Seminar on Stochastic Processes, 1988 -

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Sommaire:
The Riesz Transform Associated with Second Order Differential Operators.- The Optional Stochastic Integral.- On Brownian Excursions in Lipschitz Domains II: Local Asymptotic Distributions.- Gauge Theorem for Unbounded Domains.- Reminiscences of Some of Paul Levy's Ideas in Brownian Motion and in Markov Chains.- Conditional Brownian Motion, Whitney Squares, and the Conditional Gauge Theorem.- Local Field Gaussian Measures.- Some Formulas for the Energy Functional of a Markov Process.- Note on the 3G Theorem (d=2).- The Independence of Hitting Times and Hitting Positions to Spheres for Drifted Brownian Motion.- The Exact Hausdorff Measure of Brownian Multiple Points II.- On a Stability Property of Harmonic Measures.- Behavior of Excessive Functions of Certain Diffusions Under the Action of the Transition Semigroup.- A Maximal Inequality.- Some Results for Functions of Kato Class in Domains of Infinite Measure.- Some Properties of Invariant Functions of Markov Processes.- Right Brownian Motion and Representation of Initial Problem.