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C.}, TITLE = {Local times, occupation times, and the {L}ebesgue measure of the range of a {L}\'evy process}, BOOKTITLE = {Seminar on Stochastic Processes, 1989 (San Diego, CA, 1989)}, PAGES = {59--73}, PUBLISHER = {Birkh\"auser Boston}, ADDRESS = {Boston, MA}, YEAR = {1990}, } @article {Barlow:1988:NSC, AUTHOR = {Barlow, M. T.}, TITLE = {Necessary and sufficient conditions for the continuity of local time of {L}\'evy processes}, JOURNAL = {Ann. Probab.}, FJOURNAL = {The Annals of Probability}, VOLUME = {16}, YEAR = {1988}, NUMBER = {4}, PAGES = {1389--1427}, ISSN = {0091-1798}, CODEN = {APBYAE}, } @article {Shieh:1989:CLP, AUTHOR = {Shieh, Narn-Rueih}, TITLE = {Collisions of {L}\'evy processes}, JOURNAL = {Proc. Amer. Math. Soc.}, FJOURNAL = {Proceedings of the American Mathematical Society}, VOLUME = {106}, YEAR = {1989}, NUMBER = {2}, PAGES = {503--506}, ISSN = {0002-9939}, CODEN = {PAMYAR}, } @article {Port:1988:OTL, AUTHOR = {Port, S. 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Theory Related Fields}, FJOURNAL = {Probability Theory and Related Fields}, VOLUME = {76}, YEAR = {1987}, NUMBER = {3}, PAGES = {359--367}, ISSN = {0178-8051}, CODEN = {PTRFEU}, } @article {Rao:1987:PSL, AUTHOR = {Rao, Murali}, TITLE = {On polar sets for {L}\'evy processes}, JOURNAL = {J. London Math. Soc. (2)}, FJOURNAL = {The Journal of the London Mathematical Society. Second Series}, VOLUME = {35}, YEAR = {1987}, NUMBER = {3}, PAGES = {569--576}, ISSN = {0024-6107}, CODEN = {JLMSAK}, } @article {Janke:1985:RST, AUTHOR = {Janke, Steven J.}, TITLE = {Recurrent sets for transient {L}\'evy processes with bounded kernels}, JOURNAL = {Ann. Probab.}, FJOURNAL = {The Annals of Probability}, VOLUME = {13}, YEAR = {1985}, NUMBER = {4}, PAGES = {1204--1218}, ISSN = {0091-1798}, CODEN = {APBYAE}, } @article {Bass:1984:ESI, AUTHOR = {Bass, Richard F. and Pyke, Ronald}, TITLE = {The existence of set-indexed {L}\'evy processes}, JOURNAL = {Z. Wahrsch. Verw. 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Lecture Notes in Math., Vol. 258}, PUBLISHER = {Springer}, ADDRESS = {Berlin}, YEAR = {1972}, } @article {Peres:1996:IEB, AUTHOR = {Peres, Yuval}, TITLE = {Intersection-equivalence of {B}rownian paths and certain branching processes}, JOURNAL = {Comm. Math. Phys.}, FJOURNAL = {Communications in Mathematical Physics}, VOLUME = {177}, YEAR = {1996}, NUMBER = {2}, PAGES = {417--434}, ISSN = {0010-3616}, CODEN = {CMPHAY}, } @article {Pemantle:1996:TSB, AUTHOR = {Pemantle, Robin and Peres, Yuval and Shapiro, Jonathan W.}, TITLE = {The trace of spatial {B}rownian motion is capacity-equivalent to the unit square}, JOURNAL = {Probab. Theory Related Fields}, FJOURNAL = {Probability Theory and Related Fields}, VOLUME = {106}, YEAR = {1996}, NUMBER = {3}, PAGES = {379--399}, ISSN = {0178-8051}, CODEN = {PTRFEU}, } @article {Peres:1996:RIE, AUTHOR = {Peres, Yuval}, TITLE = {Remarks on intersection-equivalence and capacity-equivalence}, JOURNAL = {Ann. Inst. H. Poincar\'e Phys. 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Wahrsch. Verw. Gebiete}, FJOURNAL = {Zeitschrift f\"ur Wahrscheinlichkeitstheorie und Verwandte Gebiete}, VOLUME = {50}, YEAR = {1979}, NUMBER = {2}, PAGES = {149--157}, ISSN = {0044-3719}, } @article {Port:1971:IDPa, AUTHOR = {Port, Sidney C. and Stone, Charles J.}, TITLE = {Infinitely divisible processes and their potential theory, {I}}, JOURNAL = {Ann. Inst. Fourier (Grenoble)}, VOLUME = {21}, YEAR = {1971}, NUMBER = {2}, PAGES = {157--275}, } @article {Port:1971:IDPb, AUTHOR = {Port, Sidney C. and Stone, Charles J.}, TITLE = {Infinitely divisible processes and their potential theory, {I}{I}}, JOURNAL = {Ann. Inst. Fourier (Grenoble)}, VOLUME = {21}, YEAR = {1971}, NUMBER = {4}, PAGES = {179--265}, } @article {Chung:1962:RSR, AUTHOR = {Chung, K. L. and Ornstein, Donald}, TITLE = {On the recurrence of sums of random variables}, JOURNAL = {Bull. Amer. Math. Soc.}, VOLUME = {68}, YEAR = {1962}, PAGES = {30--32}, } @article {Ornstein:1969:RWI, AUTHOR = {Ornstein, Donald S.}, TITLE = {Random walks. {I}, {I}{I}}, JOURNAL = {Trans. Amer. Math. Soc. 138 (1969), 1-43; ibid.}, VOLUME = {138}, YEAR = {1969}, PAGES = {45--60}, } @book {Spitzer:1964:PRW, AUTHOR = {Spitzer, Frank}, TITLE = {{P}rinciples of {R}andom {W}alk}, NOTE = {The University Series in Higher Mathematics}, PUBLISHER = {D. Van Nostrand Co., Inc., Princeton, N.J.-Toronto-London}, YEAR = {1964}, PAGES = {xi+406}, } @book {Lawler:1991:IRW, AUTHOR = {Lawler, Gregory F.}, TITLE = {{I}ntersections of {R}andom {W}alks}, PUBLISHER = {Birkh\"auser Boston Inc.}, ADDRESS = {Boston, MA}, YEAR = {1991}, PAGES = {219}, ISBN = {0-8176-3557-2}, } @article {Stone:1969:POO, AUTHOR = {Stone, Charles J.}, TITLE = {On the potential operator for one-dimensional recurrent random walks. }, JOURNAL = {Trans. Amer. Math. Soc.}, VOLUME = {136}, YEAR = {1969}, PAGES = {413--426}, } @book {Doob:1990:SP, AUTHOR = {Doob, J. L.}, TITLE = {{S}tochastic {P}rocesses}, NOTE = {Reprint of the 1953 original, A Wiley-Interscience Publication}, PUBLISHER = {John Wiley \& Sons Inc.}, ADDRESS = {New York}, YEAR = {1990}, PAGES = {viii+654}, ISBN = {0-471-52369-0}, } @book {Doob:1984:CPT, AUTHOR = {Doob, J. L.}, TITLE = {{C}lassical {P}otential {T}heory and its {P}robabilistic {C}ounterpart}, PUBLISHER = {Springer-Verlag}, ADDRESS = {New York}, YEAR = {1984}, PAGES = {xxiv+846}, ISBN = {0-387-90881-1}, } @book {Chung:1974:CPT, AUTHOR = {Chung, Kai Lai}, TITLE = {{A} {C}ourse in {P}robability {T}heory}, EDITION = {Second}, NOTE = {Probability and Mathematical Statistics, Vol. 21}, PUBLISHER = {Academic Press, New York-London}, YEAR = {1974}, PAGES = {xii+365}, } @article {Chung:1969:RMP, AUTHOR = {Chung, K. L. and Walsh, John B.}, TITLE = {To reverse a {M}arkov process}, JOURNAL = {Acta Math.}, VOLUME = {123}, YEAR = {1969}, PAGES = {225--251}, } @article {Chung:1949:Z, AUTHOR = {Chung, K. L. and Hunt, G. A.}, TITLE = {On the zeros of $\sum\sp n\sb 1\pm 1$}, JOURNAL = {Ann. of Math. (2)}, VOLUME = {50}, YEAR = {1949}, PAGES = {385--400}, } @book {Getoor:1990:EM, AUTHOR = {Getoor, R. K.}, TITLE = {{E}xcessive {M}easures}, PUBLISHER = {Birkh\"auser Boston Inc.}, ADDRESS = {Boston, MA}, YEAR = {1990}, PAGES = {x+189}, ISBN = {0-8176-3492-4}, } @article {Getoor:1984:RDM, AUTHOR = {Getoor, R. K. and Glover, J.}, TITLE = {Riesz decompositions in {M}arkov process theory}, JOURNAL = {Trans. Amer. Math. Soc.}, FJOURNAL = {Transactions of the American Mathematical Society}, VOLUME = {285}, YEAR = {1984}, NUMBER = {1}, PAGES = {107--132}, ISSN = {0002-9947}, CODEN = {TAMTAM}, } @book {Blumenthal:1968:MPP, AUTHOR = {Blumenthal, R. M. and Getoor, R. K.}, TITLE = {{M}arkov {P}rocesses and {P}otential {T}heory}, NOTE = {Pure and Applied Mathematics, Vol. 29}, PUBLISHER = {Academic Press}, ADDRESS = {New York}, YEAR = {1968}, PAGES = {x+313}, } @article {Blumenthal:1962:DSZ, AUTHOR = {Blumenthal, R. M. and Getoor, R. K.}, TITLE = {The dimension of the set of zeros and the graph of a symmetric stable process}, JOURNAL = {Illinois J. Math.}, VOLUME = {6}, YEAR = {1962}, PAGES = {308--316}, } @article {Blumenthal:1960:DTS, AUTHOR = {Blumenthal, R. M. and Getoor, R. K.}, TITLE = {A dimension theorem for sample functions of stable processes}, JOURNAL = {Illinois J. Math.}, VOLUME = {4}, YEAR = {1960}, PAGES = {370--375}, } @article {Blumenthal:1960:STS, AUTHOR = {Blumenthal, R. M. and Getoor, R. K.}, TITLE = {Some theorems on stable processes}, JOURNAL = {Trans. Amer. Math. Soc.}, VOLUME = {95}, YEAR = {1960}, PAGES = {263--273}, } @article {Bendikov:1994:AFS, AUTHOR = {Bendikov, A.}, TITLE = {Asymptotic formulas for symmetric stable semigroups}, JOURNAL = {Exposition. Math.}, FJOURNAL = {Expositiones Mathematicae. International Journal for Pure and Applied Mathematics}, VOLUME = {12}, YEAR = {1994}, NUMBER = {4}, PAGES = {381--384}, ISSN = {0723-0869}, } @article {Taylor:1986:MTR, AUTHOR = {Taylor, S. James}, TITLE = {The measure theory of random fractals}, JOURNAL = {Math. Proc. Cambridge Philos. Soc.