PUBLICATIONS
- Stochastic analysis on the extended sample space and tightness
results.
Probab. Theory Relat. Fields, 86 (1990),
517-549.
- On reflected Dirichlet spaces.
Probab. Theory
Relat. Fields, 94 (1992), 135-162.
- Pseudo Jordan domains and reflecting Brownian motions.
Probab. Theory Relat. Fields, 94 (1992), 271-280.
- On reflecting diffusion processes and Skorokhod
decompositions.
Probab. Theory Relat. Fields, 94 (1993), 281-316.
- Reflecting
Brownian motions: quasimartingales and strong Caccioppoli sets.
Potential Analysis, 2 (1993), 219-243.
(with P.J. Fitzsimmons and R.J. Williams)
- The binding capacity is a probability
density function.
Biophysical Journal, 65 (1993), 164-170.
(with E. DiCera)
- Switched diffusion processes and systems
of elliptic equations--a Dirichlet space approach.
Proc. Royal Soc. Edinburgh, 124A (1994),
673-701. (with Z. Zhao)
- On the existence of
positive solutions of semilinear elliptic equations with Dirichlet
boundary conditions.
Math. Ann. 298 (1994),
543-556. (with R.J. Williams and Z. Zhao)
- A Sobolev inequality
and Neumann heat kernel estimate for unbounded domains.
Math. Research Letters, 1 (1994), 177-184.
(with R.J. Williams and Z. Zhao)
- Quasi-homeomorphisms of
Dirichlet forms.
Nagoya J. Math. 136 (1994), 1-15.
(with Z.M. Ma and M. Roeckner)
- Diffusion processes and second order
elliptic operators with singular coefficients for lower order terms.
Math. Ann. 302 (1995), 323-357.
(with Z. Zhao)
- On the existence of
positive solutions of semilinear elliptic equations with Neumann
boundary conditions.
Probab. Theory Relat.
Fields, 101 (1995), 251-276.
(with R.J. Williams and Z. Zhao)
- Non-negative
solutions for semilinear elliptic equations with
boundary conditions--a probabilistic approach.
Proceedings of Symposia in Pure Mathematics,
vol. 57 (1995), 65-82.
(with R.J. Williams and Z. Zhao)
- Reflecting Brownian motions
and a deletion result for Sobolev spaces of order (1,2).
Potential Analysis, 5 (1996). 383-401.
- Potential theory for elliptic systems.
Ann. Probab. 24 (1996), 293-319.
(with Z. Zhao)
- Holomorphic diffusions and
boundary behavior of harmonic functions.
Ann. Probab. 25 (1997), 1103-1134.
(with R. Durrett and G. Ma)
- Harnack principle for weakly coupled elliptic systems.
Journal of Differential Equations, 139 (1997), 261-282.
(with Z. Zhao)
- Stability and approximations
of symmetric diffusion semigroups and kernels.
J. Funct. Anal. 152 (1998), 255-280.
(with Y. Hu, Z. Qian and W. Zheng)
- Estimates on Green functions and Poisson kernels
of symmetric stable processes in bounded domains.
Math. Ann. 312 (1998), 465-501.
(with R. Song)
- Intrinsic ultracontractivity and conditional
gauge for symmetric stable processes.
J. Funct. Anal. 150 (1997), 204-239.
(with R. Song)
- Weak convergence of reflecting Brownian motions.
Elect. Comm. Probab. 3 (1998), 29-33.
(with K. Burdzy)
- Martin boundary and integral representation for
harmonic functions of symmetric stable processes.
J. Funct. Anal. 159 (1998), 267-294.
(with R. Song)
- On the existence of
positive solutions for semilinear
elliptic equations with singular lower order coefficients
and Dirichlet boundary conditions.
Math. Ann.
315 (1999), 735--769.
(with R.J. Williams and Z. Zhao)
- Intrinsic ultracontractivity, conditional lifetimes
and conditional gauge for symmetric
stable processes on rough domains.
Ill. J. Math. 44 (2000), 138--160.
(with R. Song)
- Local time flow related to skew Brownian motion.
Ann. Probab. 29 (2001), 1693--1715.
