Stochastic Processes: A Festschrift in Honour of Gopinath Kallianpur

Front Matter....Pages i-xxii
A remark on the support of cadlag processes....Pages 1-5
Large Deviation Results for Branching Processes....Pages 7-12
Random Iterations of Two Quadratic Maps....Pages 13-22
Zero-One Law for Semigroups of Measures on Groups....Pages 23-30
Multiplicity Properties of Stationary Second Order Random Fields....Pages 31-40
Multiple Time Scale Analysis of Hierarchically Interacting Systems....Pages 41-50
Feynman’s Operational Calculus As A Generalized Path Integral....Pages 51-60
Forward and Backward Equations for an Adjoint Process....Pages 61-69
The Transition Function of a Measure-Valued Branching Diffusion with Immigration....Pages 71-79
Scattering theory for unitary cocycles....Pages 81-88
Sur les Variations des Fonctions Aléatoires Gaussiennes....Pages 89-95
Random Allocation Methods in an Epidemic Model....Pages 97-106
On Hellinger transforms for solutions of martingale problems....Pages 107-116
The Homogeneous Chaos over Compact Lie Groups....Pages 117-123
Asymptotics for Two-dimensional Anisotropic Random Walks....Pages 125-130
A role of the Lévy Laplacian in the causal calculus of generalized white noise functionals....Pages 131-139
On the Approximation of Multiple Stratonovich Integrals....Pages 141-147
Two Examples of Parameter Estimation for Stochastic Partial Differential Equations....Pages 149-160
Computer Simulation of α -stable Ornstein-Uhlenbeck Processes....Pages 161-170
Some Linear Random Functionals Characterized by L p - Symmetries....Pages 171-180
Higher Order Approximate Markov Chain Filters....Pages 181-190
Fourier Transform and Cylindrical Hida Distributions....Pages 191-200
Representation and stability of nonlinear filters associated with Gaussian noises....Pages 201-210
On Central Limit Theory for Families of Strongly Mixing Additive Random Functions....Pages 211-223
Positive Generalized Functions on Infinite Dimensional Spaces....Pages 225-234
Strong Solutions of Stochastic Bilinear Equations with Anticipating Drift in the First Wiener Chaos....Pages 235-243
Structure of Periodically Distributed Stochastic Sequences....Pages 245-251
Markov Property of Measure-indexed Gaussian Random Fields....Pages 253-262
Relative Entropy as a Countably-Additive Measure....Pages 263-274
Probability Bounds, Multivariate Normal Distribution and an Integro-Differential Inequality for Random Vectors....Pages 275-284
On the Gauge for the Third Boundary Value Problem....Pages 285-289
A Note on Prediction and an Autoregressive Sequence....Pages 291-295
On generalized stochastic partial differential equations....Pages 297-301
Examples of self-similar stable processes....Pages 303-311
Green Operators of Absorbing Lévy Processes on the Half Line....Pages 313-319
Moments of Sums of Independent Random Variables....Pages 321-328
Relative Entropy and Hydrodynamic Limits....Pages 329-336
Donsker’s δ-function and its applications in the theory of white noise analysis....Pages 337-339
A Fractional Calculus on Wiener Space....Pages 341-348
Inequalities for Products of White Noise Functionals....Pages 349-358
A Note on the Consistency of M -Estimates in Linear Models....Pages 359-367