Seminar on Stochastic Processes, 1988

Name: Seminar on Stochastic Processes, 1988
Author: Cinlar

The Riesz Transform Associated with Second Order Differential Operators.
The Optional Stochastic Integral.
On Brownian Excursions in Lipschitz Domains II: Local Asymptotic Distributions.
Gauge Theorem for Unbounded Domains.
Reminiscences of Some of Paul Levy’s Ideas in Brownian Motion and in Markov Chains.
Conditional Brownian Motion, Whitney Squares, and the Conditional Gauge Theorem.
Local Field Gaussian Measures.
Some Formulas for the Energy Functional of a Markov Process.
Note on the 3G Theorem (d=2).
The Independence of Hitting Times and Hitting Positions to Spheres for Drifted Brownian Motion.
The Exact Hausdorff Measure of Brownian Multiple Points II.
On a Stability Property of Harmonic Measures.
Behavior of Excessive Functions of Certain Diffusions Under the Action of the Transition Semigroup.
A Maximal Inequality.
Some Results for Functions of Kato Class in Domains of Infinite Measure.
Some Properties of Invariant Functions of Markov Processes.
Right Brownian Motion and Representation of Initial Problem.