Conditional brownian motion and the boundary limits of harmonic functions

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An Extended Markov Property
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Entrance laws for Feller diffusions on (0,infinity) and Doob's h-path transformation
A measure-theoretic boundary limit theorem
Projection theorems for hitting probabilities and a theorem of Littlewood
Brownian motion conditioned to spend limited time below a barrier
Sampling rare events across dynamical phase transitions
Green's functions for the Schrödinger equation with short-range potentials
Feynman-Kac functionals and positive solutions of 1/2?u+qu=0
\({\mathcal H}^ p\)-spaces of harmonic functions
Propriétés d'intersection des marches aléatoires. I: Convergence vers le temps local d'intersection. (Properties of intersection of random walks. I: Convergence to local time intersection)
The Doob-McKean identity for stable Lévy processes
Nonequilibrium Markov processes conditioned on large deviations
On the lifetime of a conditioned Brownian motion in domains connected through small gaps
Some martingale inequalities with applications to harmonic analysis
Boundary properties of functions with finite Dirichlet integrals
The lifetime of conditioned Brownian motion in certain Lipschitz domains
Non-intersecting Brownian bridges in the flat-to-flat geometry
Two-dimensional Brownian random interlacements
An application of fine potential theory to prove a Phragmen-Lindelöf theorem
Le problème de Dirichlet pour l'opérateur de Schrödinger
The Poisson kernel of positively curved manifolds
Existence of the harmonic measure for random walks on graphs and in random environments
Green function for Schrödinger operator and conditioned Feynman-Kac gauge
On Kelvin transformation
Solving high-dimensional Hamilton-Jacobi-Bellman PDEs using neural networks: perspectives from the theory of controlled diffusions and measures on path space
Filtration shrinkage, strict local martingales and the Föllmer measure
Reciprocal classes of random walks on graphs
Constrained Brownian processes and constrained Brownian bridges
Relative densities of semimartingales
Harmonic Dirichlet functions on planar graphs
Feine Topologie am Martinrand eines Standardprozesses
Lifetime of conditioned Brownian motion in Lipschitz domains
The h-path distribution of the lifetime of conditioned Brownian motion for non-smooth domains
Nonhomogeneous Markov processes
Feynman-Kac formula under a finite entropy condition
Uniform boundedness of conditional gauge and Schrödinger equations
Extreme harmonic functions and boundary value problems
Brownian motion in self-similar domains
Nontangential and probabilistic boundary behavior of pluriharmonic functions
Theorie du Potentiel sur les Graphes et les Varietes
Zero-One Laws and the Minimum of a Markov Process
A non‐conservative Harris ergodic theorem
A decomposition of Bessel Bridges
Potential theory for the Schrödinger equation
Killed diffusions and their conditioning
A non-probabilistic proof of the relative Fatou theorem
Record statistics for random walk bridges
Théoreme de Fatou et frontière de Martin
Positivity for a strongly coupled elliptic system by Green function estimates
Brownian Excursions from Hyperplanes and Smooth Surfaces
Excursions of a non-singular diffusion
Invariant ?-fields for a class of diffusions
A stochastic approach to quasi-everywhere boundary convergence of harmonic functions
Aspects of probabilistic Littlewood-Paley theory
Harmonic functions on hyperbolic graphs
Exact simulation of conditioned Wright-Fisher models
The lifetime of conditioned Brownian motion
The exit measure of a supermartingale
Mouvement brownien, cônes et processus stables. (Brownian motion, cones and stable processes)
Probability and a Dirichlet problem for multiply superharmonic functions
Boundary behavior of harmonic functions in a half-space and Brownian motion
On Fourier Multiplier Transformations of Banach-Valued Functions
Reciprocal processes. A measure-theoretical point of view
A survey of the Schrödinger problem and some of its connections with optimal transport
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Fatou's Theorem for censored stable processes.
Crossing estimates and convergence of Dirichlet functions along random walk and diffusion paths
Distribution of the time to explosion for one-dimensional diffusions
Extension d'un théorème de Carleman
Conditional transformation of drift formula and potential theory for \(\Delta +b(\cdot)\cdot \nabla\)
A Martin Boundary in the Plane
(Homogeneous) Markovian bridges
Local Fatou theorem and the density of energy on manifolds of negative curvature
Efficient importance sampling for binary contingency tables
Regularity of Schrödinger's functional equation in the weak topology and moment measures
More on the long time stability of Feynman-Kac semigroups
Brownian Motion with Partial Information
The mean field Schrödinger problem: ergodic behavior, entropy estimates and functional inequalities
A Fatou theorem for \(F\)-harmonic functions
Différentiabilité stochastique des fonctions finement harmoniques
Fine and Nontangential Convergence on an NTA Domain
Non-empirical weighted Langevin mechanics for the potential escape problem: parallel algorithm and application to the argon clusters
On inversions and Doob \(h\)-transforms of linear diffusions
Attraction to and repulsion from a subset of the unit sphere for isotropic stable Lévy processes
Loewner chains and evolution families on parallel slit half-planes
Joint distribution of two local times for diffusion processes with the application to the construction of various conditioned processes
Exact and efficient sampling of conditioned walks
Spectral gap for the growth-fragmentation equation via Harris's theorem
Couplings, gradient estimates and logarithmic Sobolev inequalitiy for Langevin bridges
Integral functionals under the excursion measure
Transport properties of diffusive particles conditioned to survive in trapping environments
Boundary approach filters for analytic functions
Weak semiconvexity estimates for Schrödinger potentials and logarithmic Sobolev inequality for Schrödinger bridges
Minimal Kullback–Leibler Divergence for Constrained Lévy–Itô Processes
Conditioning diffusion processes with killing rates
The most probable transition paths of stochastic dynamical systems: a sufficient and necessary characterisation
Minkowski content of Brownian cut points
Asymptotic of the running maximum distribution of a Gaussian Bridge
Fluctuations of bridges, reciprocal characteristics and concentration of measure
Positive Harmonic Functions Vanishing on the Boundary for the Laplacian in Unbounded Horn-Shaped Domains
The Girsanov theorem without (so much) stochastic analysis

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