1. Of Astronauts and Toy Trains
as told to John B. Walsh
2. A Lost Scroll,
In Memoriam Paul Andre Meyer, Seminaire de Probabilites XXXIX,
Lecture Notes in Math 1874, 2006
1. Brownian Motion, Markov Processes and the Symmetry of Time, [with K.L. Chung],
Springer Verlag, 2005.
2. An introduction to stochastic partial differential equations,
Lecture Notes in Math., (1986), Vol. 1180, pp. 265-439.
3. Martingales with a multi-dimensional parameter and stochastic integrals in the plane,
Lecture Notes in Math, Springer-Verlag (1986), Volume 1215 pp. 329-491.
4. Pipe-Friendly Tunes,
Cumann na bPiobairi, Seattle, 1997, 202 pp. (2nd Ed. 2000)
(Music, not math.)
1. The Roughness and Smoothness of Numerical Solutions
to the Stochastic Heat Equation
, [With Yuxiang Chong]
Potential Analysis (to appear).
2. An Open Problem,
Proceedings of Conference on Financial Networks, 2010 (to appear.)
3. On Numerical Solutions of the Stochastic Wave Equation,
Ill. J. Math 50, (2006), pp. 991--1018.
4. Finite Element Methods for Parabolic Stochastic PDEs,
Potential Analysis 23, (2005), pp. 1--43.
5. Appendix to: Non-independence of excursions of the Brownian sheet
and of additive Brownian motion,
by R. Dalang and T. Mountford,
Transactions of Amer. Math Soc. 355, (2003).
6. The rate of convergence of the binomial tree scheme,
Finance and Stochastics 7, (2003) pp. 337-361.
7. Time-Reversal in hyperbolic SPDE's ,[with R. Dalang],
Ann. Prob. 30, (2002), pp. 213-252.
8. A stochastic two-point boundary value problem, [with S.J. Luo],
Electronic J. Prob. 7, (2002), 32 pp (electronic).
9. Embedding and the convergence of the binomial and trinomial tree schemes,
[with O. D. Walsh]
Numerical Methods and Stochastics,
Toronto, ON, (1999), 101-121, Fields Inst. Comm. 34.
9. Local Structure of Level Sets of the Brownian sheet, with R. Dalang,
Israel Mathematical Conference Proc. v 10, (1996), pp. 57-63.
10. The exact 4/3 variation of a process arising from Brownian motion,
[with L.C.G. Rogers],
Stochastics and Stochastic Reports 51, (1994), 267-291.
12. Some remarks on A(t,Bt) [With Marc Yor],
Sém. de Probabilité XXVII LNM vol. 1557, (1993), pp. 173-176.
13. The geography of the level sets of the Brownian sheet, [with R. Dalang],
Prob. Th. and Rel. Fields 96, (1993), pp 153-176.
14. The sharp Markov property of Levy sheets, [with R. Dalang],
Ann. Prob. 20, (1992), pp 591-626.
15. The sharp Markov property of the Brownian sheet and related process, [with R. Dalang],
Acta Mathematica 168, (1992), pp 153-218.
16. Markov properties for certain random fields, [with E. Carnal],
Stochastic Analysis, Ed. by E. Cinlar, pp. 91-110.
17. The intrinsic local time sheet of Brownian motion, [with L.C.G. Rogers],
Prob. Theory and Rel. Fields 88, (1991), pp. 363-379.
18. Local time and stochastic area integrals, [with L.C.G. Rogers],
Ann. Prob. 19, (1991), pp. 457-482.
19. A(t,Bt) is not a semimartingale, [with L.C.G. Rogers],
Seminar on Stochastic Processes, 1990, Birkhauser, (1991) Ed. by E Cinlar, pp. 275-283.
20. Determination of the electrical potential over dendritic trees by
mapping into a nerve cylinder, [with H. Tuckwell],
J. Theoret. Neurobiology, (1985).
21. On the Chacon-Jamison Theorem,
Z. Warsch, verw. Geb. 68, (1984), 9-28.
22. Regularity properties of a stochastic partial differential equation,
Seminar on Stochastic Processes, (1983); Birkhauser, Boston 1984, 257-290.
23. Random current through nerve membranes I: uniform Poisson or white
noise current in one-dimensional cables, [with H. Tuckwell],
Biol. Cybern. 49, (1983), 99-110.
24. Stochastic integration with respect to local time,
Seminar on Stochastic Processes, (1982),
E. Cinlar et al, eds., Birkhauser, Boston,
pp. 237-302.
25. The propagation of singularities in the Brownian sheet,
Ann. Prob. 10, (1982), pp. 279-288.
26. Well-timed diffusion approximations,
Adv. Appl. Prob. 13, (1981), pp. 352-368.
27. Absolute continuity and the fine topology, [with W. Winkler]
,
Seminar on Stochastic Processes, Birkhauser, Boston, (1981), pp. 1512-158.
28. A stochastic model of neural response,
Adv. Appl. Prob. 13, (1981), pp. 231-281.
29. A non-reversible semi-martingale,
Seminaire de Prob. XVI, (1981),
Lecture Notes in Math., Springer-Verlag, V. 920, pp. 212.
30. Spatial Trajectories [with R. Chacon and Y. Le Jan],
Seminaire de Probabilites XV, (1980)
Lecture Notes in Math., Springer-Verlag V. 890, 290-306.
31. Convergence and regularity of multiparameter strong martingales,
Z. Warscheinlichkeitstheorie verw. Geb. 46, (1979), pp. 177-192.
32. Regions d'arret, localisations, et prolongements de martingales, [with R. Cairoli],
Z. Warsch. verw. Geb 44, (1978), pp. 279-306.
33. On changing time, [with R. Cairoli],
Seminaire de Probabilites, pp. 349-355.
