Stochastic analysis. Proceedings of the Summer Research Institute on stochastic analysis, held at Cornell University, Ithaca, NY, USA, July 11-30, 1993.(English)Zbl 0814.00017

Proceedings of Symposia in Pure Mathematics. 57. Providence, RI: American Mathematical Society (AMS). ix, 621 p. (1995).
The articles of this volume will be reviewed individually.
Indexed articles:
Bañuelos, Rodrigo; Carroll, Tom, An improvement of the Osserman constant for the bass note of a drum, 3-10 [Zbl 0846.58052]
van den Berg, M., Heat content asymptotics for some open sets with a fractal boundary, 11-22 [Zbl 0851.35050]
Bolthausen, Erwin; Schmock, Uwe, On self-attracting random walks, 23-44 [Zbl 0829.60021]
Brossard, Jean, Positivity default for martingales and harmonic functions, 45-51 [Zbl 0877.42008]
Cairoli, R.; Dalang, Robert C., Optimal switching between two Brownian motions, 53-63 [Zbl 0830.60038]
Chen, Z. Q.; Williams, R. J.; Zhao, Z., Nonnegative solutions for semilinear elliptic equations with boundary conditions – a probabilistic approach, 65-82 [Zbl 0833.35044]
Chiang, Tzuu-Shuh; Chow, Yunshong, Simulated annealing and fastest cooling rates for some 1-dim spin glass models, 83-91 [Zbl 0830.90133]
Kurtz, Thomas G.; Marchetti, Federico, Averaging stochastically perturbed Hamiltonian systems, 93-114 [Zbl 0836.60067]
Lyons, Terry J., The interpretation and solution of ordinary differential equations driven by rough signals, 115-128 [Zbl 0827.34049]
Rogers, L. C. G., Time-reversal of the noisy Wiener-Hopf factorisation, 129-135 [Zbl 0832.60077]
Sznitman, Alain-Sol, Some aspects of Brownian motion in a Poissonian potential, 137-143 [Zbl 0839.60091]
Truman, A.; Williams, D.; Yu, K. Y., Schrödinger operators and asymptotics for Poisson-Lévy excursion measures for one-dimensional time-homogeneous diffusions, 145-156 [Zbl 0824.60079]
Watanabe, Shinzo, Generalized arc-sine laws for one-dimensional diffusion processes and random walks, 157-172 [Zbl 0824.60080]
Airault, Hélène; Malliavin, Paul, Semimartingales with values in a Euclidean vector bundle and Ocone’s formula on a Riemannian manifold, 175-192 [Zbl 0830.58033]
Ben Arous, Gérard; Cranston, Michael; Kendall, Wilfrid S., Coupling constructions for hypoelliptic diffusions: Two examples, 193-212 [Zbl 0823.60068]
Benjamini, Itai; Chavel, Isaac; Feldman, Edgar A., Heat kernel bounds on Riemannian manifolds, 213-225 [Zbl 0829.58040]
Brin, M.; Kifer, Yu., Brownian motion and harmonic functions on polygonal complexes, 227-237 [Zbl 0839.58059]
Grigor’yan, Alexander, Heat kernel of a noncompact Riemannian manifold, 239-263 [Zbl 0829.58041]
Hsu, Elton P., Flows and quasi-invariance of the Wiener measure on path spaces, 265-279 [Zbl 0830.58035]
Ikeda, N.; Kusuoka, S.; Manabe, S., Lévy’s stochastic area formula and related problems, 281-305 [Zbl 0837.60052]
Kifer, Yuri, Markov processes and harmonic functions on hyperbolic metric spaces, 307-322 [Zbl 0839.58063]
Kunita, Hiroshi, Some problems concerning Lévy processes on Lie groups, 323-341 [Zbl 0829.60063]
Le Jan, Yves, The central limit theorem for geodesic flows on noncompact manifolds of constant negative curvature, 343-350 [Zbl 0830.58024]
Ledrappier, F., A renewal theorem for the distance in negative curvature, 351-360 [Zbl 0842.60080]
Malliavin, Paul, A bootstrap proof of the limit theorem for linear SDE, 361-372 [Zbl 0836.60068]
Zheng, Weian, Diffusion processes on a Lipschitz Riemannian manifold and their applications, 373-381 [Zbl 0824.60083]
Dawson, Donald A.; Hochberg, Kenneth J.; Vinogradov, Vladimir, On path properties of super-2 processes. II, 385-403 [Zbl 0821.60041]
Driver, Bruce K., Towards calculus and geometry on path spaces, 405-422 [Zbl 0821.60021]
Dynkin, E. B., Branching with a single point catalyst, 423-425 [Zbl 0827.60069]
Le Gall, Jean-François, The Brownian path-valued process and its connections with partial differential equations, 427-437 [Zbl 0821.60080]
Hu, Yaozhong; Lindstrøm, Tom; Øksendal, Bernt; Ubøe, Jan; Zhang, Tusheng, Inverse powers of white noise, 439-456 [Zbl 0821.60049]
McKean, H. P.; Vaninsky, K. L., Statistical mechanics of nonlinear wave equations, 457-463 [Zbl 0834.35108]
Nualart, David, Markov properties for solutions of stochastic differential equations, 465-471 [Zbl 0826.60051]
Shigekawa, Ichiro, A quasihomeomorphism on the Wiener space, 473-486 [Zbl 0821.60059]
Üstünel, Ali Süleyman; Zakai, Moshe, Absolute continuity on the Wiener space and some applications, 487-494 [Zbl 0843.60042]
Vaninsky, K. L., Invariant Gibbsian measures of the Klein-Gordon equation, 495-510 [Zbl 0841.35099]
Albeverio, Sergio; Röckner, Michael, Dirichlet form methods for uniqueness of martingale problems and applications, 513-528 [Zbl 0824.31005]
Arnold, Ludwig, Anticipative problems in the theory of random dynamical systems, 529-541 [Zbl 0821.60062]
Arnold, Ludwig; Khasminskii, Rafail Z., Stability index for nonlinear stochastic differential equations, 543-551 [Zbl 0827.93065]
Bell, Denis R.; Mohammed, Salah-Eldin A., Degenerate stochastic differential equations, flows, and hypoellipticity, 553-564 [Zbl 0826.60044]
Elworthy, K. D.; Li, X.-M., Derivative flows of stochastic differential equations: Moment exponents and geometric properties, 565-574 [Zbl 0839.58061]
Liao, Ming, Invariant diffusion processes in Lie groups and stochastic flows, 575-591 [Zbl 0839.58065]
Mikulevicius, R.; Rozovskii, B. L., On stochastic integrals in topological vector spaces, 593-602 [Zbl 0829.60052]
Mueller, C.; Sowers, R., Travelling waves for the KPP equation with noise, 603-609 [Zbl 0827.60049]
Pardoux, Etienne, Backward SDEs, quasilinear PDEs, and SPDEs, 611-618 [Zbl 0836.60059]
Pinsky, Mark A., Invariance of the Lyapunov exponent under nonlinear perturbations, 619-621 [Zbl 0829.60047]

MSC:

 00B25 Proceedings of conferences of miscellaneous specific interest 60-06 Proceedings, conferences, collections, etc. pertaining to probability theory