Title: Stochastic analysis : Summer Research Institute on Stochastic Analysis July 11-30, 1993 Cornell University Ithaca, New York /
Authors: Cranston, Michael C. 1951-; Pinsky, Mark A., 1940-
Publisher: American Mathematical Society,
Year: 1995
Subjects: Stochastic analysis Congresses.
Contents: An improvement of the Osserman constant for the bass note of a drum / Rodrigo Banuelos and Tom Carroll -- Heat content asymptotics for some open sets with a fractal boundary / M. van den Berg -- On self-attracting random walks / Erwin Bolthausen and Uwe Schmock -- Positivity default for martingales and harmonic functions / Jean Brossard -- Optimal switching between two Brownian motions / R. Cairoli and Robert C. Dalang -- Nonnegative solutions for semilinear elliptic equations with boundary conditions -- a probabilistic approach / Z.Q. Chen, R.J. Williams and Z. Zhao -- Simulated annealing and fastest cooling rates for some 1-dim spin glass models / Tzuu-Shuh Chiang and Yunshong Chow -- Averaging stochastically perturbed Hamiltonian systems / Thomas G. Kurtz and Federico Marchetti -- The interpretation and solution of ordinary differential equations driven by rough signals / Terry J. Lyons -- Time-reversal of the noisy Wiener-Hopf factorisation / L.C.G. Rogers.