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Intersection Local Times, Loop Soups and Permanental Wick Powers
Language: en
Pages: 92
Authors: Yves Le Jan
Categories: Mathematics
Type: BOOK - Published: 2017-04-25 - Publisher: American Mathematical Soc.

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Several stochastic processes related to transient Lévy processes with potential densities , that need not be symmetric nor bounded on the diagonal, are defined
Random Walks and Physical Fields
Language: en
Pages: 188
Authors: Yves Le Jan
Categories:
Type: BOOK - Published: - Publisher: Springer Nature

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Spatially Independent Martingales, Intersections, and Applications
Language: en
Pages: 114
Authors: Pablo Shmerkin
Categories: Mathematics
Type: BOOK - Published: 2018-02-22 - Publisher: American Mathematical Soc.

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The authors define a class of random measures, spatially independent martingales, which we view as a natural generalization of the canonical random discrete set
Absolute Continuity Under Time Shift of Trajectories and Related Stochastic Calculus
Language: en
Pages: 148
Authors: Jörg-Uwe Löbus
Categories: Mathematics
Type: BOOK - Published: 2017-09-25 - Publisher: American Mathematical Soc.

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The text is concerned with a class of two-sided stochastic processes of the form . Here is a two-sided Brownian motion with random initial data at time zero and
Fundamental Solutions and Local Solvability for Nonsmooth Hormander's Operators
Language: en
Pages: 92
Authors: Marco Bramanti
Categories: Mathematics
Type: BOOK - Published: 2017-09-25 - Publisher: American Mathematical Soc.

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The authors consider operators of the form in a bounded domain of where are nonsmooth Hörmander's vector fields of step such that the highest order commutators