34. Some examples of holomorphic processes, [with R. Cairoli],
Seminaire de Probabilites pp. 340-348.
35. Excursions and local time,
Soc. Mathematique de France, Asterisque, v. 52-53, (1978) pp. 159-192.
36. Downcrossings and the Markov property of local time,
Soc. Mathematique de France, Asterisque v. 52-53 (1978) pp. 89-115.
37. A diffusion with a discontinuous local time,
Soc. Mathematique de France, Asterisque v. 52-53, (1978), pp. 37-45.
38. The local time of the Brownian sheet,
Soc. Mathematique de France, Asterisque v. 52-53 (1978).
39. Repetitive subthreshold synaptic excitation and transmitter depletion, [with H. Tuckwell],
J. Theor. Bio. 70, (1978), pp. 467-469.
40. A property of conformal martingales,
Seminaire de Probabilites XI, Univ. de Strasbourg. Lecture notes in Math 581,
Springer, (1977) pp. 490-492.
41. On Changing Time [with R. Cairoli],
Seminaire de Probabilites XI, LNM 581, (1977), pp. 349--355.
42. Some Examples of Holomorphic Processes, {With R. Cairoli],
Seminaire de Probabilites XI, LNM 581, (1977), pp. 327-339.
43. Prolongements de processus holomorphes. Cas "carre integrable," [with R. Cairoli],
Seminaire de Probabilites XI, LNM 581, (1977), pp. 327-339.
44. Martingale representations of holomorphic processes, [with R. Cairoli],
Annals of Probability 5, (1977), pp. 511-521.
45. The cofine topology revisited,
Proceedings of Symposia in Pure Math., America Math. Soc. (1977), pp. 131 151.
46. Vector Measures and the Ito integral,
Vector space Measures and Applications II, Proceedings, Dublin 1977,
Lecture Notes in Math v. 645, 188-197.
47. One-dimensional potential embeddings, [with R. Chacon],
Seminaire de Probabilites X de L'Univ. de Strasbourg,
Lecture Notes in Math Vol. 511, pp. 19-23.
48. Stochastic integrals in the plane, [with R. Caroli],
Acta Math. 134, (1975), pp. 111-183.
49. Functions of Brownian Motion,
Proc. AMS 49, (1975), pp. 227-231.
50. Stochastic Integrals in the plane,
Proc. Intl' Congress of Mathematicians, Vancouver, (1974), 189-194.
51. Meyer's Theorem on Predictability, [with K.L. Chung],
Z. Wahrscheinlichkeitstheorie und Verw. Gebiete, v. 29, (1974), 253-256.22.
52. The existence of Markov processes in duality, [with R.T. Smythe],
Inventiones Mathematica v. 19, (1973), pp. 113-148.
53. Representations de temps terminaux et applications aux
fonctionelles additives et aux systems de Levy, [with M. Weil],
Annales de l'Ecole Normale Superieur 5, (1972), pp. 121-155.
(results announced in
Compte Rendus t. 272, 888-891).
54. Terminal times of Ray processes II, [with M. Weil],
Instituto Nazionale de alta Mathematica, Symposia Mathematica v 9, 107,
Academic
Press, London, (1972).
55. Processes and their functionals in duality,
Z. Wahrscheinlichkeitstheorie 24, (1972), p. 29.
56. The Perfection of Multiplicative Functionals,
Seminaire de Probabilites VI, U. de Strasbourg,
Lecture Notes in Math 258, (1972), pp. 233--242.
57. Un resultat sur les resolvantes de Ray, [with P.A. Meyer],
Seminaire de Probabilites VI, U. de Strasbourg,
Lecture Notes in Math 258, (1972), pp. 168.
58. Transition functions of Markov processes,
Seminaire de Probabilites VI,
Lecture Notes in Math. V. 191, (1972), pp. 215-231.
59. The perfection of multiplicative functionals,
Seminaire de Probabilites VI,
Lecture notes in math v. 191, (1972), pp. 290-311
60. Quelques applications des resolvants de Ray, [with P.A. Meyer],
Inventiones Math., 14, (1971), 143-166.
61. Birth and death of Markov processes, [with P.A. Meyer and R.T. Smythe],
Sixth Berkeley Symposium, (1970).
62. Some topologies connected with Lebesgue measure,
Seminaire de Probabilites V. (1970), pp. 290-311.
63. Two footnotes to a theorem of Ray,
Seminaire de Probabilites V, U. de Strasbourg,
Springer Lecture Notes, V. 191, (1970), pp. 283-289.
64. Time reversal and the completion of Markov processes,
Invent. Math. 10 (1970) pp. 57-81.
65. Some remarks on the Feller property,
Ann. Math. Stat., 41, (1970), 1672-1683.
66. The Martin boundary and completion of Markov chains,
Z. Wahrscheinlichkeitstheorie, 14, (1970), pp. 169-188.
67. To reverse a Markov process, [with K.L. Chung],
Acta Math., 123, (1969), 225-251.
68. Continuity of envelopes of plurisubharmonic functions,
J. Math. and Mech., 18, (1969), pp. 143-148.
69. Probability and a Dirichlet problem for multiply superharmonic functions,
Annales Fourier 18, (1969), pp. 221-279.
70. A note on uniform convergence of stochastic processes,
Proc. Amer. Math. Soc. 18, (1967), pp. 129-132.
1. An elementary introduction to martingales
2. Martingale Measures and SPDE's
3. Stochastic Integration