VII: 26, 284-290, LNM 321 (1973)
ROST, Hermann
Relaxation in infinite spin systems (Statistical mechanics)
The existence of a stochastic process describing an infinitely many interacting particle system is proved
Comment: This is related to Sullivan, Zeit. für W-theorie, 31, 1974
Keywords: Interacting particle systems
Nature: Original
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X: 12, 194-208, LNM 511 (1976)
ROST, Hermann
Skorohod stopping times of minimal variance (Markov processes)
Root's (Ann. Math. Stat., 40, 1969) solution of the Shorohod imbedding problem for Brownian motion uses the hitting time of a barrier in space-time. Here Root's construction is extended to general Markov processes, an optimality property of Root's stopping times is proved, as well as the uniqueness of such stopping times
Comment: For previous work of the author on Skorohod's imbedding see Ann. M. Stat. 40, 1969 and Invent. Math. 14, 1971, and in this Seminar 523, 613, 806. A general survey on the Skorohod embedding problem is Ob\lój, Probab. Surv. 1, 2004
Keywords: Skorohod imbedding
Nature: Original
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XVIII: 10, 127-143, LNM 1059 (1984)
ROST, Hermann
Diffusion de sphères dures dans la droite réelle : comportement macroscopique et équilibre local
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