Publications
Books
  1. The Search for Certainty. On the Clash of Science and Philosophy of Probability. World Scientific, Hackensack, NJ, 2009.
  2. Cutting Brownian paths Memoir AMS, 95pp., Number 657, Volume 137, American Mathematical Society, Providence, RI, January 1999 (with R. Bass) Math review 99g:60146
  3. Seminar on Stochastic Processes 1992, 276pp., Birkhäuser, Boston 1993 (managing editor, with R. Bass) Math review 94m:60003
  4. Multidimensional Brownian Excursions and Potential Theory, 172pp. Longman, London 1987 Math review 89d:60146
Research articles
  1. Fractal trace of earthworms Phys. Rev. E 87 no. 5, May 2013 (with R. Holyst and L. Pruski)
  2. Comparison of quenched and annealed invariance principles for random conductance model (preprint, with M. Barlow and A. Timar) (Math ArXiv version)
  3. Forward Brownian motion (preprint, with M. Scheutzow) (Math ArXiv version)
  4. Joint convergence along different subsequences of the signed cubic variation of fractional Brownian motion Probab. Theory Rel. Fields (to appear, with D. Nualart and J. Swanson) (Math ArXiv version)
  5. Permutations with given peak set Journal of Integer Sequences 16 (2013) Article 13.6.1 (with S. Billey and B. Sagan)
  6. Rubber bands, pursuit games and shy couplings (preprint, with M. Bramson and W. Kendall)
  7. Invisibility via reflecting coating J. London Math. Soc. (to appear, preprint, with T. Kulczycki)
  8. Deterministic approximations of random reflectors Trans. Amer. Math. Soc. (to appear, preprint, with O. Angel and S. Sheffield)
  9. Extinction of Fleming-Viot-type particle systems with strong drift Electron. J. Probab. 17 (2012), paper 11, 1-15 (with M. Bieniek and S. Pal)
  10. Reflecting random walk in fractal domains Ann. Probab. (to appear, preprint, with Z. Chen)
  11. Brownian earthworm Ann. Probab. (to appear, preprint, with Z. Chen and S. Pal)
  12. Isolated zeros for Brownian motion with variable drift Electron. J. Probab. 16 (2011), paper 65, 1793-1815 (with T. Antunovic, Y. Peres and J. Ruscher)
  13. Stationary distributions for jump processes with memory Ann. I. H. Poincaré 48 (2012) 609-630 (with T. Kulczycki and R. Schilling)
  14. Stationary distributions for jump processes with inert drift, Malliavin Calculus and Stochastic Analysis: A Festschrift in Honor of David Nualart, Springer Proceedings in Mathematics & Statistics 34, Springer, New York, 2013, 139-172 (with T. Kulczycki and R. Schilling)
  15. Non-uniqueness for non-negative solutions of parabolic stochastic partial differential equations Illinois J. Math., Burkholder Volume 54 (2010) 1481-1507 (with C. Mueller and E. Perkins)
  16. Shy Couplings, CAT(0) Spaces, and the Lion and Man Ann. Probab. 41 (2013) 744-784 (with M. Bramson and W. Kendall)
  17. Comment on article by Robert Bayesian Analysis 5 (2010) 233-236.
  18. Crowding of Brownian spheres ALEA Lat. Am. J. Probab. Math. Stat. 7 (2010) 193-205 (with S. Pal and J. Swanson)
  19. Archimedes' principle for Brownian liquid Ann. Appl. Probab. 21 (2011) 2053-2074 (with Z. Chen and S. Pal)
  20. Markov processes on time-like graphs Ann. Probab. 39 (2011) 1332-1364 (with S. Pal)
  21. Non-extinction of a Fleming-Viot particle model Probab. Theory Rel. Fields 153 (2012) 293-332 (with M. Bieniek and S. Finch)