}, FJOURNAL = {Mathematical Proceedings of the Cambridge Philosophical Society}, VOLUME = {100}, YEAR = {1986}, NUMBER = {3}, PAGES = {383--406}, ISSN = {0305-0041}, CODEN = {MPCPCO}, } @incollection{Taylor:1973:SPP, AUTHOR = {Taylor, S. J.}, TITLE = {Sample path properties of processes with stationary independent increments}, BOOKTITLE = {Stochastic analysis (a tribute to the memory of Rollo Davidson)}, PAGES = {387--414}, PUBLISHER = {Wiley}, ADDRESS = {London}, YEAR = {1973}, } @article {Pruitt:1969:PKH, AUTHOR = {Pruitt, W. E. and Taylor, S. J.}, TITLE = {The potential kernel and hitting probabilities for the general stable process in $\bf\uppercase{R}^{{N}}$}, JOURNAL = {Trans. Amer. Math. Soc.}, VOLUME = {146}, YEAR = {1969}, PAGES = {299--321}, } @article {Taylor:1966:MPS, AUTHOR = {Taylor, S. J.}, TITLE = {Multiple points for the sample paths of the symmetric stable process}, JOURNAL = {Z. Wahrscheinlichkeitstheorie und Verw. Gebiete}, VOLUME = {5}, YEAR = {1966}, PAGES = {247--264}, } @article {Rogers:1962:LIL, AUTHOR = {Rogers, C. A. and Taylor, S. J.}, TITLE = {On the law of the iterated logarithm}, JOURNAL = {J. London Math. Soc.}, VOLUME = {37}, YEAR = {1962}, PAGES = {145--151}, } @article {Taylor:1961:CBH, AUTHOR = {Taylor, S. J.}, TITLE = {On the connexion between {H}ausdorff measures and generalized capacity. }, JOURNAL = {Proc. Cambridge Philos. Soc.}, VOLUME = {57}, YEAR = {1961}, PAGES = {524--531}, } @article {Erdos:1960:SIP, AUTHOR = {Erd{\H{o}}s, P. and Taylor, S. J.}, TITLE = {Some intersection properties of random walk paths}, JOURNAL = {Acta Math. Acad. Sci. Hungar.}, VOLUME = {11}, YEAR = {1960}, PAGES = {231--248}, } @article {Erdos:1960:SPC, AUTHOR = {Erd{\H{o}}s, P. and Taylor, S. J.}, TITLE = {Some problems concerning the structure of random walk paths}, JOURNAL = {Acta Math. Acad. Sci. Hungar}, VOLUME = {11}, YEAR = {1960}, PAGES = {137--162. (unbound insert)}, } @article {Dvoretzky:1957:TPB, AUTHOR = {Dvoretzky, A. and Erd{\H{o}}s, P. and Kakutani, S. and Taylor, S. J.}, TITLE = {Triple points of {B}rownian paths in 3-space}, JOURNAL = {Proc. Cambridge Philos. Soc.}, VOLUME = {53}, YEAR = {1957}, PAGES = {856--862}, } @article {Taylor:1955:DMG, AUTHOR = {Taylor, S. J.}, TITLE = {The $\alpha$-dimensional measure of the graph and set of zeros of a {B}rownian path}, JOURNAL = {Proc. Cambridge Philos. Soc.}, VOLUME = {51}, YEAR = {1955}, PAGES = {265--274}, } @article {Taylor:1953:HDM, AUTHOR = {Taylor, S. J.}, TITLE = {The {H}ausdorff $\alpha$-dimensional measure of {B}rownian paths in $n$-space}, JOURNAL = {Proc. Cambridge Philos. Soc.}, VOLUME = {49}, YEAR = {1953}, PAGES = {31--39}, } @article {Dvoretzky:1958:PMP, AUTHOR = {Dvoretzky, A. and Erd{\H{o}}s, P. and Kakutani, S.}, TITLE = {Points of multiplicity $\mathfrak{c}$ of plane {B}rownian paths}, JOURNAL = {Bull. Res. Council Israel Sect. F}, VOLUME = {7F}, YEAR = {1958}, PAGES = {175--180 (1958)}, } @article {Dvoretzky:1954:MPP, AUTHOR = {Dvoretzky, A. and Erd{\H{o}}s, P. and Kakutani, S.}, TITLE = {Multiple points of paths of {B}rownian motion in the plane}, JOURNAL = {Bull. Res. Council Israel}, VOLUME = {3}, YEAR = {1954}, PAGES = {364--371}, } @inproceedings {Dvoretzky:1951:SPR, AUTHOR = {Dvoretzky, A. and Erd{\H{o}}s, P.}, TITLE = {Some problems on random walk in space}, BOOKTITLE = {Proceedings of the Second Berkeley Symposium on Mathematical Statistics and Probability, 1950.}, PAGES = {353--367}, PUBLISHER = {University of California Press}, ADDRESS = {Berkeley and Los Angeles}, YEAR = {1951}, } @article {Dvoretzky:1950:DPP, AUTHOR = {Dvoretzky, A. and Erd{\H{o}}s, P. and Kakutani, S.}, TITLE = {Double points of paths of {B}rownian motion in $n$-space}, JOURNAL = {Acta Sci. Math. 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J.}, VOLUME = {22}, YEAR = {1955}, PAGES = {229--234}, } @article {McKeanHenryP:1955:SFS, AUTHOR = {McKean, Henry P., Jr.}, TITLE = {Sample functions of stable processes}, JOURNAL = {Ann. of Math. (2)}, VOLUME = {61}, YEAR = {1955}, PAGES = {564--579}, } @book {Bochner:1955:HAT, AUTHOR = {Bochner, Salomon}, TITLE = {{H}armonic {A}nalysis and the {T}heory of {P}robability}, PUBLISHER = {University of California Press}, ADDRESS = {Berkeley and Los Angeles}, YEAR = {1955}, PAGES = {viii+176}, } @article {Dynkin:1988:SIG, AUTHOR = {Dynkin, E. B.}, TITLE = {Self-intersection gauge for random walks and for {B}rownian motion}, JOURNAL = {Ann. Probab.}, FJOURNAL = {The Annals of Probability}, VOLUME = {16}, YEAR = {1988}, NUMBER = {1}, PAGES = {1--57}, ISSN = {0091-1798}, CODEN = {APBYAE}, } @article {Dynkin:1987:SIL, AUTHOR = {Dynkin, E. B.}, TITLE = {Self-intersection local times, occupation fields, and stochastic integrals}, JOURNAL = {Adv. in Math.}, FJOURNAL = {Advances in Mathematics}, VOLUME = {65}, YEAR = {1987}, NUMBER = {3}, PAGES = {254--271}, ISSN = {0001-8708}, CODEN = {ADMTA4}, } @incollection {Dynkin:1984:LTQ, AUTHOR = {Dynkin, E. B.}, TITLE = {Local times and quantum fields}, BOOKTITLE = {Seminar on stochastic processes, 1983 (Gainesville, Fla., 1983)}, PAGES = {69--83}, PUBLISHER = {Birkh\"auser Boston}, ADDRESS = {Boston, Mass.}, YEAR = {1984}, } @article {Dynkin:1986:GRF, AUTHOR = {Dynkin, E. B.}, TITLE = {Generalized random fields related to self-intersections of the {B}rownian motion}, JOURNAL = {Proc. Nat. Acad. Sci. U.S.A.}, FJOURNAL = {Proceedings of the National Academy of Sciences of the United States of America}, VOLUME = {83}, YEAR = {1986}, NUMBER = {11}, PAGES = {3575--3576}, ISSN = {0027-8424}, CODEN = {PNASA6}, } @article {Dynkin:1985:RFA, AUTHOR = {Dynkin, E. B.}, TITLE = {Random fields associated with multiple points of the {B}rownian motion}, JOURNAL = {J. Funct. Anal.}, FJOURNAL = {Journal of Functional Analysis}, VOLUME = {62}, YEAR = {1985}, NUMBER = {3}, PAGES = {397--434}, ISSN = {0022-1236}, CODEN = {JFUAAW}, } @article {Dynkin:1984:POF, AUTHOR = {Dynkin, E. B.}, TITLE = {Polynomials of the occupation field and related random fields}, JOURNAL = {J. Funct. Anal.}, FJOURNAL = {Journal of Functional Analysis}, VOLUME = {58}, YEAR = {1984}, NUMBER = {1}, PAGES = {20--52}, ISSN = {0022-1236}, CODEN = {JFUAAW}, } @article {Dynkin:1983:MPT, AUTHOR = {Dynkin, E. B.}, TITLE = {Markov processes as a tool in field theory}, JOURNAL = {J. Funct. Anal.}, FJOURNAL = {Journal of Functional Analysis}, VOLUME = {50}, YEAR = {1983}, NUMBER = {2}, PAGES = {167--187}, ISSN = {0022-1236}, CODEN = {JFUAAW}, } @article {Dynkin:1981:HFA, AUTHOR = {Dynkin, E. B.}, TITLE = {Harmonic functions associated with several {M}arkov processes}, JOURNAL = {Adv. in Appl. Math.}, FJOURNAL = {Advances in Applied Mathematics}, VOLUME = {2}, YEAR = {1981}, NUMBER = {3}, PAGES = {260--283}, ISSN = {0196-8858}, } @article {Dynkin:1981:AFS, AUTHOR = {Dynkin, E. B.}, TITLE = {Additive functionals of several time-reversible {M}arkov processes}, JOURNAL = {J. Funct. Anal.}, FJOURNAL = {Journal of Functional Analysis}, VOLUME = {42}, YEAR = {1981}, NUMBER = {1}, PAGES = {64--101}, ISSN = {0022-1236}, CODEN = {JFUAAW}, } @article {Dynkin:1980:MPR, AUTHOR = {Dynkin, E. B.}, TITLE = {Markov processes and random fields}, JOURNAL = {Bull. Amer. Math. Soc. (N.S.)}, FJOURNAL = {American Mathematical Society. Bulletin. New Series}, VOLUME = {3}, YEAR = {1980}, NUMBER = {3}, PAGES = {975--999}, ISSN = {0002-9904}, CODEN = {BAMOAD}, } @book {Dynkin:1965:MPV, AUTHOR = {Dynkin, E. B.}, TITLE = {{M}arkov {P}rocesses. {V}ols. {I}, {I}{I}}, NOTE = {Translated with the authorization and assistance of the author by J. Fabius, V. Greenberg, A. Maitra, G. Majone. Die Grundlehren der Mathematischen Wissenschaften, B\"ande 121, 122}, PUBLISHER = {Academic Press Inc.}, ADDRESS = {Publishers, New York}, YEAR = {1965}, PAGES = {Vol. I: xii+365 pp.; Vol. II: viii+274}, } @book {Durrett:1991:P, AUTHOR = {Durrett, Richard}, TITLE = {{P}robability}, NOTE = {{T}heory and {E}xamples}, PUBLISHER = {Wadsworth \& Brooks/Cole Advanced Books \& Software}, ADDRESS = {Pacific Grove, CA}, YEAR = {1991}, PAGES = {x+453}, ISBN = {0-534-13206-5}, } @article {Lamb:1973:SPM, AUTHOR = {Lamb, Charles W.}, TITLE = {A short proof of the martingale convergence theorem}, JOURNAL = {Proc. Amer. Math. Soc.