Titlebook: Seminar on Stochastic Processes, 1992; E. Çinlar,K. L. Chung,K. Burdzy Book 1993 Springer Science+Business Media New York 1993 Branching p

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Markovian Bridges: Construction, Palm Interpretation, and Splicing,ime .. Once the definition is made precise, we call this process the ., ., z)-bridge derived from .. Important examples are provided by Brownian and Bessel bridges, which have been extensively studied and find numerous applications. See for example [.,.,.,.,.,.,.].It is part of Markovian folklore th

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On a Two-armed Bandit Problem with both Continuous and Impulse Actions and Discounted Rewards,two-armed bandit problem (TAB) with both continuous and impulse actions. Our purpose is to present one more physically meaningful example in which an explicit solution of the related quasivariational inequalities (QVI) can be found, and especially, in which optimal policies involve series of impulse

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Superprocess Local and Intersection Local Times and their Corresponding Particle Pictures,d the superprocess, and shows how to explain this gap in terms of weak convergence of functionals of the finite system to functionals on the superprocess. The first section gives a detailed review of the recent literature on local and intersection local times for super Brownian and super stable processes.

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Strong approximations to Brownian Local Time,variance principle for local times that also gave a rate was given in [R] for the case of simple random walk. Since then there have been many papers on this subject with the aim of weakening the assumptions on the walk and improving the rate. See [Bo2] and [CH] and the references therein. For recent results along these lines, see [BK2].

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,Generalized Schrödinger Semigroups, it is proved that the Schrödinger semigroup .... admits a jointly continuous symmetric integral kernel ., .,y) with the property that there exist constants . and . such that for any . and any x,.. (0.1)

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1050-6977 a series of annual meetings which provide researchers with the opportunity to discuss current work on stochastic processes in an informal and enjoyable atmosphere. Previous seminars were held at Northwestern University, Princeton University, University of Florida, University of Virginia, University

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