Seminar on Stochastic Processes, 1988

Front Matter....Pages i-vii
The Riesz transforms associated with second order differential operators....Pages 1-43
The Optional Stochastic Integral....Pages 45-54
On Brownian Excursions in Lipschitz Domains Part II. Local Asymptotic Distributions....Pages 55-85
Gauge Theorem for Unbounded Domains....Pages 87-98
Reminiscences of some of Paul Lévy’s ideas in Brownian Motion and in Markov Chains....Pages 99-107
Conditional Brownian Motion, Whitney Squares and the Conditional Gauge Theorem....Pages 109-119
Local Field Gaussian Measures....Pages 121-160
Some Formulas for the Energy Functional of a Markov Process....Pages 161-182
Note on the 3G Theorem (d = 2)....Pages 183-184
The Independence of Hitting Times and Hitting Positions to Spheres for Drifted Brownian Motions....Pages 185-192
The Exact Hausdorff Measure of Brownian Multiple Points, II....Pages 193-197
On a Stability Property of Harmonic Measures....Pages 199-212
Behaviour of Excessive Functions of Certain Diffusions under the Action of the Transition Semi-Group....Pages 213-219
A Maximal Inequality....Pages 221-224
Some Results for Functions of Kato Class in Domains of Infinite Measure....Pages 225-237
Some Properties of Invariant Functions of Markov Processes....Pages 239-244
Right Brownian Motion and Representation of Initial Problem....Pages 245-247
Back Matter....Pages 249-249