}, VOLUME = {38}, YEAR = {1973}, PAGES = {215--217}, } @book {Revuz:1994:CMB, AUTHOR = {Revuz, Daniel and Yor, Marc}, TITLE = {{C}ontinuous {M}artingales and {B}rownian {M}otion}, EDITION = {Second}, PUBLISHER = {Springer-Verlag}, ADDRESS = {Berlin}, YEAR = {1994}, PAGES = {xii+560}, ISBN = {3-540-57622-3}, } @article {Kendall:1980:CBP, AUTHOR = {Kendall, W. S.}, TITLE = {Contours of {B}rownian processes with several-dimensional times}, JOURNAL = {Z. Wahrsch. Verw. Gebiete}, FJOURNAL = {Zeitschrift f\"ur Wahrscheinlichkeitstheorie und Verwandte Gebiete}, VOLUME = {52}, YEAR = {1980}, NUMBER = {3}, PAGES = {267--276}, ISSN = {0044-3719}, CODEN = {ZWVGAA}, } @book {Mattila:1995:GSM, AUTHOR = {Mattila, Pertti}, TITLE = {{G}eometry of {S}ets and {M}easures in {E}uclidean {S}paces}, PUBLISHER = {Cambridge University Press}, ADDRESS = {Cambridge}, YEAR = {1995}, PAGES = {xii+343}, ISBN = {0-521-46576-1}, } @book {Kahane:1985:SRS, AUTHOR = {Kahane, Jean-Pierre}, TITLE = {{S}ome {R}andom {S}eries of {F}unctions}, EDITION = {Second}, PUBLISHER = {Cambridge University Press}, ADDRESS = {Cambridge}, YEAR = {1985}, PAGES = {xiv+305}, ISBN = {0-521-24966-X}, } @book {Ito:1984:LSP, AUTHOR = {It\^{o}, K.}, TITLE = {{L}ectures on {S}tochastic {P}rocesses}, EDITION = {Second}, NOTE = {Notes by K. Muralidhara Rao}, PUBLISHER = {Distributed for the Tata Institute of Fundamental Research, Bombay}, YEAR = {1984}, PAGES = {iii+233}, ISBN = {3-540-12873-5}, } @book {Bass:1998:DEO, AUTHOR = {Bass, Richard F.}, TITLE = {{D}iffusions and {E}lliptic {O}perators}, PUBLISHER = {Springer-Verlag}, ADDRESS = {New York}, YEAR = {1998}, PAGES = {xiv+232}, ISBN = {0-387-98315-5}, } @book {Bass:1995:PTA, AUTHOR = {Bass, Richard F.}, TITLE = {{P}robabilistic {T}echniques in {A}nalysis}, PUBLISHER = {Springer-Verlag}, ADDRESS = {New York}, YEAR = {1995}, PAGES = {xii+392}, ISBN = {0-387-94387-0}, } @article {Bass:1994:ILT, AUTHOR = {Bass, Richard F. and Burdzy, Krzysztof and Khoshnevisan, Davar}, TITLE = {Intersection local time for points of infinite multiplicity}, JOURNAL = {Ann. Probab.}, FJOURNAL = {The Annals of Probability}, VOLUME = {22}, YEAR = {1994}, NUMBER = {2}, PAGES = {566--625}, ISSN = {0091-1798}, CODEN = {APBYAE}, } @article {Bass:1993:ILT, AUTHOR = {Bass, Richard F. and Khoshnevisan, Davar}, TITLE = {Intersection local times and {T}anaka formulas}, JOURNAL = {Ann. Inst. H. Poincar\'e Probab. Statist.}, FJOURNAL = {Annales de l'Institut Henri Poincar\'e. Probabilit\'es et Statistiques}, VOLUME = {29}, YEAR = {1993}, NUMBER = {3}, PAGES = {419--451}, ISSN = {0246-0203}, CODEN = {AHPBAR}, } @article {Bass:1992:LTC, AUTHOR = {Bass, Richard F. and Khoshnevisan, Davar}, TITLE = {Local times on curves and uniform invariance principles}, JOURNAL = {Probab. Theory Related Fields}, FJOURNAL = {Probability Theory and Related Fields}, VOLUME = {92}, YEAR = {1992}, NUMBER = {4}, PAGES = {465--492}, ISSN = {0178-8051}, CODEN = {PTRFEU}, } @incollection {Rosen:1993:UIP, AUTHOR = {Rosen, Jay}, TITLE = {Uniform invariance principles for intersection local times}, BOOKTITLE = {Seminar on Stochastic Processes, 1992 (Seattle, WA, 1992)}, PAGES = {241--247}, PUBLISHER = {Birkh\"auser Boston}, ADDRESS = {Boston, MA}, YEAR = {1993}, } @article {Gall:1991:RSR, AUTHOR = {Le Gall, Jean-Fran{\c{c}}ois and Rosen, Jay}, TITLE = {The range of stable random walks}, JOURNAL = {Ann. Probab.}, FJOURNAL = {The Annals of Probability}, VOLUME = {19}, YEAR = {1991}, NUMBER = {2}, PAGES = {650--705}, ISSN = {0091-1798}, CODEN = {APBYAE}, } @article {Gall:1989:MPL, AUTHOR = {Le Gall, Jean-Fran{\c{c}}ois and Rosen, Jay S. and Shieh, Narn-Rueih}, TITLE = {Multiple points of {L}\'evy processes}, JOURNAL = {Ann. Probab.}, FJOURNAL = {The Annals of Probability}, VOLUME = {17}, YEAR = {1989}, NUMBER = {2}, PAGES = {503--515}, ISSN = {0091-1798}, CODEN = {APBYAE}, } @article {Rosen:1984:SIR, AUTHOR = {Rosen, Jay}, TITLE = {Self-intersections of random fields}, JOURNAL = {Ann. Probab.}, FJOURNAL = {The Annals of Probability}, VOLUME = {12}, YEAR = {1984}, NUMBER = {1}, PAGES = {108--119}, ISSN = {0091-1798}, CODEN = {APBYAE}, } @article {Rosen:1983:LTA, AUTHOR = {Rosen, Jay}, TITLE = {A local time approach to the self-intersections of {B}rownian paths in space}, JOURNAL = {Comm. Math. Phys.}, FJOURNAL = {Communications in Mathematical Physics}, VOLUME = {88}, YEAR = {1983}, NUMBER = {3}, PAGES = {327--338}, ISSN = {0010-3616}, CODEN = {CMPHAY}, } @incollection {Gall:1992:SPP, AUTHOR = {Le Gall, Jean-Fran{\c{c}}ois}, TITLE = {Some {P}roperties of {P}lanar {B}rownian {M}otion}, BOOKTITLE = {\'Ecole d'\'Et\'e de Probabilit\'es de Saint-Flour XX---1990}, PAGES = {111--235}, PUBLISHER = {Springer}, ADDRESS = {Berlin}, YEAR = {1992}, } @incollection {Dudley:1984:CEP, AUTHOR = {Dudley, R. M.}, TITLE = {A {C}ourse on {E}mpirical {P}rocesses}, BOOKTITLE = {\'Ecole d'\'et\'e de probabilit\'es de Saint-Flour, XII---1982}, PAGES = {1--142}, PUBLISHER = {Springer}, ADDRESS = {Berlin}, YEAR = {1984}, } @book {Dudley:1989:RAP, AUTHOR = {Dudley, Richard M.}, TITLE = {{R}eal {A}nalysis and {P}robability}, PUBLISHER = {Wadsworth \& Brooks/Cole Advanced Books \& Software}, ADDRESS = {Pacific Grove, CA}, YEAR = {1989}, PAGES = {xii+436}, ISBN = {0-534-10050-3}, } @article {Nagasawa:1964:TRM, AUTHOR = {Nagasawa, Masao}, TITLE = {Time reversions of {M}arkov processes}, JOURNAL = {Nagoya Math. J.}, VOLUME = {24}, YEAR = {1964}, PAGES = {177--204}, } @article {Chung:1951:DVS, AUTHOR = {Chung, K. L. and Fuchs, W. H. J.}, TITLE = {On the distribution of values of sums of random variables}, JOURNAL = {Mem. Amer. Math. Soc.}, VOLUME = {1951}, YEAR = {1951}, NUMBER = {6}, PAGES = {12}, } @book {Sharpe:1988:GTM, AUTHOR = {Sharpe, Michael}, TITLE = {{G}eneral {T}heory of {M}arkov {P}rocesses}, PUBLISHER = {Academic Press Inc.}, ADDRESS = {Boston, MA}, YEAR = {1988}, PAGES = {xii+419}, ISBN = {0-12-639060-6}, } @book {Knight:1981:EBM, AUTHOR = {Knight, Frank B.}, TITLE = {{E}ssentials of {B}rownian motion and {D}iffusion}, PUBLISHER = {American Mathematical Society}, ADDRESS = {Providence, R.I.}, YEAR = {1981}, PAGES = {xiii+201}, ISBN = {0-8218-1518-0}, } @book {Ganssler:1983:EP, AUTHOR = {G{\"a}nssler, Peter}, TITLE = {{E}mpirical {P}rocesses}, PUBLISHER = {Institute of Mathematical Statistics}, ADDRESS = {Hayward, Calif.}, YEAR = {1983}, PAGES = {ix+179}, ISBN = {0-940600-03-X}, } @book {Ledoux:1996:LPT, AUTHOR = {Ledoux, M.}, TITLE = {{L}ectures on {P}robability {T}heory and {S}tatistics}, NOTE = {Lectures from the 24th Saint-Flour Summer School held July 7--23, 1994, Edited by P. Bernard (with Dobrushin, R. and Groeneboom, P.)}, PUBLISHER = {Springer-Verlag}, ADDRESS = {Berlin}, YEAR = {1996}, PAGES = {viii+300}, ISBN = {3-540-62055-9}, } @book {Ledoux:1991:PBS, AUTHOR = {Ledoux, Michel and Talagrand, Michel}, TITLE = {{P}robability in {B}anach {S}paces}, PUBLISHER = {Springer-Verlag}, ADDRESS = {Berlin}, YEAR = {1991}, PAGES = {xii+480}, ISBN = {3-540-52013-9}, } @article {Orey:1973:SFP, AUTHOR = {Orey, Steven and Pruitt, William E.}, TITLE = {Sample functions of the ${N}$-parameter {W}iener process}, JOURNAL = {Ann. Probability}, VOLUME = {1}, YEAR = {1973}, NUMBER = {1}, PAGES = {138--163}, } @incollection {Orey:1967:PSP, AUTHOR = {Orey, Steven}, TITLE = {Polar sets for processes with stationary independent increments}, BOOKTITLE = {{M}arkov {P}rocesses and {P}otential {T}heory}, NOTE = {(Proc. Sympos. Math. Res. Center, Madison, Wis., 1967)}, PAGES = {117--126}, PUBLISHER = {Wiley}, ADDRESS = {New York}, YEAR = {1967}, } @book {Landkof:1972:FMP, AUTHOR = {Landkof, N. S.}, TITLE = {{F}oundations of {M}odern {P}otential {T}heory}, NOTE = {Translated from the Russian by A. P. Doohovskoy, Die Grundlehren der mathematischen Wissenschaften, Band 180}, PUBLISHER = {Springer-Verlag}, ADDRESS = {New York}, YEAR = {1972}, PAGES = {x+424}, } @book {Kargapolov:1979:FTG, AUTHOR = {Kargapolov, M. I. and Merzljakov, Ju. I.}, TITLE = {{F}undamentals of the {T}heory of {G}roups}, NOTE = {Translated from the second Russian edition by Robert G. Burns}, PUBLISHER = {Springer-Verlag}, ADDRESS = {New York}, YEAR = {1979}, PAGES = {xvii+203}, ISBN = {0-387-90396-8}, } @book {Fukushima:1994:DFS, AUTHOR = {Fukushima, Masatoshi and {\=O}shima, Y{\=o}ichi and Takeda, Masayoshi}, TITLE = {{D}irichlet {F}orms and {S}ymmetric {M}arkov {P}rocesses}, PUBLISHER = {Walter de Gruyter \& Co.