(with K. Burdzy)
- Multidimensional symmetric stable processes.
Korean J. Comput. Appl. Math.
6 (1999), 227-266
- Crossing estimates for symmetric Markov processes.
Probab. Theory Relat. Fields.
120 (2001), 68-84.
(with P.J. Fitzsimmons and R. Song)
- A Note on Green function estimates
for symmetric stable processes.
In Recent Developments in Stochastic Analysis and
Related Topics, p.125-135.
Proceedings of the First Sino-German
Conference on Stochastic Analysis (2002). World Scientific, 2004.
(with R. Song)
- Stochastic differential equations for Dirichlet processes.
Probab. Theory Relat. Fields, 121 (2001), 422-446.
(with R. Bass)
- The heat equation in time dependent domains
with insulated boundaries.
J. Math. Anal. Appl.
294 (2004), 581-595.
(with K. Burdzy and J. Sylvester)
- Heat equation and reflected Brownian motion
in time dependent domains.
Ann. Probab. 32 (2004), 775-804.
(Joint with K. Burdzy and J. Sylvester)
- Heat equation and reflected Brownian motion
in time dependent domains II: Singularities of Solutions.
J. Funct. Anal. 204 (2003), 1-34.
(with K. Burdzy and J. Sylvester)
- Girsanov and Feynman-Kac type
transformations for symmetric Markov processes.
Ann. Inst. Henri Poincare Probab. Statist.,
38 (2002), 475-505.
(with T.-S. Zhang)
- General gauge and conditional gauge theorems.
Ann. Probab. 30 (2002), 1313-1339.
(with R. Song)
- Brownian motion with singular drift.
Ann. Probab. 31 (2003), 791-817. (with R. Bass)
- Coalescence of synchronous couplings.
Probab. Theory Relat. Fields, 123 (2002), 553--578.
(with K. Burdzy)
- Conditional gauge theorem for non-local Feynman-Kac
transforms.
Probab. Theory Relat. Fields,
125 (2003), 45-72.
(with R. Song)
- Gaugeability and conditional gaugeability.
Trans. Amer. Math. Soc.
354 (2002), 4639--4679.
- Censored stable processes.
Probab. Theory Relat. Fields.
127 (2003), 89--152.
(with K. Bogdan and K. Burdzy)
- Hardy inequality for censored stable processes.
Tohoku Math. J. 55 (2003), 439-450.
(with R. Song)
- Drift transforms and Green function estimates
for discontinuous processes.
J. Funct. Anal. 201 (2003), 262-281.
(with R. Song)
- Green function estimate for censored
stable processes.
Probab. Theory Relat. Fields
124 (2002), 595-610.
(with P. Kim)
- Uniqueness for reflecting Brownian motion in lip domains.
Ann. Inst. Henri Poincare Probab. Statist. 41 (2005),
197-235.
(with R. Bass and K. Burdzy)
- Analytic characterization of conditional gaugeability
for non-local Feynman-Kac transforms.
J. Funct. Anal. 202 (2003), 226-246.
-
Absolute continuity of symmetric Markov processes.
Ann. Probab. 32 (2004), 2067-2098.
(Joint with P.J. Fitzsimmons, M. Takeda, J. Ying and T.-S. Zhang)
- Stochastic differential equations driven by
stable processes for which pathwise uniqueness fails.
Stochastic Process Appl. 111 (2004), 1-15.
(with R. Bass and K. Burdzy)
- Heat kernel estimates for stable-like processes
on d-sets.
Stochastic Process Appl. 108 (2003),
27-62.
(with T. Kumagai)
- Traps for reflecting Brownian motion.
Math. Z. 252 (2006), 103-132. (with K. Burdzy and D. Marshall)
- Stability of Martin boundary
under non-local Feynman-Kac perturbations.
Probab. Theory Relat. Fields,
128 (2004), 525-564.
(with P. Kim)
- Boundary trace of reflecting Brownian motions.
Probab. Theory Relat. Fields,
129 (2004), 1-17.
(with I. Benjamini and S. Rohde)
- Systems of equations driven by stable processes.