  22. Differentiability of stochastic flow of reflected Brownian motions Electron. J. Probab. 14 (2009) 2182-2240.
  23. Multiplicative functional for reflected Brownian motion via deterministic ODE Illinois J. Math., Burkholder Volume, 54 (2010) 895-925 (with J. Lee)
  24. Stationary distributions for diffusions with inert drift Probab. Theory Rel. Fields 146 (2010) 1-47 (with R. Bass, Z. Chen and M. Hairer)
  25. A change of variable formula with Ito correction term Ann. Probab. 38 (2010) 1817-1869 (with J. Swanson)
  26. The Skorokhod problem in a time-dependent interval Stoch. Process. Appl. 119 (2009) 428-452 (with W. Kang and K. Ramanan)
  27. Markov processes with product-form stationary distribution Electron. Comm. Probab. 13 (2008) 614-627 (with D. White)
  28. On pathwise uniqueness for reflecting Brownian motion in $C^{1+\gamma}$ domains Ann. Probab. 36 (2008) 2311-2331 (with R. Bass)
  29. Brownian motion with inert drift, but without flux: a model Physica A 384 (2007) 278-284 (with R. Holyst and L. Pruski)
  30. Discrete approximations to reflected Brownian motion Ann. Probab. 36, (2008) 698-727 (with Z. Chen)
  31. Mirror couplings and Neumann eigenfunctions Indiana U. Math. J. 57 (2008) 1317-1353. (with R. Atar)
  32. Pathwise uniqueness for a degenerate stochastic differential equation Ann. Probab. 35, (2007) 2385-2418 (with R. Bass and Z. Chen)
  33. Pathwise uniqueness for two dimensional reflecting Brownian motion in certain planar Lipschitz domains Electr. Comm. Probab. 11 (2006) paper 18, pages 178-181. (with R. Bass)
  34. Shy couplings Probab. Theory Rel. Fields 137 (2007) 345-377. (with I. Benjamini and Z. Chen)
  35. Comparison of potential theoretic properties of rough domains Proc. AMS 134 (2006), 3247-3253.
  36. On the Robin problem in fractal domains Proc. London Math. Soc. 96 (2008), 273-311 (with R. Bass and Z. Chen)
  37. An annihilating-branching particle model for the heat equation with average temperature zero Ann. Probab. 34, (2006) 2382-2405 (with J. Quastel)
  38. Synchronous couplings of reflected Brownian motions in smooth domains Illinois J. Math., Doob Volume 50 (2006) 189-268 (with Z. Chen and P. Jones)
  39. Neumann eigenfunctions and Brownian couplings Potential theory in Matsue. Proceedings of the International Workshop on Potential Theory, Matsue 2004. Advanced Studies in Pure Mathematics 44. Mathematical Society of Japan, 2006, pp. 11-23 (review paper)
  40. A Gaussian oscillator Electron. Comm. Probab. 9 (2004), paper 10, pp. 92-95 (with D. White)
  41. The "hot spots" problem in planar domains with one hole. Duke Math. J. 129 (2005) 481-502
  42. The heat equation in time dependent domains with insulated boundaries J. Math. Anal. Appl. 294 (2004) 581-595 (with Z. Chen and J. Sylvester)
  43. Coalescence on the high-dimensional sphere: a caricature for perfect simulation. Symposium in Honour of Ole E. Barndorff-Nielsen (Aarhus, 2000), 50-52, Memoirs, 16, Univ. Aarhus, Aarhus, 2000 (with W. Kendall)
  44. Traps for reflected Brownian motion Math. Z. 252 (2006) 103-132 (with Z. Chen and D. Marshall)
  45. The heat equation and reflected Brownian motion in time dependent domains. II. Singularities of solutions J. Func. Anal. 204 (2003) 1-34 (with Z. Chen and J. Sylvester)
  46. Lenses in skew Brownian flow Ann. Probab. 32 (2004) 3085-3115 (with H. Kaspi)