}, ADDRESS = {Berlin}, YEAR = {1994}, PAGES = {x+392}, ISBN = {3-11-011626-X}, } @book {Billingsley:1995:PM, AUTHOR = {Billingsley, Patrick}, TITLE = {{P}robability and {M}easure}, EDITION = {Third}, NOTE = {A Wiley-Interscience Publication}, PUBLISHER = {John Wiley \& Sons Inc.}, ADDRESS = {New York}, YEAR = {1995}, PAGES = {xiv+593}, ISBN = {0-471-00710-2}, } @book {Stein:1971:IFA, AUTHOR = {Stein, Elias M. and Weiss, Guido}, TITLE = {{I}ntroduction to {F}ourier {A}nalysis on {E}uclidean {S}paces}, NOTE = {Princeton Mathematical Series, No. 32}, PUBLISHER = {Princeton University Press}, ADDRESS = {Princeton, N.J.}, YEAR = {1971}, PAGES = {x+297}, } @book {Stein:1970:SID, AUTHOR = {Stein, Elias M.}, TITLE = {{S}ingular {I}ntegrals and {D}ifferentiability {P}roperties of {F}unctions}, NOTE = {Princeton Mathematical Series, No. 30}, PUBLISHER = {Princeton University Press}, ADDRESS = {Princeton, N.J.}, YEAR = {1970}, PAGES = {xiv+290}, } @book {Karatsuba:1993:BAN, AUTHOR = {Karatsuba, Anatolij A.}, TITLE = {{B}asic {A}nalytic {N}umber {T}heory}, NOTE = {Translated from the second (1983) Russian edition and with a preface by Melvyn B. Nathanson}, PUBLISHER = {Springer-Verlag}, ADDRESS = {Berlin}, YEAR = {1993}, PAGES = {xiv+222}, ISBN = {3-540-53345-1}, } @book {Watson:1995:TTB, AUTHOR = {Watson, G. N.}, TITLE = {{A} {T}reatise on the {T}heory of {B}essel {F}unctions}, NOTE = {Reprint of the second (1944) edition}, PUBLISHER = {Cambridge University Press}, ADDRESS = {Cambridge}, YEAR = {1995}, PAGES = {viii+804}, ISBN = {0-521-48391-3}, } @incollection {Walsh:1986:ISP, AUTHOR = {Walsh, John B.}, TITLE = {An introduction to stochastic partial differential equations}, BOOKTITLE = {\'Ecole d'\'et\'e de probabilit\'es de Saint-Flour, XIV---1984}, PAGES = {265--439}, PUBLISHER = {Springer}, ADDRESS = {Berlin}, YEAR = {1986}, } @article {Carleson:1958:CBH, AUTHOR = {Carleson, Lennart}, TITLE = {On the connection between {H}ausdorff measures and capacity}, JOURNAL = {Ark. Mat.}, VOLUME = {3}, YEAR = {1958}, PAGES = {403--406}, } @book{Carleson:1983:SPE, AUTHOR = {Carleson, Lennart}, TITLE = {{S}elected {P}roblems on {E}xceptional {S}ets}, NOTE = {Selected reprints}, PAGES = {iv+100}, PUBLISHER = {Wadsworth}, ADDRESS = {Belmont, CA}, YEAR = {1983}, } @book {Zygmund:1988:TSV, AUTHOR = {Zygmund, A.}, TITLE = {{T}rigonometric {S}eries. {V}ol. {I}, {I}{I}}, NOTE = {Reprint of the 1979 edition}, PUBLISHER = {Cambridge University Press}, ADDRESS = {Cambridge}, YEAR = {1988}, PAGES = {Vol.\ I: xiv+383 pp.; Vol.\ II: iv+364}, ISBN = {0-521-35885-X}, } @article{Paley:1932:NAF, AUTHOR = {Paley, R. E. A. C. and Zygmund, A.}, TITLE = {A note on analytic functions in the unit circle}, JOURNAL = {Proc. Camb. Phil. Soc.}, VOLUME = {28}, YEAR = {1932}, PAGES = {366--272}, } @article {Kochen:1964:NBC, AUTHOR = {Kochen, Simon and Stone, Charles}, TITLE = {A note on the {B}orel-{C}antelli lemma}, JOURNAL = {Illinois J. Math.}, VOLUME = {8}, YEAR = {1964}, PAGES = {248--251}, } @article {Chung:1952:ABC, AUTHOR = {Chung, K. L. and Erd{\H{o}}s, P.}, TITLE = {On the application of the {B}orel-{C}antelli lemma}, JOURNAL = {Trans. Amer. Math. Soc.}, VOLUME = {72}, YEAR = {1952}, PAGES = {179--186}, } @book {Feller:1971:IPT, AUTHOR = {Feller, William}, TITLE = {{A}n {I}ntroduction to {P}robability {T}heory and its {A}pplications. {V}ol. {I}{I}. }, EDITION = {Second}, PUBLISHER = {John Wiley \& Sons Inc.}, ADDRESS = {New York}, YEAR = {1971}, PAGES = {xxiv+669}, } @book {Feller:1968:IPT, AUTHOR = {Feller, William}, TITLE = {{A}n {I}ntroduction to {P}robability {T}heory and its {A}pplications. {V}ol. {I}}, EDITION = {Third}, PUBLISHER = {John Wiley \& Sons Inc.}, ADDRESS = {New York}, YEAR = {1968}, PAGES = {xviii+509}, } @article {Acosta:1983:NPH, AUTHOR = {de Acosta, Alejandro}, TITLE = {A new proof of the {H}artman--{W}intner law of the iterated logarithm}, JOURNAL = {Ann. Probab.}, FJOURNAL = {The Annals of Probability}, VOLUME = {11}, YEAR = {1983}, NUMBER = {2}, PAGES = {270--276}, ISSN = {0091-1798}, CODEN = {APBYAE}, } @article {Strassen:1965:CLI, AUTHOR = {Strassen, V.}, TITLE = {A converse to the law of the iterated logarithm}, JOURNAL = {Z. Wahrscheinlichkeitstheorie und Verw. Gebiete}, VOLUME = {4}, YEAR = {1965/1966}, PAGES = {265--268}, } @article {Erdos:1942:LIL, AUTHOR = {Erd\H{o}s, P.}, TITLE = {On the law of the iterated logarithm}, JOURNAL = {Ann. Math.}, VOLUME = {43}, YEAR = {1942}, PAGES = {419--436}, } @book {Cairoli:1996:SSO, AUTHOR = {Cairoli, R. and Dalang, Robert C.}, TITLE = {{S}equential {S}tochastic {O}ptimization}, NOTE = {A Wiley-Interscience Publication}, PUBLISHER = {John Wiley \& Sons Inc.}, ADDRESS = {New York}, YEAR = {1996}, PAGES = {xii+327}, ISBN = {0-471-57754-5}, } @article {Shorack:1976:IW, AUTHOR = {Shorack, Galen R. and Smythe, R. T.}, TITLE = {Inequalities for ${\rm max}\mid {S}\sb{{\bf k}}\mid /b\sb{{\bf k}}$\ where ${\bf k}\in {\bf \uppercase{N}}\sp{r}$}, JOURNAL = {Proc. Amer. Math. Soc.}, VOLUME = {54}, YEAR = {1976}, PAGES = {331--336}, } @article {Smythe:1974:CSV, AUTHOR = {Smythe, R. T.}, TITLE = {Convergence de sommes de variables al\'eatoires indic\'ees par des ensembles partiellement ordonn\'es}, NOTE = {Colloque Consacr\'e au Calcul des Probabilit\'es (Univ. Clermont, Clermont-Ferrand, 1973)}, JOURNAL = {Ann. Sci. Univ. Clermont}, VOLUME = {51}, YEAR = {1974}, NUMBER = {9}, PAGES = {43--46}, } @article {Smythe:1974:SIR, AUTHOR = {Smythe, R. T.}, TITLE = {Sums of independent random variables on partially ordered sets}, JOURNAL = {Ann. Probability}, VOLUME = {2}, YEAR = {1974}, PAGES = {906--917}, } @article {Smythe:1973:SLL, AUTHOR = {Smythe, R. T.}, TITLE = {Strong laws of large numbers for $r$-dimensional arrays of random variables}, JOURNAL = {Ann. Probability}, VOLUME = {1}, YEAR = {1973}, NUMBER = {1}, PAGES = {164--170}, } @article {Geman:1980:OD, AUTHOR = {Geman, Donald and Horowitz, Joseph}, TITLE = {Occupation densities}, JOURNAL = {Ann. Probab.}, FJOURNAL = {The Annals of Probability}, VOLUME = {8}, YEAR = {1980}, NUMBER = {1}, PAGES = {1--67}, ISSN = {0091-1798}, CODEN = {APBYAE}, } @article {Feller:1968:ELI, AUTHOR = {Feller, William}, TITLE = {An extension of the law of the iterated logarithm to variables without variance}, JOURNAL = {J. Math. Mech.}, VOLUME = {18}, YEAR = {1968/1969}, PAGES = {343--355}, } @article {Chung:1948:MPS, AUTHOR = {Chung, Kai Lai}, TITLE = {On the maximum partial sums of sequences of independent random variables}, JOURNAL = {Trans. Amer. Math. Soc.}, VOLUME = {64}, YEAR = {1948}, PAGES = {205--233}, } @article {Griffin:1991:SEL, AUTHOR = {Griffin, Philip and Kuelbs, James}, TITLE = {Some extensions of the {L}{I}{L} via self-normalizations}, JOURNAL = {Ann. Probab.}, FJOURNAL = {The Annals of Probability}, VOLUME = {19}, YEAR = {1991}, NUMBER = {1}, PAGES = {380--395}, ISSN = {0091-1798}, CODEN = {APBYAE}, } @article {Gabriel:1977:MCF, AUTHOR = {Gabriel, J.-P.}, TITLE = {Martingales with a countable filtering index set}, JOURNAL = {Ann. Probability}, VOLUME = {5}, YEAR = {1977}, NUMBER = {6}, PAGES = {888--898}, } @article {Gut:1978:MMN, AUTHOR = {Gut, Allan}, TITLE = {Moments of the maximum of normed partial sums of random variables with multidimensional indices}, JOURNAL = {Z. Wahrsch. Verw. Gebiete}, FJOURNAL = {Zeitschrift f\"ur Wahrscheinlichkeitstheorie und Verwandte Gebiete}, VOLUME = {46}, YEAR = {1978/1979}, NUMBER = {2}, PAGES = {205--220}, ISSN = {0044-3719}, } @book {Nualart:1995:MCR, AUTHOR = {Nualart, David}, TITLE = {{T}he {M}alliavin {C}alculus and {R}elated {T}opics}, PUBLISHER = {Springer-Verlag}, ADDRESS = {New York}, YEAR = {1995}, PAGES = {xii+266}, ISBN = {0-387-94432-X}, } @book {Janson:1997:GHS, AUTHOR = {Janson, Svante}, TITLE = {{G}aussian {H}ilbert {S}paces}, PUBLISHER = {Cambridge University Press}, ADDRESS = {Cambridge}, YEAR = {1997}, PAGES = {x+340}, ISBN = {0-521-56128-0}, } @article {Centsov:1956:WRF, AUTHOR = {{\v C}entsov, N. N.