Seminar on Stochastic Processes, 1990

Abstract

A note on Trotter's proof of the continuity of local time for Brownian motion.- Paul Levy's way to his local time.- Transformations of measure on an infinite dimensional vector space.- Stochastic integration in Banach spaces.- Absolute continuity of the measure states in a branching model with catalysts.- Martingales associated with finite Markov chains.- Equivalence and perpendicularity of local field Gaussian measures.- Skorokhod embedding by randomized hitting times.- Multiplicative symmetry groups of Markov processes.- On the existence of occupation densities of stochastic integral processes via operator theory.- Calculating the compensator: method and example.- Rate of growth of local times of strongly symmetric Markov processes.- On the continuity of measure-valued processes.- A remark on regularity of excessive functions for certain diffusions.- A(t,Bt) is not a semimartingale.- Self-intersections of stable processes in the plane: local times and limit theorems.- On piecing together locally defined Markov processes.- Measurability of the solution of a semilinear evolution equation.