  47. Stochastic differential equations driven by stable processes for which pathwise uniqueness fails Stoch. Proc. and their Appl. 111 (2004) 1-15 (with R. Bass and Z. Chen)
  48. Erratum to "The supremum of Brownian local times on Hölder curves" Ann. I. H. Poincaré 38 (2002) 799-800 (with R. Bass)
  49. Super-Brownian motion with reflecting historical paths. II. Convergence of approximations Probab. Theory Rel. Fields 133 (2005) 145-174 (with L. Mytnik)
  50. Uniqueness for reflecting Brownian motion in lip domains Ann. I. H. Poincaré 41 (2005) 197-235 (with R. Bass and Z. Chen)
  51. On nodal lines of Neumann eigenfunctions Electron. Comm. Probab. 7, (2002) paper 14, p. 129-139 (with R. Atar)
  52. On Neumann eigenfunctions in lip domains Journal AMS 17 (2004) 243-265 (with R. Atar)
  53. Shocks and business cycles Advances in Theoretical Economics 5 (2005) 1-86, no. 1, article 2 (with D. Frankel)
  54. Censored stable processes Probab. Theory Rel. Fields 127 (2003) 89-152 (with K. Bogdan and Z. Chen)
  55. Mechanisms for facilitated target location and the optimal number of molecules in the diffusion search process Phys. Rev. E 64 (2001) article no. 011914 (with R. Holyst)
  56. Coalescence of synchronous couplings Probab. Theory Rel. Fields 123 (2002) 553-578 (with Z. Chen)
  57. Stable processes have thorns Ann. Probab. 31 (2003) 170-194 (with T. Kulczycki)
  58. Brownian motion reflected on Brownian motion Probab. Theory Rel. Fields 122 (2002) 471-493 (with D. Nualart)
  59. The heat equation and reflected Brownian motion in time dependent domains Ann. Probab.32 (2004) 775-804 (with Z. Chen and J. Sylvester)
  60. Super-Brownian motion with reflecting historical paths Probab. Theory Rel. Fields 121 (2001) 447-491 (with J.-F. Le Gall)
  61. The supremum of Brownian local times on Hölder curves Ann. Inst. Henri Poincaré 37 (2001) 627-642 (with R. Bass)
  62. Reduction of dimensionality in a diffusion search process and kinetics of gene expression Physica A, 277 (2000) 71-82) (with R. Holyst, M. Blazejczyk, G. Goralski and L. Bocquet)
  63. Coalescence of skew Brownian motions Seminaire de Probabilites XXXV, LNM 1755 (2001) 202-205 (with M. Barlow, H. Kaspi and A. Mandelbaum)
  64. A Fleming-Viot particle representation of Dirichlet Laplacian Comm. Math. Phys. 214 (2000) 679-703 (with R. Holyst and P. March)
  65. Diffusion on curved periodic surfaces Phys. Rev. E 60 (1999) 302-307 (with R. Holyst, D. Plewczynski and A. Aksimentiev)
  66. Fiber Brownian motion and the `hot spots' problem Duke Math. J. 105 (2000) 25-58 (with R. Bass) Math review 2001g:60190
  67. Local time flow related to skew Brownian motion Ann. Probab. 29 (2001) 1693-1715 (with Z.-Q. Chen)
  68. Variably skewed Brownian motion Electr. Comm. Probab. 5, (2000) paper 6, p. 57-66. (with M. Barlow, H. Kaspi and A. Mandelbaum) Math review 2001j:60146
  69. Weak convergence of reflecting Brownian motions Electr. Comm. Probab. 3, (1998) paper 4, p. 29-33 (with Z.-Q. Chen) Math review 99d:60091
  70. Efficient Markovian couplings: examples and counterexamples Ann. Appl. Probab. 10 (2000) 362-409. (with W. Kendall)
  71. A counterexample to the "hot spots" conjecture Ann. Math. 149 (1999) 309-317 (with W. Werner) Math review 2000b:35044
  72. Stochastic bifurcation models Ann. Probab. 27 (1999) 50-108 (with R. Bass) Math review 2000b:60201