}, TITLE = {Wiener random fields depending on several parameters}, JOURNAL = {Dokl. Akad. Nauk. S.S.S.R. (NS)}, VOLUME = {106}, YEAR = {1956}, PAGES = {607--609}, } @article {Dudley:1973:SFG, AUTHOR = {Dudley, R. M.}, TITLE = {Sample functions of the {G}aussian process}, JOURNAL = {Ann. Probability}, VOLUME = {1}, YEAR = {1973}, NUMBER = {1}, PAGES = {66--103}, } @article {Tihomirov:1963:WKE, AUTHOR = {Tihomirov, V. M.}, TITLE = {The works of {A}. {N}. {K}olmogorov on $\varepsilon $-entropy of function classes and superpositions of functions}, JOURNAL = {Uspehi Mat. Nauk}, VOLUME = {18}, YEAR = {1963}, NUMBER = {5 (113)}, PAGES = {55--92}, } @article {Kolmogorov:1961:ECS, AUTHOR = {Kolmogorov, A. N. and Tihomirov, V. M.}, TITLE = {$\varepsilon $-entropy and $\varepsilon $-capacity of sets in functional space}, JOURNAL = {Amer. Math. Soc. Transl. (2)}, VOLUME = {17}, YEAR = {1961}, PAGES = {277--364}, } @article {Slepian:1962:OSB, AUTHOR = {Slepian, David}, TITLE = {The one-sided barrier problem for {G}aussian noise}, JOURNAL = {Bell System Tech. J.}, VOLUME = {41}, YEAR = {1962}, PAGES = {463--501}, } @article {Donsker:1952:JED, AUTHOR = {Donsker, Monroe D.}, TITLE = {Justification and extension of {D}oob's heuristic approach to the {K}olmogorov-{S}mirnov theorems}, JOURNAL = {Ann. Math. Statistics}, VOLUME = {23}, YEAR = {1952}, PAGES = {277--281}, } @book {Billingsley:1968:CPM, AUTHOR = {Billingsley, Patrick}, TITLE = {{C}onvergence of {P}robability {M}easures}, PUBLISHER = {John Wiley \& Sons Inc.}, ADDRESS = {New York}, YEAR = {1968}, PAGES = {xii+253}, } @article {Khoshnevisan:1994:DF, AUTHOR = {Khoshnevisan, Davar}, TITLE = {A discrete fractal in ${\bf \uppercase{\mathbb{Z}}}\sp 1\sb +$}, JOURNAL = {Proc. Amer. Math. Soc.}, FJOURNAL = {Proceedings of the American Mathematical Society}, VOLUME = {120}, YEAR = {1994}, NUMBER = {2}, PAGES = {577--584}, ISSN = {0002-9939}, CODEN = {PAMYAR}, } @article {Khoshnevisan:1998:LIL, AUTHOR = {Khoshnevisan, Davar and Lewis, Thomas M.}, TITLE = {A law of the iterated logarithm for stable processes in random scenery}, JOURNAL = {Stochastic Process. Appl.}, FJOURNAL = {Stochastic Processes and their Applications}, VOLUME = {74}, YEAR = {1998}, NUMBER = {1}, PAGES = {89--121}, ISSN = {0304-4149}, CODEN = {STOPB7}, } @article {Khoshnevisan:1999:BSC, AUTHOR = {Khoshnevisan, Davar and Shi, Zhan}, TITLE = {Brownian sheet and capacity}, JOURNAL = {Ann. Prob.}, FJOURNAL = {The Annals of Probability}, YEAR = {1999}, NOTE = {(To appear)}, } @book {Pollard:1984:CSP, AUTHOR = {Pollard, David}, TITLE = {{C}onvergence of {S}tochastic {P}rocesses}, PUBLISHER = {Springer-Verlag}, ADDRESS = {New York}, YEAR = {1984}, PAGES = {xiv+215}, ISBN = {0-387-90990-7}, } @book {Dellacherie:1988:PPC, AUTHOR = {Dellacherie, Claude and Meyer, Paul-Andr{\'e}}, TITLE = {{P}robabilities and {P}otential. {C}}, NOTE = {Potential theory for discrete and continuous semigroups, Translated from the French by J. Norris}, PUBLISHER = {North-Holland Publishing Co.}, ADDRESS = {Amsterdam}, YEAR = {1988}, PAGES = {xiv+416}, ISBN = {0-444-70386-1}, } @book {Dellacherie:1982:PPB, AUTHOR = {Dellacherie, Claude and Meyer, Paul-Andr{\'e}}, TITLE = {{P}robabilities and {P}otential. {B}}, NOTE = {Theory of martingales, Translated from the French by J. P. Wilson}, PUBLISHER = {North-Holland Publishing Co.}, ADDRESS = {Amsterdam}, YEAR = {1982}, PAGES = {xvii+463}, ISBN = {0-444-86526-8}, } @book {Dellacherie:1978:PP, AUTHOR = {Dellacherie, Claude and Meyer, Paul-Andr{\'e}}, TITLE = {{P}robabilities and {P}otential}, PUBLISHER = {North-Holland Publishing Co.}, ADDRESS = {Amsterdam}, YEAR = {1978}, PAGES = {viii+189}, ISBN = {0-7204-0701-X}, } @book {Rogers:1994:DMP, AUTHOR = {Rogers, L. C. G. and Williams, David}, TITLE = {{D}iffusions, {M}arkov {P}rocesses, and {M}artingales. {V}ol. 1}, EDITION = {Second}, NOTE = {Foundations}, PUBLISHER = {John Wiley \& Sons Ltd.}, ADDRESS = {Chichester}, YEAR = {1994}, PAGES = {xx+386}, ISBN = {0-471-95061-0}, } @book {Rogers:1987:DMP, AUTHOR = {Rogers, L. C. G. and Williams, David}, TITLE = {{D}iffusions, {M}arkov {P}rocesses, and {M}artingales. {V}ol. 2}, NOTE = {It\^o calculus}, PUBLISHER = {John Wiley \& Sons Inc.}, ADDRESS = {New York}, YEAR = {1987}, PAGES = {xiv+475}, ISBN = {0-471-91482-7}, } @article {Ethier:1998:OST, AUTHOR = {Ethier, S. N.}, TITLE = {An optional stopping theorem for nonadapted martingales}, JOURNAL = {Statist. Probab. Lett.}, FJOURNAL = {Statistics \& Probability Letters}, VOLUME = {39}, YEAR = {1998}, NUMBER = {3}, PAGES = {283--288}, ISSN = {0167-7152}, CODEN = {SPLTDC}, } @book {Ethier:1986:MPC, AUTHOR = {Ethier, Stewart N. and Kurtz, Thomas G.}, TITLE = {{M}arkov {P}rocesses. {C}haracterization and {C}onvergence}, PUBLISHER = {John Wiley \& Sons Inc.}, ADDRESS = {New York}, YEAR = {1986}, PAGES = {x+534}, ISBN = {0-471-08186-8}, } @book {Rozanov:1982:MRF, AUTHOR = {Rozanov, {\uppercase{Y}u}. A.}, TITLE = {{M}arkov {R}andom {F}ields}, NOTE = {Translated from the Russian by Constance M. Elson}, PUBLISHER = {Springer-Verlag}, ADDRESS = {New York}, YEAR = {1982}, PAGES = {ix+201}, ISBN = {0-387-90708-4}, } @book {Hunt:1966:MPM, AUTHOR = {Hunt, G. A.}, TITLE = {{M}artingales et {P}rocessus de {M}arkov}, NOTE = {Monographies de la soci\'et\'e Math\'ematique de France, No. 1}, PUBLISHER = {Dunod}, ADDRESS = {Paris}, YEAR = {1966}, PAGES = {v+145}, } @article {Hunt:1958:MPP, AUTHOR = {Hunt, G. A.}, TITLE = {Markoff processes and potentials. {I}{I}{I}}, JOURNAL = {Illinois J. Math.}, VOLUME = {2}, YEAR = {1958}, PAGES = {151--213}, } @article {Hunt:1956:MPP, AUTHOR = {Hunt, G. A.}, TITLE = {Markoff processes and potentials}, JOURNAL = {Proc. Nat. Acad. Sci. U.S.A.}, VOLUME = {42}, YEAR = {1956}, PAGES = {414--418}, } @article {Hunt:1957:MPP, AUTHOR = {Hunt, G. A.}, TITLE = {Markoff processes and potentials. {I}, {I}{I}}, JOURNAL = {Illinois J. Math.}, VOLUME = {1}, YEAR = {1957}, PAGES = {44--93, 316--369}, } @book {Riesz:1955:FA, AUTHOR = {Riesz, Frigyes and Sz.-Nagy, B\'la}, TITLE = {{F}unctional {A}nalysis}, PUBLISHER = {Fredrick Ungar Publishing Company}, ADDRESS = {New York}, NOTE = {Seventh Printing, 1978. Translated from the second French edition by Leo F. Boron}, YEAR = {1955}, PAGES = {x+467}, ISBN = {0-8044-4821-3}, } @article {Williams:1974:PDC, AUTHOR = {Williams, David}, TITLE = {Path decomposition and continuity of local time for one-dimensional diffusions. {I}}, JOURNAL = {Proc. London Math. Soc. (3)}, VOLUME = {28}, YEAR = {1974}, PAGES = {738--768}, } @article {Williams:1970:DBP, AUTHOR = {Williams, David}, TITLE = {Decomposing the {B}rownian path}, JOURNAL = {Bull. Amer. Math. Soc.}, VOLUME = {76}, YEAR = {1970}, PAGES = {871--873}, } MR90f:60138, AUTHOR = {Borodin, A. N.}, TITLE = {Brownian local time}, JOURNAL = {Uspekhi Mat. Nauk}, FJOURNAL = {Akademiya Nauk SSSR i Moskovskoe Matematicheskoe Obshchestvo. Uspekhi Matematicheskikh Nauk}, VOLUME = {44}, YEAR = {1989}, NUMBER = {2(266)}, PAGES = {7--48}, ISSN = {0042-1316}, } @incollection {Borodin:1988:WCB, AUTHOR = {Borodin, A. N.}, TITLE = {On the weak convergence to {B}rownian local time}, BOOKTITLE = {Probability theory and mathematical statistics (Kyoto, 1986)}, PAGES = {55--63}, PUBLISHER = {Springer}, ADDRESS = {Berlin}, YEAR = {1988}, } @article {Borodin:1986:CCB, AUTHOR = {Borodin, A. N.}, TITLE = {On the character of convergence to {B}rownian local time. {I}, {I}{I}}, JOURNAL = {Probab. Theory Relat. Fields}, FJOURNAL = {Probability Theory and Related Fields}, VOLUME = {72}, YEAR = {1986}, NUMBER = {2}, PAGES = {231--250, 251--277}, ISSN = {0178-8051}, CODEN = {PTRFEU}, } @article {Csaki:1983:SIL, AUTHOR = {Cs{\'a}ki, E. and R{\'e}v{\'e}sz, P.}, TITLE = {Strong invariance for local times}, JOURNAL = {Z. Wahrsch. Verw. Gebiete}, FJOURNAL = {Zeitschrift f\"ur Wahrscheinlichkeitstheorie und Verwandte Gebiete}, VOLUME = {62}, YEAR = {1983}, NUMBER = {2}, PAGES = {263--278}, ISSN = {0044-3719}, CODEN = {ZWVGAA}, } @article {Csaki:1992:SAA, AUTHOR = {Cs{\'a}ki, E. and Cs{\"o}rg{\H{o}}, M. and F{\"o}ldes, A. and R{\'e}v{\'e}sz, P.}, TITLE = {Strong approximation of additive functionals}, JOURNAL = {J. Theoret. Probab.