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.
Stochastic models of evolving information systems by D. A. Dawson A comparison of free branching and stepping stone models by M. Birkner and A. Wakolbinger Fourier analysis applied to super stable and related processes by D. Blount and A. Bose Convergence to equilibrium and linear systems duality by J. T. Cox, A. Klenke, and E. A. Perkins Weighted quantile processes and their applications to change-point analysis by M. Csorgo and B. Szyszkowicz Embedding theorems, scaling structures and determinism in time series by C. D. Cutler Kingman's coalescent as a random metric space by S. N. Evans The behaviour near the boundary of some degenerate diffusions under random perturbation by S. Feng Finite time extinction of catalytic branching processes by K. Fleischmann and C. Mueller Moment asymptotics and Lifshitz tails for the parabolic Anderson model by J. Gartner and S. A. Molchanov High-density fluctuations of immigration branching particle systems by L. G. Gorostiza and Z.-H. Li On phase-transitions in spatial branching systems with interaction by A. Greven New behavioral patterns for two-level branching systems by A. Greven and K. J. Hochberg Set-indexed Markov processes by B. G. Ivanoff and E. Merzbach Condensation transition for zero range invariant measures by I. Jeon and P. March A review on spatial catalytic branching by A. Klenke Exact infinite dimensional filters and explicit solutions by M. A. Kouritzin SDE estimation: Effects of misspecified diffusion functions by R. J. Kulperger Particle representations for measure-valued population processes with spatially varying birth rates by T. G. Kurtz Minimax estimation of exponential family means over $\ell p$ bodies under quadratic loss by B. MacGibbon, E. Gourdin, B. Jaumard, and P. Kempthorne Steady state analysis with heavy traffic limits for semi-open networks by W. A. Massey and R. Srinivasan Estimating the Orey index of a Guassian stochastic process with stationary increments: An application to financial data set by R. Norvaisa and D. M. Salopek Large deviations estimates for occupation time integrals of Brownian motion by B. Remillard Comparitive genomics via phylogenetic invariants for Jukes-Cantor semigroups by D. Sankoff and M. Blanchette Some exceptional configurations by B. Schmuland On a conjecture of B. Jorgensen and A. D. Wentzell: From extreme stable laws to Tweedie exponential dispersion models by V. Vinogradov Valuation of a barrier European option on jump-diffusion underlying stock price by H. Wang.