  73. On minimal parabolic functions and time-homogeneous parabolic $h$-transforms Trans. Amer. Math. Soc. 351 (1999) 3499-3531 (with T. Salisbury) Math review 99m:60113
  74. Positivity of Brownian transition densities Electr. Comm. Probab. 2 (1997) paper 4, p. 41-53 (with M. Barlow and R. Bass) Math review 99e:60166
  75. On the time and direction of stochastic bifurcation. In Asymptotic Methods in Probability and Statistics. A Volume in Honour of Miklos Csorgo. B. Szyszkowicz, ed., pp. 483-500. Elsevier, Amsterdam, 1998. (with D. Frankel and A. Pauzner) Math review 99k:60148
  76. Brownian motion in a Brownian crack Ann. Appl. Probab. 8 (1998) 708-748 (with D. Khoshnevisan) Math review 99g:60147
  77. On the "hot spots" conjecture of J. Rauch J. Func. Anal. 164 (1999) 1-33 (with R. Bañuelos) Math review 2000m:35085
  78. Fast equilibrium selection by rational players living in a changing world Econometrica 69 (2001) 163-190 (with D. Frankel and A. Pauzner)
  79. Sets avoided by Brownian motion Ann. Probab. 26 (1998) 429-464 (with O. Adelman and R. Pemantle) Math review 99i:60152
  80. Configurational transition in a Fleming-Viot-type model and probabilistic interpretation of Laplacian eigenfunctions J. Phys. A 29, 1996, 2633-2642. (with R. Holyst, D. Ingerman and P. March)
  81. Eigenvalue expansions for Brownian motion with an application to occupation times, Electronic Journal of Probability 1, 1996, Paper 3, 1-19. (with R. Bass) Math review 97c:60201
  82. A critical case for Brownian slow points Probab. Th. Rel. Fields 105, 1996, 85-108. (with R. Bass) Math review 97m:60054
  83. The level sets of iterated Brownian motion Seminaire de Probabilites XXIX, J. Azéma, M. Emery, P.A. Meyer, M. Yor, eds., 1995, 231-236. (with D. Khoshnevisan) Math review 98k:60138
  84. No triple point of planar Brownian motion is accessible Ann. Probab. 24, 1996, 125-147 (with W. Werner) Math review 97j:60147
  85. Ito formula for an asymptotically 4-stable process Ann. Appl. Probab. 6, 1996, 200-217 (with A. Madrecki) Math review 99a:60042
  86. Sur quelques filtrations et transformations browniennes Seminaire de Probabilites XXIX, J. Azéma, M. Emery, P.A. Meyer, M. Yor, eds., 1995, 56-69. (with S. Attal, M. Émery and Y. Hu) Math review 98j:60111
  87. Iterated law of iterated logarithm Ann. Probab. 23, 1995, 1627--1643 (with J. San Martin) Math review 97d:60075
  88. Labyrinth dimension of Brownian trace (invited paper) Probability and Mathematical Statistics. Volume Dedicated to the Memory of Jerzy Neyman. 15, 1995, 165-193. Math review 97j:60146
  89. Conditioned Brownian motion in planar domains Probab. Th. Rel. Fields 101, 1995, 479-493 (with R. Bass) Math review 96b:60199
  90. 2-D Brownian motion in a system of reflecting barriers: effective diffusivity by a sampling method J. Phys. A: Math. General 27, 1994, 631-644. (with R. Holyst and D. Ingerman)
  91. An asymptotically 4-stable process J. Fourier Anal. Appl. Special Issue. Proceedings of the Conference in Honor of J.-P. Kahane, 1995, 97-117. (with A. Madrecki) Math review 96j:60072
  92. A Skorohod-type lemma and a decomposition of reflected Brownian motion Ann. Probab. 23, 1995, 586-604 (with E. Toby) Math review 96i:60045