}, FJOURNAL = {Journal of Theoretical Probability}, VOLUME = {5}, YEAR = {1992}, NUMBER = {4}, PAGES = {679--706}, ISSN = {0894-9840}, CODEN = {JTPREO}, } @article {Csorgo:1986:MDV, AUTHOR = {Cs{\"o}rg{\H{o}}, M. and R{\'e}v{\'e}sz, P.}, TITLE = {Mesure du voisinage and occupation density}, JOURNAL = {Probab. Theory Relat. Fields}, FJOURNAL = {Probability Theory and Related Fields}, VOLUME = {73}, YEAR = {1986}, NUMBER = {2}, PAGES = {211--226}, ISSN = {0178-8051}, CODEN = {PTRFEU}, } @article {Csorgo:1985:SLT, AUTHOR = {Cs{\"o}rg{\H{o}}, M. and R{\'e}v{\'e}sz, P.}, TITLE = {On the stability of the local time of a symmetric random walk}, JOURNAL = {Acta Sci. Math. (Szeged)}, FJOURNAL = {Acta Universitatis Szegediensis. 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Appl.}, FJOURNAL = {Stochastic Processes and their Applications}, VOLUME = {47}, YEAR = {1993}, NUMBER = {2}, PAGES = {197--213}, ISSN = {0304-4149}, CODEN = {STOPB}, } @article {Khoshnevisan:1993:ECC, AUTHOR = {Khoshnevisan, Davar}, TITLE = {An embedding of compensated compound {P}oisson processes with applications to local times}, JOURNAL = {Ann. Probab.}, FJOURNAL = {The Annals of Probability}, VOLUME = {21}, YEAR = {1993}, NUMBER = {1}, PAGES = {340--361}, ISSN = {0091-1798}, CODEN = {APBYAE}, } @article {Khoshnevisan:1992:LCE, AUTHOR = {Khoshnevisan, Davar}, TITLE = {Level crossings of the empirical process}, JOURNAL = {Stochastic Process. Appl.}, FJOURNAL = {Stochastic Processes and their Applications}, VOLUME = {43}, YEAR = {1992}, NUMBER = {2}, PAGES = {331--343}, ISSN = {0304-4149}, CODEN = {STOPB}, } @article {Kesten:1979:LTR, AUTHOR = {Kesten, H. and Spitzer, F.}, TITLE = {A limit theorem related to a new class of self-similar processes}, JOURNAL = {Z. Wahrsch. Verw. Gebiete}, FJOURNAL = {Zeitschrift f\"ur Wahrscheinlichkeitstheorie und Verwandte Gebiete}, VOLUME = {50}, YEAR = {1979}, NUMBER = {1}, PAGES = {5--25}, ISSN = {0044-3719}, } @book {Karatzas:1991:BMS, AUTHOR = {Karatzas, Ioannis and Shreve, Steven E.}, TITLE = {{B}rownian {M}otion and {S}tochastic {C}alculus}, EDITION = {Second}, PUBLISHER = {Springer-Verlag}, ADDRESS = {New York}, YEAR = {1991}, PAGES = {xxiv+470}, ISBN = {0-387-97655-8}, } @book {Chung:1990:ISI, AUTHOR = {Chung, K. L. and Williams, R. J.}, TITLE = {{I}ntroduction to {S}tochastic {I}ntegration}, EDITION = {Second}, PUBLISHER = {Birkh\"auser Boston Inc.}, ADDRESS = {Boston, MA}, YEAR = {1990}, PAGES = {xvi+276}, ISBN = {0-8176-3386-3}, } @book {Revuz:1984:MC, AUTHOR = {Revuz, D.}, TITLE = {{M}arkov {C}hains}, EDITION = {Second}, PUBLISHER = {North-Holland Publishing Co.}, ADDRESS = {Amsterdam}, YEAR = {1984}, PAGES = {xi+374}, ISBN = {0-444-86400-8}, } @article {Ito:1944:SI, AUTHOR = {It\^o, Kiyosi}, TITLE = {Stochastic integral}, JOURNAL = {Proc. Imp. Acad. Tokyo}, VOLUME = {20}, YEAR = {1944}, PAGES = {519--524}, } @article {Kunita:1967:SIM, AUTHOR = {Kunita, Hiroshi and Watanabe, Shinzo}, TITLE = {On square integrable martingales}, JOURNAL = {Nagoya Math. J.}, VOLUME = {30}, YEAR = {1967}, PAGES = {209--245}, } @incollection{Burkholder:1972:IIC, AUTHOR = {Burkholder, D. L. and Davis, B. J. and Gundy, R. F.}, TITLE = {Integral inequalities for convex functions of operators on martingales}, BOOKTITLE = {Proceedings of the Sixth Berkeley Symposium on Mathematical Statistics and Probability (Univ. California, Berkeley, Calif., 1970/1971), Vol. II: Probability theory}, PAGES = {223--240}, PUBLISHER = {Univ. California Press}, ADDRESS = {Berkeley, Calif.}, YEAR = {1972}, } @article {Burkholder:1975:OSM, AUTHOR = {Burkholder, D. L.}, TITLE = {One-sided maximal functions and ${H}\sp{p}$}, JOURNAL = {J. Functional Analysis}, VOLUME = {18}, YEAR = {1975}, PAGES = {429--454}, } @article {Burkholder:1973:DFI, AUTHOR = {Burkholder, D. L.}, TITLE = {Distribution function inequalities for martingales}, JOURNAL = {Ann. Probability}, VOLUME = {1}, YEAR = {1973}, PAGES = {19--42}, } @article {Burkholder:1972:DFI, AUTHOR = {Burkholder, D. L. and Gundy, R. F.}, TITLE = {Distribution function inequalities for the area integral}, NOTE = {Collection of articles honoring the completion by Antoni Zygmund of 50 years of scientific activity, VI}, JOURNAL = {Studia Math.}, VOLUME = {44}, YEAR = {1972}, PAGES = {527--544}, } @book {Wermer:1981:PT, AUTHOR = {Wermer, John}, TITLE = {{P}otential {T}heory}, EDITION = {Second}, PUBLISHER = {Springer}, ADDRESS = {Berlin}, YEAR = {1981}, PAGES = {viii+166}, ISBN = {3-540-10276-0}, } @book {Kellogg:1967:FPT, AUTHOR = {Kellogg, Oliver Dimon}, TITLE = {{F}oundations of {P}otential {T}heory}, NOTE = {Reprint from the first edition of 1929. Die Grundlehren der Mathematischen Wissenschaften, Band 31}, PUBLISHER = {Springer-Verlag}, ADDRESS = {Berlin}, YEAR = {1967}, PAGES = {ix+384}, } @article {Bass:1995:LIL, AUTHOR = {Bass, Richard F. and Khoshnevisan, Davar}, TITLE = {Laws of the iterated logarithm for local times of the empirical process}, JOURNAL = {Ann. Probab.}, FJOURNAL = {The Annals of Probability}, VOLUME = {23}, YEAR = {1995}, NUMBER = {1}, PAGES = {388--399}, ISSN = {0091-1798}, CODEN = {APBYAE}, } @article {Jacod:1998:RCL, AUTHOR = {Jacod, Jean}, TITLE = {Rates of convergence to the local time of a diffusion}, JOURNAL = {Ann. Inst. H. Poincar\'e Probab. Statist.}, FJOURNAL = {Annales de l'Institut Henri Poincar\'e. Probabilit\'es et Statistiques}, VOLUME = {34}, YEAR = {1998}, NUMBER = {4}, PAGES = {505--544}, ISSN = {0246-0203}, CODEN = {AHPBAR}, } @article {Blumenthal:1957:EMP, AUTHOR = {Blumenthal, R. M.}, TITLE = {An extended {M}arkov property}, JOURNAL = {Trans. Amer. Math. Soc.}, VOLUME = {85}, YEAR = {1957}, PAGES = {52--72}, } @article {Hunt:1956:SGM, AUTHOR = {Hunt, G. A.}, TITLE = {Semi-groups of measures on {L}ie groups}, JOURNAL = {Trans. Amer. Math. Soc.}, VOLUME = {81}, YEAR = {1956}, PAGES = {264--293}, } @article {Kinney:1953:CPS, AUTHOR = {Kinney, J. 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Ann.}, VOLUME = {136}, YEAR = {1958}, PAGES = {46--57}, } @book {Hille:1957:FAS, AUTHOR = {Hille, Einar and Phillips, Ralph S.}, TITLE = {{F}unctional {A}nalysis and {S}emi-{G}roups}, NOTE = {rev. ed, American Mathematical Society Colloquium Publications, vol. 31}, PUBLISHER = {American Mathematical Society}, ADDRESS = {Providence, R. I.}, YEAR = {1957}, PAGES = {xii+808}, } @article {Yosida:1958:DSL, AUTHOR = {Yosida, K\^osaku}, TITLE = {On the differentiability of semigroups of linear operators}, JOURNAL = {Proc. Japan Acad.}, VOLUME = {34}, YEAR = {1958}, PAGES = {337--340}, } @book {Yosida:1995:FA, AUTHOR = {Yosida, K{\=o}saku}, TITLE = {{F}unctional {A}nalysis}, NOTE = {Reprint of the sixth (1980) edition}, PUBLISHER = {Springer-Verlag}, ADDRESS = {Berlin}, YEAR = {1995}, PAGES = {xii+501}, ISBN = {3-540-58654-7}, } @article {Kac:1949:DBT, AUTHOR = {Kac, M.}, TITLE = {On deviations between theoretical and empirical distributions}, JOURNAL = {Proceedings of the National Academy of Sciences, U.S.A.}, VOLUME = {35}, YEAR = {1949}, PAGES = {252--257}, } @inproceedings {Kac:1951:SCB, AUTHOR = {Kac, M.}, TITLE = {On some connections between probability theory and differential and integral equations}, BOOKTITLE = {Proceedings of the Second Berkeley Symposium on Mathematical Statistics and Probability, 1950}, PAGES = {189--215}, PUBLISHER = {University of California Press}, ADDRESS = {Berkeley and Los Angeles}, YEAR = {1951}, } @article {Feynman:1948:STA, AUTHOR = {Feynman, Richard J.}, TITLE = {Space-time approach to nonrelativistic quantuum mechanics}, JOURNAL = {Rev. 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Math. Soc.}, VOLUME = {87}, YEAR = {1958}, PAGES = {187--197}, MRCLASS = {60.00}, MRNUMBER = {21 #3051}, MRREVR = {S. K. Zaremba}, } @article {Hendricks:1972:HDP, AUTHOR = {Hendricks, W. J.}, TITLE = {Hausdorff dimension in a process with stable components---an interesting counterexample}, JOURNAL = {Ann. Math. Statist.}, VOLUME = {43}, YEAR = {1972}, NUMBER = {2}, PAGES = {690--694}, MRCLASS = {60J30}, MRNUMBER = {54 #14113}, } @article {Hendricks:1973:MPP, AUTHOR = {Hendricks, W. J.