Stochastic Analysis: Proceedings of the Durham Symposium on Stochastic Analysis, 1990 (London Mathematical Society Lecture Note Series, Series Number 167)

Durham Symposia traditionally constitute an excellent survey of recent developments in many areas of mathematics. The Symposium on stochastic analysis, which took place at the University of Durham in July 1990, was no exception. This volume is edited by the organizers of the Symposium, and contains papers contributed by leading specialists in diverse areas of probability theory and stochastic processes. Of particular note are the papers by David Aldous, Harry Kesten and Alain-Sol Sznitman, all of which are based upon short courses of invited lectures. Researchers into the varied facets of stochastic analysis will find that these proceedings are an essential purchase. CONTENTS......Page 5 Preface......Page 7 List of participants......Page 8 An evolution equation for the intersection local times of superprocesses......Page 9 The Continuum random tree II: an overview......Page 31 Harmonic morphisms and the resurrection of Markov processes......Page 79 Statistics of local time and excursions for the Ornstein-Uhlenbeck process......Page 99 L^P-Chen forms on loop spaces......Page 111 Convex geometry and nonconfluent I'-martingales I: tightness and strict convexity......Page 171 Some caricatures of multiple contact diffusion-limited aggregation and the i7-model......Page 187 Limits on random measures and stochastic difference equations related to mixing array of random variables......Page 237 Characterizing the weak convergence of stochastic integrals......Page 263 Stochastic differential equations involving positive noise......Page 269 Feeling the shape of a manifold with Brownian motion -the last word in 1990......Page 313 Decomposition of Dirichlet processes on Hilbert space......Page 329 A supersymmetric Feynman-Kac formula......Page 341 On long excursions of Brownian motion among Poissonian obstacles......Page 361 Papers from the Symposium on stochastic analysis, which took place at the University of Durham in July 1990.