Conditional brownian motion and the boundary limits of harmonic functions

Cites Work

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Markoff processes and potentials. I, II, III
Sur le rôle de la frontière de R. S. Martin dans la théorie du potentiel
Semimartingales and Subharmonic Functions
An Extended Markov Property
Espaces et lignes de Green
Le problème de Dirichlet. Axiomatique et frontière de Martin
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Probability theory and the first boundary value problem
Boundary limit theorems for a half-space
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Cited In (only showing first 100 items - show all)

Solving high-dimensional Hamilton-Jacobi-Bellman PDEs using neural networks: perspectives from the theory of controlled diffusions and measures on path space
Constrained Brownian processes and constrained Brownian bridges
Relative densities of semimartingales
Distribution of the time to explosion for one-dimensional diffusions
A Martin Boundary in the Plane
Sampling rare events across dynamical phase transitions
A stochastic approach to quasi-everywhere boundary convergence of harmonic functions
Existence of the harmonic measure for random walks on graphs and in random environments
Probability and a Dirichlet problem for multiply superharmonic functions
Harmonic Dirichlet functions on planar graphs
Crossing estimates and convergence of Dirichlet functions along random walk and diffusion paths
Feine Topologie am Martinrand eines Standardprozesses
Brownian Excursions from Hyperplanes and Smooth Surfaces
\({\mathcal H}^ p\)-spaces of harmonic functions
Brownian motion in self-similar domains
Nontangential and probabilistic boundary behavior of pluriharmonic 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)
Green function for Schrödinger operator and conditioned Feynman-Kac gauge
Extreme harmonic functions and boundary value problems
Theorie du Potentiel sur les Graphes et les Varietes
Brownian motion conditioned to spend limited time below a barrier
The h-path distribution of the lifetime of conditioned Brownian motion for non-smooth domains
Non-intersecting Brownian bridges in the flat-to-flat geometry
Harmonic functions on hyperbolic graphs
On Kelvin transformation
Conditional transformation of drift formula and potential theory for \(\Delta +b(\cdot)\cdot \nabla\)
On the Lifetime of a Conditioned Brownian Motion in Domains Connected Through Small Gaps
Record statistics for random walk bridges
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Feynman-Kac functionals and positive solutions of 1/2?u+qu=0
A survey of the Schrödinger problem and some of its connections with optimal transport
Lifetime of conditioned Brownian motion in Lipschitz domains
A non-probabilistic proof of the relative Fatou theorem
Mouvement brownien, cônes et processus stables. (Brownian motion, cones and stable processes)
Reciprocal processes. A measure-theoretical point of view
The exit measure of a supermartingale
Extension d'un théorème de Carleman
The Poisson kernel of positively curved manifolds
A decomposition of Bessel Bridges
Boundary behavior of harmonic functions in a half-space and Brownian motion
Feynman-Kac formula under a finite entropy condition
Zero-One Laws and the Minimum of a Markov Process
The lifetime of conditioned Brownian motion in certain Lipschitz domains
Two-dimensional Brownian random interlacements
The lifetime of conditioned Brownian motion
Fatou's Theorem for censored stable processes.
Efficient importance sampling for binary contingency tables
Nonequilibrium Markov processes conditioned on large deviations
Some martingale inequalities with applications to harmonic analysis
Entrance laws for Feller diffusions on (0,infinity) and Doob's h-path transformation
Projection theorems for hitting probabilities and a theorem of Littlewood
A non‐conservative Harris ergodic theorem
Positivity for a strongly coupled elliptic system by Green function estimates
Exact simulation of conditioned Wright-Fisher models
Nonhomogeneous Markov processes
Uniform boundedness of conditional gauge and Schrödinger equations
Aspects of probabilistic Littlewood-Paley theory
The Doob-McKean identity for stable Lévy processes
An application of fine potential theory to prove a Phragmen-Lindelöf theorem
Green's functions for the Schrödinger equation with short-range potentials
Filtration shrinkage, strict local martingales and the Föllmer measure
Boundary properties of functions with finite Dirichlet integrals
Le problème de Dirichlet pour l'opérateur de Schrödinger
Reciprocal classes of random walks on graphs
Potential theory for the Schrödinger equation
Excursions of a non-singular diffusion
On Fourier Multiplier Transformations of Banach-Valued Functions
Local Fatou theorem and the density of energy on manifolds of negative curvature
Killed diffusions and their conditioning
Théoreme de Fatou et frontière de Martin
(Homogeneous) Markovian bridges
A measure-theoretic boundary limit theorem
Invariant ?-fields for a class of diffusions
Regularity of Schrödinger's functional equation in the weak topology and moment measures
The mean field Schrödinger problem: ergodic behavior, entropy estimates and functional inequalities
The dialectics archetypes/types (universal categorical constructions/concrete models) in the work of Alexander Grothendieck
Design of biased random walks on a graph with application to collaborative recommendation
Différentiabilité fine, différentiabilité stochastique, différentiabilité stochastique de fonctions finement harmoniques
The most probable transition paths of stochastic dynamical systems: a sufficient and necessary characterisation
Lumpings of algebraic Markov chains arise from subquotients
Path transformations for local times of one-dimensional diffusions
Différentiabilité stochastique des fonctions finement harmoniques
Integral functionals under the excursion measure
Weak semiconvexity estimates for Schrödinger potentials and logarithmic Sobolev inequality for Schrödinger bridges
Fluctuations of bridges, reciprocal characteristics and concentration of measure
Boundary estimates for a degenerate parabolic equation with partial Dirichlet boundary conditions
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
Attraction to and repulsion from a subset of the unit sphere for isotropic stable Lévy processes
Couplings, gradient estimates and logarithmic Sobolev inequalitiy for Langevin bridges
The Girsanov Theorem Without (So Much) Stochastic Analysis
Geometry, dynamics and spectrum of operators on discrete spaces. Abstracts from the workshop held January 3--9, 2021 (online meeting)
On the spine of the two-particle Fleming-Viot process driven by Brownian motion
An Inequality for the Distribution of the Brownian Gradient Function
Sample functions at a last exit time
Transport properties of diffusive particles conditioned to survive in trapping environments
Inequivalence of nonequilibrium path ensembles: the example of stochastic bridges
A Fatou theorem for \(F\)-harmonic functions
Positive Harmonic Functions Vanishing on the Boundary for the Laplacian in Unbounded Horn-Shaped Domains
Generating stochastic trajectories with global dynamical constraints

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