}, TITLE = {Multiple points for a process in ${R}\sp{2}$ with stable components}, JOURNAL = {Z. Wahrscheinlichkeitstheorie und Verw. Gebiete}, VOLUME = {28}, YEAR = {1973/1974}, PAGES = {113--128}, MRCLASS = {60J30 (60J45)}, MRNUMBER = {50 #14950}, MRREVR = {Bert Fristedt}, } @article {Takeuchi:1964:STC, AUTHOR = {Takeuchi, Junji and Watanabe, Shinzo}, TITLE = {Spitzer's test for the {C}auchy process on the line}, JOURNAL = {Z. Wahrscheinlichkeitstheorie und Verw. 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Doob}, } @article {Kakutani:1945:MPD, AUTHOR = {Kakutani, Shizuo}, TITLE = {Markoff process and the {D}irichlet problem}, JOURNAL = {Proc. Japan Acad.}, VOLUME = {21}, YEAR = {1945}, PAGES = {227--233 (1949)}, MRCLASS = {31.0X}, MRNUMBER = {11,357h}, MRREVR = {J. L. Doob}, } @article {Kakutani:1944:TDB, AUTHOR = {Kakutani, Shizuo}, TITLE = {Two-dimensional {B}rownian motion and harmonic functions}, JOURNAL = {Proc. Imp. Acad. Tokyo}, VOLUME = {20}, YEAR = {1944}, PAGES = {706--714}, MRCLASS = {60.0X}, MRNUMBER = {7,315b}, MRREVR = {J. L. Doob}, } @article {Bergstrom:1952:SES, AUTHOR = {Bergstr{\"o}m, Harald}, TITLE = {On some expansions of stable distribution functions}, JOURNAL = {Ark. Mat.}, VOLUME = {2}, YEAR = {1952}, PAGES = {375--378}, MRCLASS = {60.0X}, MRNUMBER = {16,377i}, MRREVR = {H. P. 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Probabilit\'es et Statistique}, VOLUME = {23}, YEAR = {1987}, NUMBER = {3}, PAGES = {499--530}, ISSN = {0246-0203}, CODEN = {AHPBAR}, MRCLASS = {60J45 (60G17 60J30 60J55)}, MRNUMBER = {88m:60194}, MRREVR = {Mamoru Kanda}, } @incollection {Weber:1983:PSS, AUTHOR = {Weber, Michel}, TITLE = {Polar sets of some {G}aussian processes}, BOOKTITLE = {{P}robability in {B}anach {S}paces, {I}{V} ({O}berwolfach, 1982)}, PAGES = {204--214}, PUBLISHER = {Springer}, ADDRESS = {Berlin}, YEAR = {1983}, MRCLASS = {60G15 (60G17 60G60)}, MRNUMBER = {85b:60040}, MRREVR = {S. J. Taylor}, } @book {Garsia:1973:MIS, AUTHOR = {Garsia, Adriano M.}, TITLE = {{M}artingale {I}nequalities: {S}eminar {N}otes on {R}ecent {P}rogress}, NOTE = {Mathematics Lecture Notes Series}, PUBLISHER = {W. A. Benjamin, Inc., Reading, Mass.-London-Amsterdam}, YEAR = {1973}, PAGES = {viii+184}, MRCLASS = {60G45}, MRNUMBER = {56 #6844}, MRREVR = {S. R. S. Varadhan}, } @article {Garsia:1970:RVL, AUTHOR = {Garsia, A. M. and Rodemich, E. and Rumsey, Jr., H.}, TITLE = {A real variable lemma and the continuity of paths of some {G}aussian processes}, JOURNAL = {Indiana Univ. Math. J.}, VOLUME = {20}, YEAR = {1970/1971}, PAGES = {565--578}, MRCLASS = {60.40}, MRNUMBER = {42 #2534}, MRREVR = {D. W. Stroock}, } @book {Garsia:1970:TAE, AUTHOR = {Garsia, Adriano M.}, TITLE = {{T}opics in {A}lmost {E}verywhere {C}onvergence}, NOTE = {Lectures in Advanced Mathematics, 4}, PUBLISHER = {Markham Publishing Co., Chicago, Ill.}, YEAR = {1970}, PAGES = {x+154}, MRCLASS = {42.16 (28.00)}, MRNUMBER = {41 #5869}, MRREVR = {R. A. Hunt}, } @book {Hall:1980:MLT, AUTHOR = {Hall, P. and Heyde, C. C.}, TITLE = {{M}artingale {L}imit {T}heory and its {A}pplication}, NOTE = {Probability and Mathematical Statistics}, PUBLISHER = {Academic Press Inc. [Harcourt Brace Jovanovich Publishers]}, ADDRESS = {New York}, YEAR = {1980}, PAGES = {xii+308}, ISBN = {0-12-319350-8}, MRCLASS = {60-02 (60B12 60F05 60G42)}, MRNUMBER = {83a:60001}, MRREVR = {David J. Aldous}, } @article {Krickeberg:1963:MD, AUTHOR = {Krickeberg, Klaus and Pauc, Christian}, TITLE = {Martingales et d\'erivation}, JOURNAL = {Bull. Soc. Math. France}, VOLUME = {91}, YEAR = {1963}, PAGES = {455--543}, MRCLASS = {60.40}, MRNUMBER = {28 #5472}, MRREVR = {J. L. Doob}, } @book {Chow:1997:PT, AUTHOR = {Chow, Yuan Shih and Teicher, Henry}, TITLE = {Probability theory}, EDITION = {Third}, NOTE = {{I}ndependence, {I}nterchangeability, {M}artingales}, PUBLISHER = {Springer-Verlag}, ADDRESS = {New York}, YEAR = {1997}, PAGES = {xxii+488}, ISBN = {0-387-98228-0}, MRCLASS = {60-02 (60Exx 60Fxx 60G42 60G44)}, MRNUMBER = {98e:60003}, } @article {Blackwell:1975:ENE, AUTHOR = {Blackwell, David and Dubins, Lester E.}, TITLE = {On existence and non-existence of proper, regular, conditional distributions}, JOURNAL = {Ann. Probability}, VOLUME = {3}, YEAR = {1975}, NUMBER = {5}, PAGES = {741--752}, MRCLASS = {60A10 (60G05)}, MRNUMBER = {53 #4155}, MRREVR = {S. D. Chatterji}, } @article {Blackwell:1962:MOI, AUTHOR = {Blackwell, David and Dubins, Lester}, TITLE = {Merging of opinions with increasing information}, JOURNAL = {Ann. Math. Statist.}, VOLUME = {33}, YEAR = {1962}, PAGES = {882--886}, MRCLASS = {60.90}, MRNUMBER = {26 #7062}, MRREVR = {M. C. Pike}, } @book {Stroock:1993:PTA, AUTHOR = {Stroock, Daniel W.}, TITLE = {{P}robability {T}heory, an {A}nalytic {V}iew}, PUBLISHER = {Cambridge University Press}, ADDRESS = {Cambridge}, YEAR = {1993}, PAGES = {xvi+512}, ISBN = {0-521-43123-9}, MRCLASS = {60-02 (60F05 60G44 60J30 60J35)}, MRNUMBER = {95f:60003}, MRREVR = {F. B. Knight}, } @book {Krickeberg:1965:PT, AUTHOR = {Krickeberg, Klaus}, TITLE = {{P}robability {T}heory}, PUBLISHER = {Addison-Wesley Publishing Co., Inc., Reading, Mass.-London}, YEAR = {1965}, PAGES = {x+230}, MRCLASS = {60.00}, MRNUMBER = {33 #6655}, MRREVR = {A. T. Bharucha-Reid}, } @book {Krickeberg:1963:W, AUTHOR = {Krickeberg, Klaus}, TITLE = {{W}ahrscheinlichkeitstheorie}, PUBLISHER = {B. G. Teubner Verlagsgesellschaft, Stuttgart}, YEAR = {1963}, PAGES = {200}, MRCLASS = {60.00}, MRNUMBER = {27 #3004}, MRREVR = {K. L. Chung}, } @article {Burkholder:1964:MIN, AUTHOR = {Burkholder, D. 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Krengel}, } @article {Frangos:1986:MEM, AUTHOR = {Frangos, Nikos E. and Sucheston, Louis}, TITLE = {On multiparameter ergodic and martingale theorems in infinite measure spaces}, JOURNAL = {Probab. Theory Relat. Fields}, FJOURNAL = {Probability Theory and Related Fields}, VOLUME = {71}, YEAR = {1986}, NUMBER = {4}, PAGES = {477--490}, ISSN = {0178-8051}, CODEN = {PTRFEU}, MRCLASS = {60F15 (28D05 46B30 47D05 60G42)}, MRNUMBER = {87j:60049}, MRREVR = {U. 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Lindstr{\"o}m}, } @incollection {Stoll:1987:SRR, AUTHOR = {Stoll, A.}, TITLE = {Self-repellent random walks and polymer measures in two dimensions}, BOOKTITLE = {Stochastic processes---mathematics and physics, II (Bielefeld, 1985)}, PAGES = {298--318}, PUBLISHER = {Springer}, ADDRESS = {Berlin}, YEAR = {1987}, MRCLASS = {82A51 (03H10 26E35 54J05)}, MRNUMBER = {88k:82101}, MRREVR = {Cheng Xun Wu}, } @book {Madras:1993:SAW, AUTHOR = {Madras, Neal and Slade, Gordon}, TITLE = {{T}he {S}elf-{A}voiding {W}alk}, PUBLISHER = {Birkh\"auser Boston Inc.}, ADDRESS = {Boston, MA}, YEAR = {1993}, PAGES = {xiv+425}, ISBN = {0-8176-3589-0}, MRCLASS = {82-02 (60K35 82B41 82C22 82D60)}, MRNUMBER = {94f:82002}, MRREVR = {Cheng Xun Wu}, } @article {Perkins:1982:WIP, AUTHOR = {Perkins, Edwin}, TITLE = {Weak invariance principles for local time}, JOURNAL = {Z. Wahrsch. Verw. Gebiete}, FJOURNAL = {Zeitschrift f\"ur Wahrscheinlichkeitstheorie und Verwandte Gebiete}, VOLUME = {60}, YEAR = {1982}, NUMBER = {4}, PAGES = {437--451}, ISSN = {0044-3719}, CODEN = {ZWVGAA}, MRCLASS = {60J55 (03H10 26E35 60F17)}, MRNUMBER = {83h:60080}, MRREVR = {Robert M. Anderson}, } @article {Calderon:1952:ECS, AUTHOR = {Calder\'on, A. P. and Zygmund, A.}, TITLE = {On the existence of certain singular integrals}, JOURNAL = {Acta Math.}, FJOURNAL = {Acta Mathematica}, VOLUME = {88}, YEAR = {1952}, PAGES = {85--139}, MRCLASS = {42.4X}, MRNUMBER = {14,637f}, MRREVR = {H. Kober}, } @article {Gundy:1969:CMS, AUTHOR = {Gundy, Richard F.}, TITLE = {On the class ${L}\,{\rm log}\,{L}$, martingales, and singular integrals}, JOURNAL = {Studia Math.}, VOLUME = {33}, YEAR = {1969}, PAGES = {109--118}, MRCLASS = {60.30}, MRNUMBER = {39 #4909}, MRREVR = {R. M. Dudley}, } @article {Stratonovich:1966:NRS, AUTHOR = {Stratonovich, R. L.}, TITLE = {A new representation for stochastic integrals and equations}, JOURNAL = {SIAM J. of Control}, FJOURNAL = {SIAM Journal of Control}, VOLUME = {4}, YEAR = {1966}, PAGES = {362--371}, } @article {Rota:1962:AVG, AUTHOR = {Rota, Gian-Carlo}, TITLE = {An ``{A}lternierende {V}erfahren'' for general positive operators}, JOURNAL = {Bull. Amer. Math. Soc.