This volume consists of about half of the papers presented during a
three-day seminar on stochastic processes held at Northwestern
University in April 1981. The aim of the seminar was to bring together a
small group of kindred spirits working on stochastic processes and to
provide an informal atmosphere for them to discuss their current work.
We plan to hold such a seminar once a year, with slight variations in
emphasis to reflect the changing concerns and interests within the
field. The invited participants in this year's seminar were J. AZEMA,
R.M. BLUMENTHAL, R. CARMONA, K.L. CHUNG, R.K. GETOOR, J. JACOD, F.
KNIGHT, S.OREY, A.O. PITTENGER, J. PITMAN, P. PROTTER, M.K. RAO, M.
SHARPE, and J. WALSH. We thank them and other participants for the
productive liveliness of the seminar. As mentioned above, the present
volume is only a fragment of the work discussed at the seminar, the
other papers having been already committed to otherpublications. The
seminar was made possible through the enlightened support of the Air
Force Office of Scientific Research, Grant No. 80-0252. We are grateful
to them as well as the publisher, Birkhauser Boston, for their support
and encouragement.