Topics in probability theory ; seminar 1971-1972
edited by Daniel W. Stroock and S. R. S. Varadhan.
[New York] : Courant Institute of Mathematical Sciences, New York University, [1973]
iii, 179 págs. ; 27 cm.
Contenido
- M. Donsker, Weak convergence of stochastic processes
- S. R. S Varadhan, Strassen's version of the law of the iterated logarithm
- D. W. Stroock, Weak convergence and the invariance principle
- H. P. McKean, Brownian local times
- Charles M. Newman, On the orthogonality of independent increment processes
- D. W. Stroock and S. R. S. Varadhan, Martingales. I, II, III
- M. Motoo, Brownian motions in the halfplane with singular inclined periodic boundary conditions.