Williams

Keyword(s):

Stochastic Mechanics ◽

One Dimensional ◽

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A Degenerating Sequence of Riémannian Metrics on a Manifold and their Brownian Motions

Diffusion Processes and Related Problems in Analysis, Volume I ◽

10.1007/978-1-4684-0564-4_18 ◽

1990 ◽

pp. 293-312 ◽

Author(s):

Nobuyuki Ikeda ◽

Yukio Ogura

Keyword(s):

Riemannian Metrics ◽

Brownian Motions

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A Probabilistic Approach to the Heat Equation for the $$\bar \partial $$ - Neumann Problem

Diffusion Processes and Related Problems in Analysis, Volume I ◽

10.1007/978-1-4684-0564-4_14 ◽

1990 ◽

pp. 235-244

Author(s):

Naomasa Ueki

Keyword(s):

Heat Equation ◽

Neumann Problem ◽

Probabilistic Approach

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Monotonicity Methods for White Noise Driven Quasi-Linear SPDEs

Diffusion Processes and Related Problems in Analysis, Volume I ◽

10.1007/978-1-4684-0564-4_13 ◽

1990 ◽

pp. 219-233 ◽

Author(s):

R. Buckdahn ◽

E. Pardoux

Keyword(s):

White Noise ◽

Monotonicity Methods

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On Estimating the Hypercontractive Constant of a Diffusion Process on a Compact Manifold

Diffusion Processes and Related Problems in Analysis, Volume I ◽

10.1007/978-1-4684-0564-4_10 ◽

1990 ◽

pp. 149-154 ◽

Author(s):

Jean-Dominique Deuschel

Keyword(s):

Diffusion Process ◽

Compact Manifold

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Boundary Hitting Approximations for Markov Processes

Diffusion Processes and Related Problems in Analysis, Volume I ◽

10.1007/978-1-4684-0564-4_6 ◽

1990 ◽

pp. 83-93

Author(s):

Gareth Roberts

Keyword(s):

Markov Processes

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On Interacting Ornstein—Uhlenbeck Processes

Diffusion Processes and Related Problems in Analysis, Volume I ◽

10.1007/978-1-4684-0564-4_3 ◽

1990 ◽

pp. 33-52

Author(s):

Weian Zheng

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Cramér Functional Estimates for Gaussian Measures

Diffusion Processes and Related Problems in Analysis, Volume I ◽

10.1007/978-1-4684-0564-4_26 ◽

1990 ◽

pp. 473-495

Author(s):

Victor Goodman ◽

James Kuelbs

Keyword(s):

Gaussian Measures

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Large Deviations by the Asymptotic Value Method

Diffusion Processes and Related Problems in Analysis, Volume I ◽

10.1007/978-1-4684-0564-4_25 ◽

1990 ◽

pp. 447-472 ◽

Author(s):

Wlodzimierz Bryc

Keyword(s):

Large Deviations ◽

Asymptotic Value

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Regular, Stationary Gaussian Processes with the Markov Property of Infinite Order, and Diffusive Filtrations

Diffusion Processes and Related Problems in Analysis, Volume I ◽

10.1007/978-1-4684-0564-4_22 ◽

1990 ◽

pp. 399-409

Author(s):

Frank B. Knight

Keyword(s):

Gaussian Processes ◽

Infinite Order ◽

Markov Property ◽

Stationary Gaussian Processes

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