Seminar on Stochastic Processes, 1991 - Tapa blanda

Sinopsis

In memory of Steven Orey.- A correlation inequality for tree-indexed Markov chains.- On specifying invariant ?-fields.- On the martingale problem for measure-valued Markov branching processes.- Potential densities of symmetric Lévy processes.- An absorption problem for several Brownian motions.- Forms of inclusion between processes.- Brownian interpretations of an elliptic integral.- L-shapes for the logarithmic ?-model for DLA in three dimensions.- Remark on the intrinsic local time.- Harmonic functions on Denjoy domains.- Conditional Dawson-Watanabe processes and Fleming-Viot processes.- p-variation of the local times of stable processes and intersection local time.- Closing values of martingales with finite lifetimes.- Construction of Markov processes from hitting distributions without quasi-left-continuity.- A characterization of Brownian motion on Sierpinski spaces.

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