Differentiability of stochastic flow of reflected Brownian motions.
A Gaussian oscillator.
A counterexample to the “hot spots" conjecture.
Markov processes with product-form stationary distribution.
On nodal lines of Neumann eigenfunctions.
Eigenvalue expansions for Brownian motion with an application to occupation times.
Weak convergence of reflecting Brownian motions.
Pathwise uniqueness for reflecting Brownian motion in certain planar Lipschitz domains.
Excursion laws and exceptional points on brownian paths
On a book ``Philosophy of Chance'' by Michał Heller
The book is devoted to chance in all its aspects: historical, scientific, mathematical, and the relationship of all of these to some theological questions. The first part of the book, the ``prelude'', is a review of the development of the concept of probability from antiquity to the first steps towards the mathematical theory. The second part is more technical in nature---it is a review of the developments in the philosophical, mathematical and scientific fields in the last 100 years or so. And...
Positivity of Brownian transition densities.
Variably skewed Brownian motion.
Hitting a boundary point with reflected brownian motion
The level sets of iterated brownian motion
The supremum of brownian local times on Hölder curves
Erratum to “The supremum of brownian local times on Hölder curves”
Non-polar points for reflected brownian motion
Coalescence of skew brownian motions
Sur quelques filtrations et transformations browniennes
Uniqueness for reflecting brownian motion in lip domains
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