Diffusions, Markov processes, and martingales

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Multidimensional Diffusion Processes

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Statistical theory of turbulenc

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Markov Processes and Potential Theory

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Markov Chains with Stationary Transition Probabilities.

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Dynamical Theories of Brownian Motion

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Almost sure behavior of sums of independent random variables and martingales

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Semimartingales and Markov processes

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The student t-distribution of any degree of freedom is infinitely divisible

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Study of a filtration expanded to include an honest time

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Excursions of a Markov Process

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Markov processes and Martin boundaries

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Boundaries induced by non-negative matrices

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To reverse a Markov process

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Classical mechanics, the diffusion (heat) equation and the Schrödinger equation on a Riemannian manifold

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Class 𝐷 supermartingales

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Finely holomorphic functions

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Limit Theorems for Markov Processes

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Approximating Countable Markov Chains

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Construction of Local Time and Poisson Point Processes from Nested Arrays

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The Bessel Polynomials and the StudenttDistribution

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Stochastic Riemannian Geometry

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Stochastic parallel displacement

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Equations differentielles stochastiques

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Note on regularization of markov processes

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Coterminal families and the strong Markov property

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The Infinite Divisibility of the Von Mises-Fisher Distribution for All Values of the Parameter in all Dimensions

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Séminaire de Probabilités XII

1978 • 40 citations

Splitting times and shift functionals

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L�vy's downcrossing theorem

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Conditional Distributions and Tightness

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Multiple points for symmetric Lévy processes

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Splitting times for Markov processes and a generalised Markov property for diffusions

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The Condenser Problem

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A note on the Q-matrices of Markov Chains

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Meyer's theorem on predictability

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A TOTALLY UNSTABLE DENUMERABLE MARKOV PROCESS

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An Introduction to Stochastic Differential Equations on Manifolds

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The $Q$-matrix problem for Markov chains

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SOME THEOREMS CONCERNING RESOLVENTS OVER LOCALLY COMPACT SPACES

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Lattice Methods and Submarkovian Processes

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The Measure of the Range of a Subordinator

1973 • 22 citations

Ensembles aléatoires markoviens homogènes (III)

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Dual markov functionals: Applications of a useful auxiliary process

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State spaces for Markov chains

1970 • 21 citations

The Knotting of Brownian Motion in 3-Space

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Sur les états d'entrée et les états fictifs d'un processus de Markov

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Excision of a strong Markov process

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Brownian Motions and Diffusions as Markov Processes

1974 • 15 citations

Conditional excursion theory

1979 • 15 citations

Application of additive functionals to the boundary problem of Markov processes. Lévy's system of U-processes

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The Q-matrix problem

1976 • 13 citations

Unbounded local times

1974 • 13 citations

The law of the iterated logarithm for Banach space valued random variables

1976 • 11 citations

Une Theorie de la Dualite a Ensemble Polaire Pres II

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Processus markoviens et stationnaires. Cas dénombrable

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Quelques exemples familiers, en probabilites, d’ensembles analytiques, non boreliens

1978 • 6 citations

Diffusions à coefficients continus d’après D.W. Stroock et S.R.S. Varadhan

1970 • 6 citations

Classical Potential Theory and Brownian Motion

1972 • 5 citations

Logarithmic Potentials and Planar Brownian Motion

1972 • 2 citations

Annonçabilite des temps previsibles: Deux contre-exemples

1980 • 2 citations