Stochastic Processes and Their Applications Proceedings of the Inter
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1203 Stochastic Processes and Their Applications Proceedings of the International Conference held in Nagoya, July 2-6, 1985
Edited by K. Ito and 1. Hida
Springer-Verlag Berlin Heidelberg New York London Paris Tokyo
Editors
Kiyosi Ito Research Institute for Mathematical Sciences Kyoto University Kyoto, Japan 606 Takeyuki Hida Department of Mathematics, Faculty of Science Nagoya University Nagoya, Japan 464
Mathematics Subject Classification (1980): 60, 62, 35J, 35K; 70,81,82,92 ISBN 3-540-16773-0 Springer-Verlag Berlin Heidelberg New York ISBN 0-387-16773-0 Springer-Verlag New York Berlin Heidelberg
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© Springer-Verlag Berlin Heidelberg1986 Printed in Germany Printing and binding: Beltz Offsetdruck, Hemsbach/Bergstr. 2146/3140-543210
PREFACE The Fifteenth Conference on Stochastic Processes and Their Applications was held in Nagoya, Japan, for the period July 26, 1985. This volume contains the invited papers presented at this conference. The conference was attended by 360 scientists, from allover the world, and 110 among them were participants from overseas, whose attend ance is greatly appreciated. In addition to the invited paper sessions, there were contributed paper sessions on the following topics. Gaussian processes and fields Branching, population and biological models Stochastic methods in physics Stochastic differential equations Probability distributions and limit theorems Stable processes and measures Random walks and i.i.d. random variables Filtering, control and optimization Statistical inference Diffusion processes Markov processes Storage and reliability Ergodic theorems Martingales and processes with independent increments Point processes and applications Stochastic processes in random media The organizers regret that the papers in these sessions could not be included in this volume. We should like to express sincere thanks to Professors Keniti Sato and Tadahisa Funaki who have helped us in editing this volume.
September 15, 1985 Kiyosi Ito Takeyuki Hida
TABLE OF CONTENTS P.H. Baxendale Asymptotic behaviour of stochastic flows of diffeomorphisms D.
Dawson 20
Stochastic ensembles and hierarchies M. Fukushima A stochastic approach to the minimum principle for the complex Monge-Ampere operator
38
T. Funaki Construction of stochastic processes associated with the Boltzmann equation and its applications
51
T.E. Harris Isotropic stochastic flows and a related property of non-random potential flows
66
K. Ichihara 75
Explosion problems for symmetric diffusion processes Y. Kasahara Extremal process as a substitution for "one-sided stable prooess wi th index 0"
9
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