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Stochastic Analysis

About this Title

Michael C. Cranston, University of Rochester, Rochester, NY and Mark A. Pinsky, Northwestern University, Evanston, IL, Editors

Publication: Proceedings of Symposia in Pure Mathematics
Publication Year: 1995; Volume 57
ISBNs: 978-0-8218-0289-2 (print); 978-0-8218-9359-3 (online)
DOI: https://doi.org/10.1090/pspum/057

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Table of Contents

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Front/Back Matter

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Part I. Problems in analysis

• Rodrigo Bañuelos and Tom Carroll – An improvement of the Osserman constant for the bass note of a drum [MR 1335458]
• M. van den Berg – Heat content asymptotics for some open sets with a fractal boundary [MR 1335459]
• Erwin Bolthausen and Uwe Schmock – On self-attracting random walks [MR 1335460]
• Jean Brossard – Positivity default for martingales and harmonic functions [MR 1335461]
• R. Cairoli and Robert C. Dalang – Optimal switching between two Brownian motions [MR 1335462]
• Z. Q. Chen, R. J. Williams and Z. Zhao – Nonnegative solutions for semilinear elliptic equations with boundary conditions—a probabilistic approach [MR 1335463]
• Tzuu-Shuh Chiang and Yunshong Chow – Simulated annealing and fastest cooling rates for some $1$-dim spin glass models [MR 1335464]
• Thomas G. Kurtz and Federico Marchetti – Averaging stochastically perturbed Hamiltonian systems [MR 1335465]
• Terry J. Lyons – The interpretation and solution of ordinary differential equations driven by rough signals [MR 1335466]
• L. C. G. Rogers – Time-reversal of the noisy Wiener-Hopf factorisation [MR 1335467]
• Alain-Sol Sznitman – Some aspects of Brownian motion in a Poissonian potential [MR 1335468]
• A. Truman, D. Williams and K. Y. Yu – Schrödinger operators and asymptotics for Poisson-Lévy excursion measures for one-dimensional time-homogeneous diffusions [MR 1335469]
• Shinzo Watanabe – Generalized arc-sine laws for one-dimensional diffusion processes and random walks [MR 1335470]

Part II. Problems in geometry

• Hélène Airault and Paul Malliavin – Semimartingales with values in a Euclidean vector bundle and Ocone’s formula on a Riemannian manifold [MR 1335471]
• Gérard Ben Arous, Michael Cranston and Wilfrid S. Kendall – Coupling constructions for hypoelliptic diffusions: two examples [MR 1335472]
• Itai Benjamini, Isaac Chavel and Edgar A. Feldman – Heat kernel bounds on Riemannian manifolds [MR 1335473]
• M. Brin and Yu. Kifer – Brownian motion and harmonic functions on polygonal complexes [MR 1335474]
• Alexander Grigor′yan – Heat kernel of a noncompact Riemannian manifold [MR 1335475]
• Elton P. Hsu – Flows and quasi-invariance of the Wiener measure on path spaces [MR 1335476]
• N. Ikeda, S. Kusuoka and S. Manabe – Lévy’s stochastic area formula and related problems [MR 1335477]
• Yuri Kifer – Markov processes and harmonic functions on hyperbolic metric spaces [MR 1335478]
• Hiroshi Kunita – Some problems concerning Lévy processes on Lie groups [MR 1335479]
• Y. Le Jan – The central limit theorem for geodesic flows on noncompact manifolds of constant negative curvature [MR 1335480]
• F. Ledrappier – A renewal theorem for the distance in negative curvature [MR 1335481]
• Paul Malliavin – A bootstrap proof of the limit theorem for linear SDE [MR 1335482]
• Wei An Zheng – Diffusion processes on a Lipschitz Riemannian manifold and their applications [MR 1335483]

Part III. Infinite-dimensional problems

• Donald A. Dawson, Kenneth J. Hochberg and Vladimir Vinogradov – On path properties of super-2 processes. II [MR 1335484]
• Bruce K. Driver – Towards calculus and geometry on path spaces [MR 1335485]
• E. B. Dynkin – Branching with a single point catalyst [MR 1335486]
• Jean-François Le Gall – The Brownian path-valued process and its connections with partial differential equations [MR 1335487]
• Yao Zhong Hu, Tom Lindstrøm, Bernt Øksendal, Jan Ubøe and Tu Sheng Zhang – Inverse powers of white noise [MR 1335488]
• H. P. McKean and K. L. Vaninsky – Statistical mechanics of nonlinear wave equations [MR 1335489]
• David Nualart – Markov properties for solutions of stochastic differential equations [MR 1335490]
• Ichirō Shigekawa – A quasihomeomorphism on the Wiener space [MR 1335491]
• Ali Süleyman Üstünel and Moshe Zakai – Absolute continuity on the Wiener space and some applications [MR 1335492]
• K. L. Vaninsky – Invariant Gibbsian measures of the Klein-Gordon equation [MR 1335493]

Part IV. Stochastic PDE/stochastic flows

• Sergio Albeverio and Michael Röckner – Dirichlet form methods for uniqueness of martingale problems and applications [MR 1335494]
• Ludwig Arnold – Anticipative problems in the theory of random dynamical systems [MR 1335495]
• Ludwig Arnold and Rafail Z. Khasminskii – Stability index for nonlinear stochastic differential equations [MR 1335496]
• Denis R. Bell and Salah Eldin A. Mohammed – Degenerate stochastic differential equations, flows, and hypoellipticity [MR 1335497]
• K. D. Elworthy and X.-M. Li – Derivative flows of stochastic differential equations: moment exponents and geometric properties [MR 1335498]
• Ming Liao – Invariant diffusion processes in Lie groups and stochastic flows [MR 1335499]
• R. Mikulevičius and B. L. Rozovskiĭ – On stochastic integrals in topological vector spaces [MR 1335500]
• C. Mueller and R. Sowers – Travelling waves for the KPP equation with noise [MR 1335501]
• Étienne Pardoux – Backward SDEs, quasilinear PDEs, and SPDEs [MR 1335502]
• Mark A. Pinsky – Invariance of the Lyapunov exponent under nonlinear perturbations [MR 1335503]