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Stochastic Analysis: Random Fields and Measure-Valued Processes
Edited by: Jean-Pierre Fouque, Ecole Polytechnic, CMAP, Palaiseau, France, and Kenneth J. Hochberg and Ely Merzbach, Bar-Ilan University, Ramat-Gan, Israel
A publication of Bar-Ilan University.
Israel Mathematical Conference Proceedings
1996; 214 pp; softcover
Volume: 10
List Price: US$45
Member Price: US$36
Order Code: IMCP/10
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This volume contains papers on probablity theory and stochastic analysis resulting from two international conferences held at the Department of Mathematics of Bar-Ilan University in 1993 and 1995. The work includes expository and advanced research presentations, which accurately reflect the nature, scope, and vibrancy of these conferences on stochastic analysis.

A publication of the Bar-Ilan University. Distributed worldwide by the AMS.


Graduate students and research mathematicians interested in probability theory and stochastic processes.

Table of Contents

  • S. Albeverio, Z. Haba, and F. Russo -- On non linear two-space dimensional wave equation perturbed by space-time white noise
  • C. Bandle, M. Dozzi, and R. Schott -- Blow up behaviour of a stochastic partial differential equation of reaction-diffusion type
  • A. Benassi, S. Jaffard, and D. Roux -- Gaussian elliptic processes
  • T. Bojdecki and L. G. Gorostiza -- Self-intersection local time for Gaussian \(S'\)-processes, and application to fluctuation limits of branching particle systems
  • R. C. Dalang and J. B. Walsh -- Local structure of level sets of the Brownian sheet
  • D. A. Dawson, K. J. Hochberg, and V. Vinogradov -- On weak convergence of branching particle systems undergoing spatial motion
  • M. L. Esquivel -- On the local behavior of the Brownian sheet
  • A. M. Etheridge -- Superprocesses, branching processes and an explosive PDE
  • J.-P. Fouque -- Waves in random media and two-parameter diffusions
  • K. J. Hochberg and A. Madrecki -- Itô formulas for higher-order asymptotically stable motions and applications
  • R. Léandre -- Loop space of a developable orbifold
  • L. Manevitz and E. Merzbach -- Multi-parameter stochastic processes via non-standard analysis
  • D. Nualart and M. Thieullen -- Anticipative stochastic differential equations driven by a multidimensional Brownian motion
  • E. Parzen -- Comparison change analysis and change empirical processes
  • K. Takaoka -- A class of path transformations of one-dimensional Brownian motion
  • V. Vinogradov -- On weak convergence for two families of conditioned random functions
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