Markov processes and related topics: a festschrift for Thomas G. Kurtz

A four-day conference, "Markov Processes and Related Topics," was held at the University of Wisconsin-Madison July 10-13, 2006, in celebration of Tom Kurtz's 65th birthday and his many contributions to mathematics. Speakers were invited to submit a paper to this collection, and after a lengthy refereeing and editing process, the present "Festschrift" volume has emerged.

Preface -- Publications of Thomas G. Kurtz -- The Decomposition-Separation Theorem for Finite Nonhomogeneous Markov Chains and Related Problems -- Conditional Limit Laws and Inference for Generation Sizes of Branching Processes -- Absorption Time Distribution for an Asymmetric Random Walk -- Fractional Stability of Diffusion Approximation for Random Differential Equations -- From Particles with Random Potential to a Nonlinear Vlasov-Fokker-Planck Equation -- Diffusion Processes on Manifolds -- Stochastic Equations Driven by a Cauchy Process -- On Detecting Fake Coin Flip Sequences -- A Class of Multivariate Micromovement Models of Asset Price and Their Bayesian Model Selection via Filtering -- Determining the Optimal Control of Singular Stochastic Processes Using Linear Programming -- A Degenerate Variance Control Problem with Discretionary Stopping -- Double Skorokhod Map and Reneging Real-Time Queues -- Bounding Stationary Expectations of Markov Processes -- Internet Traffic and Multiresolution Analysis -- Maximum Queue Length of a Fluid Model with an Aggregated Fractional Brownian Input -- Fluid Model for a Data Network with a-Fair Bandwidth Sharing and General Document Size Distributions: Two Examples of Stability -- No Arbitrage and General Semimartingales -- Optimal Asset Allocation under Forward Exponential Performance Criteria -- Estimates of Dynamic VaR and Mean Loss Associated to Diffusion Processes -- A Duality Identity between a Model of Bacterial Recombination and the Wright-Fisher Diffusion.