|
|
 |
Brownian Motion and Analysis
PIMS-UBC 2008 Summer School in Probability
Class materials
Lecture set I:
PowerPoint,
PDF
Lecture set II:
PowerPoint,
PDF
Lecture set III:
PowerPoint,
PDF
Lecture set IV:
PowerPoint,
PDF
Published articles and preprints
- Brownian paths and cones. Ann. Probab. 13,
1985, 1006-1010
PDF
- Brownian excursions and minimal thinness, I.
Ann. Probab. 15, 1987, 676-689
PDF
- Geometric properties of 2-dimensional Brownian
paths. Probability Theory and Related Fields 81,
1989, 485-505
PDF
- Lifetimes of conditioned diffusions.
Probab. Th. Rel. Fields 91, 1992, 405--443.
PDF
-
A Fleming-Viot particle representation of Dirichlet Laplacian
Comm. Math. Phys. 214 (2000) 679-703
PDF
- Uniqueness for reflecting Brownian motion in lip domains
Ann. I. H. Poincaré 41 (2005) 197-235
PDF
- Traps for reflected Brownian motion
Math. Z. 252 (2006) 103-132
PDF
- Synchronous couplings of reflected Brownian motions in
smooth domains Illinois J. Math., Doob Volume
50 (2006) 189-268
PDF
- On the Robin problem in fractal domains
Proc. London Math. Soc. 96 (2008), 273-311
PDF
- Pathwise uniqueness for two dimensional reflecting
Brownian motion in certain planar Lipschitz domains
Electr. Comm. Probab. 11 (2006) paper 18, pages 178-181.
PDF
- Discrete approximations to reflected Brownian motion
Ann. Probab. 36, (2008) 698-727
PDF
- On pathwise uniqueness for reflecting Brownian motion
in $C^{1+\gamma}$ domains (preprint)
PDF
- Stationary distributions for diffusions with inert
drift (preprint)
PDF
|
|