Probab. Theory Relat. Fields, 134 (2006), 175-214.
(with R. Bass)
- One-dimensional stochastic differential equations
with singular and degenerate coefficients.
Sankhya 67 (2005), 19-45. (with R. Bass)
- Two-sided eigenvalue estimates for subordinate processes
in domains.
J. Funct. Anal. 226 (2005),
90-113. (with R. Song)
-
Traces of symmetric Markov processes and their characterizations
Ann. Probab. 34 (2006), 1052-1102.
(with M. Fukushima and J. Ying)
- Continuity of eigenvalues of
subordinate processes in domains.
Math. Z. 252 (2006), 71-89. (with R. Song)
- Synchronous couplings of reflected Brownian motions in smooth domains.
Ill. J. Math. 50 (2006) (Special volume in memory
of Joseph Doob), 189-268. (with K. Burdzy and P. Jones)
- Entrance law, exit system and
Levy system of time-changed processes.
Ill. J. Math. 50 (2006) (Special volume in memory
of Joseph Doob), 269-312. (with M. Fukushima and J. Ying)
- On the Robin problem in fractal domains.
Proc. London
Math. Soc. 96 (2008), 273-311. (with R. F. Bass and K. Burdzy)
- Comparision of potential theoretic properties of
rough domains.
Proc. Amer. Math. Soc. 134 (2006), 3247-3253.
(with K. Burdzy)
- Shy couplings.
Probab. Theory Relat. Fields, 137 (2007), 345-377.
(with I. Benjamini and K. Burdzy)
- Spectral properties of
subordinate processes in domains.
In Stochastic Analysis and Partial Differential Equations,
77-84.
(Eds. G-Q Chen, E. Hsu and M. Pinsky.)
AMS Compt. Math. 429 (2007).
(with R. Song)
- Extending Markov processes in weak duality
by Poisson point processes of excursions.
Proceedings of the Abel Symposium 2005,
Stochastic Analysis and Applications-A Symposium in Honor
of Kiyosi Ito.
(Eds. F.E. Benth, G. Di
Nunno, T. Lindstrom, B. Oksendal and T. Zhang.) Springer, 2007,
pp153-196. (with M. Fukushima and J. Ying)
- Pathwise uniqueness for a degenerate
stochastic differential equation.
Ann. Probab. 35 (2007), 2385-2418.
(with R. Bass and K. Burdzy)
- Heat kernel estimates for jump processes of mixed
types on metric measure spaces.
Probab. Theory Relat. Fields 140 (2008),
277-317. (with T. Kumagai)
- One-point extensions of Markov processes by darning.
Probab. Theory Relat. Fields 141 (2008), 61-112.
(with M. Fukushima)
- Stochastic calculus for symmetric
Markov processes.
Ann. Probab. 36 (2008), 931-970.
Errata. Ann. Probab. 40 (2012), 1375-1376.
(with P. J. Fitzsimmons, K. Kuwae and T.-S. Zhang)
- Perturbation of symmetric Markov processes.
Probab. Theory Relat. Fields 140 (2008), 239-275.
(with P. J. Fitzsimmons, K. Kuwae and T.-S. Zhang)
- Non-local Dirichlet forms and symmetric jump processes.
Trans. Amer. Math.
Soc. 361 (2009), 1963-1999.
(with M. T. Barlow, R. F. Bass and M. Kassmann)
- Limit theorems for branching Markov processes.
J. Funct. Anal. 250 (2007), 374-399.
(with Y. Shiozawa)
- On Feller's boundary problem
for Markov processes in weak duality.
J. Funct. Anal. 252 (2007), 710-733.
(with M. Fukushima)
- Discrete approximations to
reflected Brownian motion.
Ann. Probab. 36 (2008), 698-727. (with K. Burdzy)
- On Feynman-Kac perturbation of symmetric Markov processes.
In Proceedings of Functional Analysis IX,
Dubrovnik, Croatia, 2005, pp. 39-43.
- Interacting superprocesses with
discontinuous spatial motion.
Forum Math. 24 (2012), 1183-1223.
(with H. Wang and J. Xiong)
- Flux and lateral conditions for symmetric Markov
processes.
