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The behaviour near the boundary of some degenerate...
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The behaviour near the boundary of some degenerate diffusions under random perturbation.

Abstract

This book presents the refereed proceedings of the International Conference on Stochastic Models held in Ottawa (ON, Canada) in honor of Professor Donald A. Dawson. Contributions to the volume were written by students and colleagues of Professor Dawson, many of whom are eminent researchers in their own right. A main theme of the book is the development and study of the Dawson-Watanabe 'superprocess', a fundamental building block in modelling interaction particle systems undergoing reproduction and movement. The volume also contains an excellent review article by Professor Dawson and a complete list of his work. This comprehensive work offers a wide assortment of articles on Markov processes, branching processes, mathematical finance, filtering, queueing networks, time series, and statistics. It should be of interest to a broad mathematical audience.

Authors

Feng S

Book title

Stochastic Models: Proceedings of the International Conference on Stochastic Models in Honour of Professor Donald A. Dawson, Ottawa, Canada, June 10-13, 1998

Editors

Gorostiza LG; Ivanoff BG

Publisher

American Mathematical Soc.

Publication Date

January 1, 2000

ISBN-13

978-0-8218-1063-7

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