Titlebook: Probability Towards 2000; L. Accardi,C. C. Heyde Book 1998 Springer-Verlag New York, Inc. 1998 Dirichlet form.Markov process.Martingal.Mar

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紅腫

,Stein’s Method: Some Perspectives with Applications,Two approaches to the construction of Stein identities are discussed: the antisymmetric function approach and an L. space approach. A brief history of the developments of Stein’s method and some possible prospects are also mentioned.

附錄

Quantum Probability Seen by a Classical Probabilist,nt definition of Boson Brownian motion. I found their talk fascinating, and I decided to learn this language. I will try to explain to classical probabilists the kind of pleasure I had with QP for the following ten years or so.

善辯

Stochastic Anticipating Calculus,cessarily adapter to the Brownian motion {..,. ≥0}. This stochastic calculus is mainly used to formulate and solve stochastic differential equations of the form. . where the coefficients σ(.,.), .(.,.) or the initial condition .. depend on the whole trajectory of the Brownian motion ..

cipher

,Quantum Stochastic Calculus and Applications — A Review,thy [1]. Since then the subject has seen rapid development and many of these can be found in the monographs of Parthasarathy [2] and Meyer [3]. Here I want to discuss some of the more recent developments.

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Coupling,ralizations to random fields and topological transformation groups. Applications in regeneration, Markov theory, Palm theory, ergodic theory, exchangeability and self-similarity are indicated and a set of general coupling references provided.