  93. Excursion laws and exceptional points on Brownian paths. Seminaire de Probabilites XXVII, J. Azéma, P.A. Meyer, M. Yor, eds., Springer, Berlin, 1993, 177-181. Math review 95m:60118
  94. Variation of iterated Brownian motion. Measure-Valued Processes, Stochastic Partial Differential Equations and Interacting Systems, D.A. Dawson, ed., CRM Proceedings and Lecture Notes 5, 1994, 35-53. Math review 95h:60123
  95. On domain monotonicity of the Neumann heat kernel. J. Func. Anal. 116, 1993, 215-224 (with R. Bass) Math review 94k:60120
  96. Some path properties of iterated Brownian motion. Seminar on Stochastic Processes 1992 K.L. Chung, E. Cinlar and M.J. Sharpe, eds., Birkhäauser, Boston, 1993, 67-87. Math review 95c:60075
  97. Intersection local time for points of infinite multiplicity. Ann. Probab. 22, 1994, 566-625 (with R. Bass and D. Khoshnevisan) Math review 95j:60118
  98. A three-dimensional Brownian path reflected on a Brownian path is a free Brownian path. Letters Math. Phys. 27, 1993, 239-241 Math review 94c:60132
  99. 2-D Brownian motion in a system of traps: Application of conformal transformations. J. Phys. A: Math. General 25, 1992, 2463-2471 (with R. Holyst and T. Salisbury)
  100. The boundary Harnack principle for non-divergence form elliptic operators. J. London Math. Soc. 50, 1994, 157-169 (with R. Bass) Math review 95f:35058
  101. Non-polar points for reflected Brownian motion. Ann. Inst. Henri Poincaré 29, 1993, 199-228 (with D. Marshall) Math review 94g:60152
  102. The Martin boundary in non-Lipschitz domains. Trans. Amer. Math. Soc. 337, 1993, 361-378 (with R. Bass) Math review 93g:31019
  103. Hölder domains and the boundary Harnack principle. Duke Math. J. 64, 1991, 195-200 (with R. Bañuelos and R. Bass) Math review 92g:35077
  104. Hitting a boundary point with reflected Brownian motion. Seminaire de Probabilites XXVI, J. Azéma, P.A. Meyer, M. Yor, eds., 1992, 81-94. (with D. Marshall) Math review 94g:60151
  105. Lifetimes of conditioned diffusions. Probab. Th. Rel. Fields 91, 1992, 405-443. (with R. Bass) Math review 93e:60155
  106. A boundary Harnack principle in twisted Hölder domains. Ann. Math. 134, 1991, 253-276 (with R. Bass) Math review 92m:31006
  107. Rigorous exponent inequalities for random walks. J. Phys. A: Math. Gen. 23, 1990, L23-L28 (with G. Lawler) Math review 91a:60271
  108. A probabilistic proof of the boundary Harnack principle. Seminar on Stochastic Processes 1989 K.L. Chung, E. Cinlar and R. Getoor, eds., Birkhäuser, Boston, 1990, 1-16 (with R. Bass) Math review 92c:60106
  109. A representation of local time for Lipschitz surfaces. Probab. Th. Rel. Fields 84, 1990, 521-547 (with R. Bañuelos and R. Bass) Math review 91f:60139
  110. On non-increase of Brownian motion. Ann. Probab. 18, 1990, 978-980. Math review 91e:60234
  111. Non-intersection exponents for Brownian paths. Part II. Estimates and applications to a random fractal. Ann. Probab. 18, 1990, 981-1009. (with G. Lawler) Math review 91g:60097
  112. Non-intersection exponents for Brownian paths. Part I. Existence and an invariance principle. Probab. Th. Rel. Fields 84, 1990, 393-410 (with G. Lawler) Math review 91g:60096
  113. On the critical exponent for random walk intersections. J. Stat. Phys. 56, 1989, 1-12 (with G. Lawler and T. Polaski) Math review 91h:60073
  114. Brownian crossings between spheres, J. Math. Anal. Appl. 148, 1990, 101-120 (with J. Pitman and M. Yor) Math review 91h:31003