Potential Analysis 29 (2008), 241-269. (with M. Fukushima)
- Schramm-Loewner equations driven by symmetric stable processes.
Comm. Math. Phys. 285 (2009), 799-824. (with S. Rohde)
- An almost sure scaling limit theorem for Dawson-Watanabe superprocesses
J. Funct. Anal. 254 (2008), 1988-2019.
(with Y. Ren and H. Wang)
- Exit time, Green function and
semilinear elliptic equations.
Elect. J. Probab. 14 (2009), 50-71.
(with R. Atar and S. Athreya)
- Weighted Poincaré inequality
and heat kernel estimates for finite range jump processes.
Math. Ann. 342 (2008), 833-883.
(with P. Kim and T. Kumagai)
- Time-reversal and elliptic boundary value problems.
Ann. Probab. 37 (2009), 1008-1043. (with T.-S. Zhang)
- On general perturbations of symmetric Markov processes.
J. Math. Pures et
Appliquées 92 (2009), 363-374.
(with P. Fitzsimmons, K. Kuwae and T.-S. Zhang)
- Stochastic evolution equations driven by stable processes.
Osaka J. Math. 48 (2011), 311-327. (with T.-S. Zhang)
- Heat kernel estimates for Dirichlet fractional Laplacian.
J. Euro. Math. Soc. 12 (2010), 1307-1329.
(with P. Kim and R. Song)
- Two-sided heat kernel estimates for censored
stable-like processes.
Probab. Theory Relat. Fields 146 (2010), 361-399.
(with P. Kim and R. Song)
- Stationary distributions for diffusions with inert drift.
Probab. Theory Relat. Fields 146 (2010), 1-47.
(with R. Bass, K. Burdzy and M. Hairer)
- On doubly Feller property.
Osaka J. Math. 46 (2009), 909-930.
(with K. Kuwae)
- On unique extension of time changed
reflecting Brownian motions.
Ann. Inst. Henri Poincare Probab. Statist.
45 (2009), 864-875. (with M. Fukushima)
- A priori Hölder estimate, parabolic Harnack
principle and heat kernel estimates for diffusions with jumps.
Revista Matematica Iberoamericana 26 (2010), 551-589.
(with T. Kumagai)
- On notions of harmonicity.
Proc. Amer. Math. Soc. 137 (2009), 3497-3510.
- On heat kernel estimates and parabolic Harnack inequality for jump
processes on metric measure spaces.
Acta Mathematica Sinica, English Series 25 (2009), 1067-1086.
(with P. Kim and T. Kumagai)
-
Symmetric jump processes and their heat kernel estimates.
Sci. China Ser. A. 52 (2009), 1423-1445.
- Boundary Harnack principle for Δ + Δα/2.
Trans. Amer. Math. Soc. 384 (2012), 4169-4205.
(with P. Kim, R. Song and Z. Vondracek)
- Regularity of harmonic functions for a class of singular
stable-like processes.
Math. Z. 266 (2010), 489-503. (with R. F. Bass)
- Global heat kernel estimates for fractional Laplacians in unbounded
open sets.
Probab. Theory Relat. Fields.
149 (2011), 373-395. (with J. Tokle)
- Sharp heat kernel estimates for relativistic stable processes
in open sets.
Ann. Probab. 40 (2012), 213-244.
(with P. Kim and R. Song)
- Green function estimates for relativistic stable processes
in half-space-like open sets.
Stochastic Process Appl. 121 (2011),
1148-1172. (with P. Kim and R. Song)
- Dirichlet heat kernel estimates for Δα/2
+ Δβ/2.
Ill. J. Math. 54 (2010)
(Special issue in honor of D. Burkholder), 1357-1392.
(with P. Kim and R. Song)
- An L2-theory for a class of SPDEs
driven by Lévy processes.
Sci. in China, Series A 55 (2012)
(Special issue on Probability), 2233-2246.
(with K.-H. Kim)
- Sharp Green function estimates for Δ
+ Δα/2 in C1,1 open sets
and their applications.
Ill. J. Math.
54 (2010) (Special issue
in honor of D. Burkholder), 981-1024.
