Stochastic Processes and Their Applications

Program

29th May, Wednesday
9:30--10:30 Marc Yor (Univ. Paris VI and Kyoto Univ.)
The optional stopping theorem may hold for some non- stopping times; a discussion of D.Williams' result
10:45--11:45 Neil O'Connell (École Normale Supérieure) 
Random matrices, queues, and Pitman's 2M-X theorem, I
13:30--14:30 Yasunari Fukai (Kyushu Univ.) 
Random walk on the slit plane 
14:45--15:45 Yuji Hamana (Kyushu Univ.) 
On limit theorems for the Wiener sausage 
16:00--17:00 Yukio Ogura (Saga Univ.) 
Markov or non-Markov property of cM-X processes 
(Joint work with H. Matsumoto) 
30th May, Thursday
9:30--10:30 Marc Yor (Univ. Paris VI and Kyoto Univ.) 
Rates of convergence for diffusions with drifted Brownian potentials 
(Joint work with Z. Shi and Y. Hu)
10:45--11:45 Neil O'Connell (École Normale Supérieure) 
Random matrices, queues, and Pitman's 2M-X theorem, II
13:30--14:30  Tokuzo Shiga (Tokyo Institute of Technology) 
Lyapunov exponent of parabolic Anderson model 
(Joint work with M. Cranston and T. Mountford) 
14:45--15:45 Hideki Tanemura (Chiba Univ.) 
Functional central limit theorems for vicious walkers 
(Joint work with M. Katori)
16:00--17:00 Hiroshi Tanaka 
Superharmonic transform of absorbing Lévy processes
31st May, Friday
9:30--10:30 Koji Yano (Kyoto Univ.) 
A generalization of the Buckdahn-Föllmer formula 
10:45--11:45 Setsuo Taniguchi (Kyushu Univ.) 
Quadratic Wiener functionals and Riccati equations 
(Joint work with N. Ikeda)
13:30--14:30 Yuji Kasahara (Ochanomizu Univ.) 
On a generalized arc-sine law for one-dimensional diffusion processes 
(Joint work with Y. Yano) 
14:45--15:45 Atsushi Atsuji (Keio Univ.) 
Probabilistic aspects of $\delta$-subharmonic functions on parabolic manifolds