  115. Curvature of the convex hull of planar Brownian motion near its minimum point. Stoch. Proc. Their Appl. 33, 1989, 89-103 (with J. San Martin). Math review 91e:60233
  116. On Brownian excursions in Lipschitz domains. Part II. Local asymptotic distributions, Seminar on Stochastic Processes 1988 (E. Cinlar, K.L. Chung, R. Getoor, J. Glover, editors), 1989, 55-85, Birkhäuser, Boston. (with E. Toby and R.J. Williams) Math review 90k:60142
  117. Percolation dimension of fractals, J. Math. Anal. Appl. 145, 1990, 282-288 Math review 90m:28007
  118. Cut points on Brownian paths, Ann. Probab. 17, 1989, 1012-1036 Math review 90m:60091
  119. Harmonic measure on 3-dimensional Brownian paths. Math. Proc. Cambridge Phil. Soc. 104, 1988, 407-412 Math review 89i:60084
  120. Geometric properties of 2-dimensional Brownian paths. Probability Theory and Related Fields 81, 1989, 485-505 Math review 90g:60077
  121. Minimal fine derivatives and Brownian excursions Nagoya Math. J. 119, 1990, 115-132 Math review 92b:60067
  122. Some asymptotic laws for crossings and excursions. Colloque Paul Lévy sur les processus stochastiques. Asterisque 157-158, 59-74, Paris 1988 (with J.W. Pitman and M. Yor) Math review 90h:60070
  123. On Brownian paths connecting boundary points. Ann. Probab. 16, 1988, 1034-1038 Math review 89f:60086
  124. Remarks on angular derivative. Bull. Polish Acad. Sc. 34, 1986, 647-652 Math review 88d:30035
  125. Convergence of 2-dimensional h-processes. Probab. Math. Statist. 8, 1987, 49-52 Math review 89c:60094
  126. On Brownian excursions in Lipschitz domains, I. Local path properties. Trans. Amer. Math. Soc. 298, 1986, 289-306 (with R.J. Williams) Math review 88g:60183
  127. Brownian excursions and minimal thinness, III. Applications to the angular derivative problem. Math. Z. 192, 1986, 89-107 Math review 89b:60175
  128. Brownian excursions and minimal thinness, II. Applications to boundary behavior of the Green function. Seminar on Stochastic Processes 1985 (E. Cinlar, K.L. Chung, R.K. Getoor, eds.) 35-62 Birkhäuser, Boston Math review 88h:60150
  129. Brownian excursions and minimal thinness, I. Ann. Probab. 15, 1987, 676-689 Math review 88h:60149
  130. Brownian excursions from hyperplanes and smooth surfaces. Trans. Amer. Math. Soc. 295, 1986, 35-57 Math review 87j:60118
  131. On a theorem of Salisbury. Probab. Math. Statist. 6, 1985, 161-166 Math review 88f:60130
  132. Brownian paths and cones. Ann. Probab. 13, 1985, 1006-1010 Math review 86j:60183
  133. The reproducibility property of fuzzy control systems. J. Fuzzy Sets and Systems 9, 1983, 161-177 (with J. Kiszka) Math review 84d:93020
  134. On the non-existence of a selector of the maximal measure. Bull. Polish Acad. Sc. 29, 1981, 121-122 Math review 84h:28002
  135. Certain ways of sequential classification. Przeglad Statystyczny 27, 1980, 131-147 (in Polish, with J. Burdzy)
  136. On equivalence of the induction principle and the maximum principle. Bull. Lublin Sc. Soc., 1976 (in Polish, with J. Burdzy)
Other publications
  1. Mathematical articles and bottled water Notices AMS 49, May 2002, No. 5, p. 541, (online version)
  2. Introduction to the ejpecp class (package for a LaTeX2e class, online version) 2011 (with D. Chafai)
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