Mathematical Sciences: Probability in Banach Spaces and Diffusion Processes

主要调查人员将继续他们的工作， 概率论的各个领域。 一名调查员将 继续他的研究极限定理的经验措施。 这对统计有直接和间接的应用， 尤其涉及估计的自举技术。 一 第二位研究者将研究高斯分布 马尔可夫过程。 这些过程中的每一个都是一个模型 许多自然现象，但每个人都有不同的假设。 第三位研究者将继续他的扩散研究 过程涉及的不连续性或奇异性的 过程、状态空间或边界的系数。 本研究间接应用于随机控制。***

The principal investigators will continue their work in various areas of probability theory. One investigator will continue his study of limit theorems for empirical measures. This has both direct and indirect applications to statistics, and in particular to the bootstrap technique of estimation. A second investigator will study the relationship between Gaussian and Markov processes. Each of these processes acts as a model of many natural phenomena, but each makes different assumptions. A third investigator will continue his study of diffusion processes which involve discontinuity or singularity of the coefficients of the process, the state space, or the boundary. This study has indirect applications to stochastic control. ***