krzysztof
burdzy
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Preprints
 
 
 
 
  • Differentiability of stochastic flow of reflected Brownian motions
    PDF file
  • Multiplicative functional for reflected Brownian motion via deterministic ODE (with J. Lee)
    PDF file
  • Stationary distributions for diffusions with inert drift (with R. Bass, Z. Chen and M. Hairer)
    PDF file
  • A change of variable formula with Ito correction term (with J. Swansosn)
    PDF file
  • The Skorokhod problem in a time-dependent interval (with W. Kang and K. Ramanan)
    PDF file
  • Markov processes with product-form stationary distribution (with D. White)
    PDF file
  • On pathwise uniqueness for reflecting Brownian motion in $C^{1+\gamma}$ domains (with R. Bass)
    PDF file
  • Mirror couplings and Neumann eigenfunctions (with R. Atar)
    PDF file