}, VOLUME = {68}, YEAR = {1962}, PAGES = {95--102}, MRCLASS = {60.05}, MRNUMBER = {24 #A3671}, MRREVR = {J. L. Doob}, } @article {Doob:1962:ROL, AUTHOR = {Doob, J. L.}, TITLE = {A ratio operator limit theorem}, JOURNAL = {Z. Wahrscheinlichkeitstheorie und Verw. Gebiete}, VOLUME = {1}, YEAR = {1962/1963}, PAGES = {288--294}, MRCLASS = {60.30 (47.99)}, MRNUMBER = {29 #636}, MRREVR = {G.-C. 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Wahrsch. Verw. Gebiete}, FJOURNAL = {Zeitschrift f\"ur Wahrscheinlichkeitstheorie und Verwandte Gebiete}, VOLUME = {47}, YEAR = {1979}, NUMBER = {1}, PAGES = {69--81}, ISSN = {0044-3719}, MRCLASS = {60J40}, MRNUMBER = {80k:60093}, MRREVR = {P. W. Millar}, } @article {Hirsch:1995:SST, AUTHOR = {Hirsch, F. and Song, S.}, TITLE = {Symmetric {S}korohod topology on $n$-variable functions and hierarchical {M}arkov properties of $n$-parameter processes}, JOURNAL = {Probab. Theory Related Fields}, FJOURNAL = {Probability Theory and Related Fields}, VOLUME = {103}, YEAR = {1995}, NUMBER = {1}, PAGES = {25--43}, ISSN = {0178-8051}, CODEN = {PTRFEU}, MRCLASS = {60J25 (31C15 60J30 60J40)}, MRNUMBER = {97d:60122}, MRREVR = {Patrick Fitzsimmons}, } @article {Fitzsimmons:1986:EMM, AUTHOR = {Fitzsimmons, P. J. and Maisonneuve, B.}, TITLE = {Excessive measures and {M}arkov processes with random birth and death}, JOURNAL = {Probab. Theory Relat. Fields}, FJOURNAL = {Probability Theory and Related Fields}, VOLUME = {72}, YEAR = {1986}, NUMBER = {3}, PAGES = {319--336}, ISSN = {0178-8051}, CODEN = {PTRFEU}, MRCLASS = {60J45}, MRNUMBER = {87k:60178}, MRREVR = {M. G. Shur}, } @article {Hawkes:1976:IMR, AUTHOR = {Hawkes, John}, TITLE = {Intersections of {M}arkov random sets}, JOURNAL = {Z. Wahrscheinlichkeitstheorie und Verw. Gebiete}, VOLUME = {37}, YEAR = {1976/1977}, NUMBER = {3}, PAGES = {243--251}, MRCLASS = {60J30}, MRNUMBER = {58 #3064}, MRREVR = {Joseph Horowitz}, } @article {Hawkes:1971:HDI, AUTHOR = {Hawkes, John}, TITLE = {On the {H}ausdorff dimension of the intersection of the range of a stable process with a {B}orel set}, JOURNAL = {Z. Wahrscheinlichkeitstheorie und Verw. Gebiete}, VOLUME = {19}, YEAR = {1971}, PAGES = {90--102}, MRCLASS = {60J60}, MRNUMBER = {45 #1252}, MRREVR = {N. C. Jain}, } @article {Hawkes:1970:SDT, AUTHOR = {Hawkes, John}, TITLE = {Some dimension theorems for the sample functions of stable processes}, JOURNAL = {Indiana Univ. Math. J.}, VOLUME = {20}, YEAR = {1970/1971}, PAGES = {733--738}, MRCLASS = {60J60}, MRNUMBER = {45 #1251}, MRREVR = {S. Orey}, } @incollection {Rogers:1989:MPM, AUTHOR = {Rogers, L. C. G.}, TITLE = {Multiple points of {M}arkov processes in a complete metric space}, BOOKTITLE = {S\'eminaire de Probabilit\'es, XXIII}, PAGES = {186--197}, PUBLISHER = {Springer}, ADDRESS = {Berlin}, YEAR = {1989}, MRCLASS = {60G17 (60J25 60J30 60J45)}, MRNUMBER = {91d:60098}, MRREVR = {Steven N. Evans}, } @article {Khoshnevisan:1998:FSP, AUTHOR = {Khoshnevisan, Davar and Shi, Zhan}, TITLE = {Fast sets and points for fractional {B}rownian motion}, JOURNAL = {(Submitted for publication)}, YEAR = {1998}, } @article {Khoshnevisan:1999:LSA, AUTHOR = {Khoshnevisan, Davar and Xiao, Yimin}, TITLE = {Level Sets of Additive {L}\'evy Processes}, JOURNAL = {(Submitted for publication)}, YEAR = {1999}, } @incollection {Barlow:1984:LWE, AUTHOR = {Barlow, M. T. and Perkins, E.}, TITLE = {Levels at which every {B}rownian excursion is exceptional}, BOOKTITLE = {Seminar on probability, XVIII}, PAGES = {1--28}, PUBLISHER = {Springer}, ADDRESS = {Berlin}, YEAR = {1984}, MRCLASS = {60J65}, MRNUMBER = {86g:60092}, MRREVR = {S. J. Taylor}, } @article {Lyons:1990:RWP, AUTHOR = {Lyons, Russell}, TITLE = {Random walks and percolation on trees}, JOURNAL = {Ann. Probab.}, FJOURNAL = {The Annals of Probability}, VOLUME = {18}, YEAR = {1990}, NUMBER = {3}, PAGES = {931--958}, ISSN = {0091-1798}, CODEN = {APBYAE}, MRCLASS = {60J15 (05C05 60K35 82B41 82B43)}, MRNUMBER = {91i:60179}, MRREVR = {Gregory F. Lawler}, } @article {Aizenman:1982:BMH, AUTHOR = {Aizenman, M. and Simon, B.}, TITLE = {Brownian motion and {H}arnack inequality for {S}chr\"odinger operators}, JOURNAL = {Comm. Pure Appl. Math.}, FJOURNAL = {Communications on Pure and Applied Mathematics}, VOLUME = {35}, YEAR = {1982}, NUMBER = {2}, PAGES = {209--273}, ISSN = {0010-3640}, CODEN = {CPAMA}, MRCLASS = {35J10 (60J65 81C05)}, MRNUMBER = {84a:35062}, MRREVR = {M. Schechter}, } @article {Werner:1993:STL, AUTHOR = {Werner, Wendelin}, TITLE = {Sur les singularit\'es des temps locaux d'intersection du mouvement brownien plan}, JOURNAL = {Ann. Inst. H. Poincar\'e Probab. Statist.}, FJOURNAL = {Annales de l'Institut Henri Poincar\'e. Probabilit\'es et Statistiques}, VOLUME = {29}, YEAR = {1993}, NUMBER = {3}, PAGES = {391--418}, ISSN = {0246-0203}, CODEN = {AHPBAR}, MRCLASS = {60J65 (60J55)}, MRNUMBER = {95c:60074}, MRREVR = {S. J. Taylor}, } @book {Yor:1997:SAB, AUTHOR = {Yor, Marc}, TITLE = {{S}ome {A}spects of {B}rownian {M}otion. {P}art {I}{I}}, NOTE = {Some recent martingale problems}, PUBLISHER = {Birkh\"auser Verlag}, ADDRESS = {Basel}, YEAR = {1997}, PAGES = {xii+144}, ISBN = {3-7643-5717-7}, MRCLASS = {60J65 (60H99)}, MRNUMBER = {98e:60140}, MRREVR = {Krzysztof Burdzy}, } @book {Yor:1992:SAB, AUTHOR = {Yor, Marc}, TITLE = {{S}ome {A}spects of {B}rownian {M}otion. {P}art {I}}, NOTE = {Some special functionals}, PUBLISHER = {Birkh\"auser Verlag}, ADDRESS = {Basel}, YEAR = {1992}, PAGES = {x+136}, ISBN = {3-7643-2807-X}, MRCLASS = {60J65 (60H99)}, MRNUMBER = {93i:60155}, MRREVR = {Krzysztof Burdzy}, } @incollection {Eisenbaum:1995:VSC, AUTHOR = {Eisenbaum, Nathalie}, TITLE = {Une version sans conditionnement du th\'eor\`eme d'isomorphisms de {D}ynkin}, BOOKTITLE = {S\'eminaire de Probabilit\'es, XXIX}, PAGES = {266--289}, PUBLISHER = {Springer}, ADDRESS = {Berlin}, YEAR = {1995}, MRCLASS = {60J55 (60G15 60J25 60J65)}, MRNUMBER = {99e:60171}, MRREVR = {Haya Kaspi}, } @incollection {Eisenbaum:1997:TLP, AUTHOR = {Eisenbaum, Nathalie}, TITLE = {Th\'eor\`emes limites pour les temps locaux d'un processus stable sym\'etrique}, BOOKTITLE = {S\'eminaire de Probabilit\'es, XXXI}, PAGES = {216--224}, PUBLISHER = {Springer}, ADDRESS = {Berlin}, YEAR = {1997}, MRCLASS = {60J55 (60G15 60J25 60J30)}, MRNUMBER = {99f:60138}, MRREVR = {Haya Kaspi}, } @article {Geman:1984:LTA, AUTHOR = {Geman, Donald and Horowitz, Joseph and Rosen, Jay}, TITLE = {A local time analysis of intersections of {B}rownian paths in the plane}, JOURNAL = {Ann. Probab.}, FJOURNAL = {The Annals of Probability}, VOLUME = {12}, YEAR = {1984}, NUMBER = {1}, PAGES = {86--107}, ISSN = {0091-1798}, CODEN = {APBYAE}, MRCLASS = {60G15 (60G17 60G60 60J65)}, MRNUMBER = {85m:60071}, MRREVR = {Robert J. Adler}, } @incollection {Rosen:1991:SOL, AUTHOR = {Rosen, Jay}, TITLE = {Second order limit laws for the local times of stable processes}, BOOKTITLE = {S\'eminaire de Probabilit\'es, XXV}, PAGES = {407--424}, PUBLISHER = {Springer}, ADDRESS = {Berlin}, YEAR = {1991}, MRCLASS = {60J55 (60F05 60J30)}, MRNUMBER = {93k:60196}, MRREVR = {Steven N. Evans}, } @article {Weinryb:1993:TCL, AUTHOR = {Weinryb, S. and Yor, M.}, TITLE = {Th\'eor\`eme central limite pour l'intersection de deux saucisses de {W}iener ind\'ependantes}, JOURNAL = {Probab. Theory Related Fields}, FJOURNAL = {Probability Theory and Related Fields}, VOLUME = {97}, YEAR = {1993}, NUMBER = {3}, PAGES = {383--401}, ISSN = {0178-8051}, CODEN = {PTRFEU}, MRCLASS = {60F05 (60G15)}, MRNUMBER = {94i:60040}, MRREVR = {S. J. Taylor}, } @incollection {Weinryb:1988:MBL, AUTHOR = {Weinryb, Sophie and Yor, Marc}, TITLE = {Le mouvement brownien de {L}\'evy index\'e par ${\bf \uppercase{R}}\sp 3$ comme limite centrale de temps locaux d'intersection}, BOOKTITLE = {S\'eminaire de Probabilit\'es, XXII}, PAGES = {225--248}, PUBLISHER = {Springer}, ADDRESS = {Berlin}, YEAR = {1988}, MRCLASS = {60J65 (60G15)}, MRNUMBER = {89j:60117}, MRREVR = {F. B. Knight}, } @article {Weinryb:1986:EAP, AUTHOR = {Weinryb, Sophie}, TITLE = {\'{E}tude asymptotique par des mesures de ${\bf {R}}\sp 3$ de saucisses de {W}iener localis\'ees}, JOURNAL = {Probab. Theory Relat. Fields}, FJOURNAL = {Probability