(with P. Kim, R. Song and Z. Vondracek)
- On subhamonicity for symmetric Markov processes.
J. Math. Soc. Japan, 64 (2012), 1181-1209. (with K. Kuwae)
-
Archimedes' principle for Brownian liquid.
Ann. Appl. Probab. 21 (2011), 2053-2074.
(with K. Burdzy and S. Pal)
- Heat kernel estimates for Δ
+ Δα/2 in C1,1 open sets.
J. London Math. Soc. 84 (2011), 58-80.
(with P. Kim and R. Song)
- Global heat kernel estimates for symmetric jump processes.
Trans. Amer. Math. Soc. 363 (2011), 5021-5055.
(with P. Kim and T. Kumagai)
- An Lp-theory of non-divergence form SPDEs driven
by Lévy processes.
To appear in Forum Math. (with K.-H. Kim)
- Discrete approximation of symmetric jump processes on
metric measure spaces.
Probab. Theory Relat. Fields 155 (2013),
703-749. (with P. Kim and T. Kumagai)
- Global heat kernel estimate for relativistic stable processes in
half-space-like open sets.
Potential Analysis. 36 (2012),
235-261. (with P. Kim and R. Song)
- Dirichlet heat kernel estimates for fractional Laplacian
under gradient perturbation.
Ann. Probab. 40 (2012), 2483-2538.
(with P. Kim and R. Song)
- Brownian earthworm.
To appear in Ann. Probab. (with K. Burdzy and S. Pal)
- A localization formula in Dirichlet form theory.
Proc. Amer. Math. Soc. 140 (2012),
1815-1822. (with M. Fukushima)
- Global heat kernel estimates for
Δ + Δα/2
in half-space-like domains.
Eletronic J. Probab.17 (2012),
Paper 32, 1-31.
(with P. Kim and R. Song)
- Uniform integrability of exponential martingales and
spectral bounds of non-local Feynman-Kac semigroups.
In Stochastic Analysis and Applications to Finance,
Essays in Honor of Jia-an Yan. (Eds by T. Zhang and X. Zhou), 2012.
pp.55-75.
- Reflecting random walk in fractal domains.
To appear in Ann. Probab. (with K. Burdzy)
- Lp-independence of
spectral bounds of generalized non-local Feynman-Kac semigroups
J. Funct. Anal. 262 (2012), 4120-4139.
- Space-time fractional diffusion on bounded
domains.
J. Math. Anal. Appl. 393 (2012),
479-488.
(with M. M. Meerschaert and E. Nane)
- Global heat kernel estimate for relativistic stable
processes in exterior open sets.
J. Funct. Anal. 263 (2012), 448-475.
(with P. Kim and R. Song)
- Stability of Dirichlet heat kernel estimates for non-local
operators under Feynman-Kac perturbation.
To appear in Trans. Amer. Math. Soc. (with P. Kim and R. Song)
- A probabilistic approach to mixed boundary value problems
for elliptic operators with singular coefficients.
To appear in Proc. Amer. Math. Soc. (with T. Zhang)
- Perturbation by non-local operators.
Preprint 2012. (with J. Wang)
- Chordal Komatu-Loewner equation and Brownian motion with darning
in multiply connected domains.
Preprint 2013. (with M. Fukushima and S. Rohde)
- Dirichlet heat kernel estimates for rotationally symmetric
L\'evy processes.
Preprint 2013. (with P. Kim and R. Song)
- Dirichlet heat kernel estimates for subordinate Brownian motions
with Gaussian components.
To appear in J. Reine Angew. Math..
(with P. Kim and R. Song)
- Uniqueness of stable processes with drifts.
Preprint 2013. (with L. Wang)
- Quenched invariance principles for random walks and
elliptic diffusions in random media with boundary.
Preprint 2013. (with D.A. Croydon and T. Kumagai)
- On uniform positivity of transition densities of
small noise constrained diffusions.
Preprint 2013. (with A. Budhiraja)
- Heat kernels and analyticity of non-symmetric
jump diffusion semigroups.
Preprint 2013. (with X. Zhang)
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