Publications of P.J.
Fitzsimmons
- (with Bert Fristedt and B.
Maisonneuve)
"Intersections and limits of regenerative sets,"
Z. Wahr. verw. Geb. 70 (1985) 157-173. [MR:
87i:60081]
- (with Bert Fristedt and L. A.
Shepp)
"The set of real numbers left uncovered by random covering
intervals," Z. Wahr. verw. Geb. 70 (1985) 175-189.
[MR:
86k:60017]
- (with B. Maisonneuve)
"Excessive
measures and Markov processes with random birth and death"
Prob. Theory Rel. Fields 72 (1986) 319-336. [MR:
87k:60178]
-
"Markov processes with identical
hitting probabilities" Math. Zeit. 192 (1986)
547-554. [MR:
87k:60177]
-
"Another look at Williams'
decomposition theorem," In: Seminar on Stochastic Processes
1985, Birkhäuser, Boston (1986), pp. 79-85. [MR:
88h:60154]
-
"On the excursions of Markov
processes in classical duality," Prob. Th. Rel. Fields
75 (1987) 159-178. [MR:
88g:60174]
-
"On the identification of Markov
processes by the distribution of hitting times," In: Seminar
on Stochastic Processes 1986, Birkhäuser, Boston (1987),
pp. 15-19. [MR:
88m:60180]
-
"On two results in the potential
theory of excessive measures," In: Seminar on Stochastic
Processes 1986, Birkhäuser, Boston (1987), pp. 21-29.
[MR:
89b:60177]
- (with E. B. Dynkin)
"Stochastic
processes on random domains," Ann. Inst. Henri Poincare
23 (1987) 379-396. [MR:
89a:60098]
-
"A converse to a theorem of P.
Lévy," Ann. of Probab. 15 (1987) 1515-1523.
[MR:
88h:60155]
-
"Homogeneous random measures and a
weak order for the excessive measures of a Markov process,"
Trans. Am. Math. Soc. 303 (1987) 431-478. [MR:
89c:60088]
- "Penetration times and Skorohod
stopping, Séminaire de Probabilités XXII,
Lecture Notes In Math. 1321, Springer-Verlag,
Berlin-Heidelberg-New York, (1988), pp. 166-174. [MR:
89k:60109] [Typos corrected in Séminaire
de Probabilités, XXIII, p. 583, Lecture Notes in Math.
1372, Springer, Berlin, 1989.]
- (with M. Taksar)
"Stationary
regenerative sets and subordinators," Ann. Probability
16 (1988) 1299-1305. [MR:
89m:60176]
- "On a connection between Kuznetsov
processes and quasi-processes," In: Seminar on Stochastic
Processes 1987, Birkhäuser, Boston, (1988), pp. 123-133.
[MR:
91h:60075]
- (with R. K. Getoor) "Revuz
measures and time changes," Math. Zeit. 199
(1988) 233-256. [MR:
89h:60124]
- (with R. K. Getoor) "On the
potential theory of symmetric Markov processes," Math.
Ann. 281 (1988) 495-512. [MR:
89k:60110]
- "Construction and regularity of
measure- valued Markov branching processes," Israel J.
Math. 63 (1988) 337-361. [MR:
90f:60147] [Correction noted in Israel J.
Math. 73 (1991) 127. Details appear in item 35
below.]
- (with R. K. Getoor)
"Some formulas for the energy functional of a Markov process,"
In: Seminar on Stochastic Processes 1988,
Birkhäuser, Boston, (1989), pp. 161-182. [MR:
90f:60134]
[Correction
in Seminar on Stochastic
Processes, 1989, p. 215, Progr. Probab. 18
Birkhäuser, Boston, 1990; MR:
90m:60086.]
-
"Markov processes and nonsymmetric
Dirichlet forms without regularity,"
J. Funct. Anal.
85 (1989) 287-306. [MR:
90i:60053]
- (with T. S. Salisbury) "Capacity
and energy for multiparameter Markov processes," Ann. Inst.
Henri Poincare 25 (1989) 325-350. [MR:
91d:60180]
- "Time changes of symmetric Markov
processes and a Feynman-Kac formula," J. Theor. Prob.
2 (1989) 487-501. [MR:
91h:60076]
- (with S. C. Port) "Local times,
occupation times, and the Lebesgue measure of the range of a
Lévy process," In: Seminar on Stochastic Processes
1989, Birkhäuser, Boston (1990), pp. 59-73. [MR:
91f:60125]
- (with R. K. Getoor and M. J.
Sharpe) "The Blumenthal-Getoor-McKean theorem revisited" In:
Seminar on Stochastic Processes 1989, Birkhäuser, Boston,
(1990), pp. 35-57. [MR:
91e:60219]
- "On the equivalence of three
potential principles for right Markov processes," Prob. Theory
and Rel. Fields 84 (1990) 251-265. [MR:
91e:60220]
- (with L. Csink and B.
Øksendal) "A stochastic characterization of harmonic
morphisms," Math. Ann. 287 (1990) 1-18. [MR:
91i:60190]
-
"On ordered stopping times of a
Markov process," Ann. Probab. 18 (1990) 1619-1622.
[MR:
91h:60077]
- (with R. K. Getoor) "A fine
domination principle for excessive measures," Math. Zeit.
207 (1991) 137-151. [MR:
93e:60157]
- "Skorokhod embedding by randomized
hitting times," In: Seminar on Stochastic Processes 1990,
Birkhäuser, Boston, (1991), pp. 183-191. [MR:
93d:60120]
- (with N. Falkner) "Stopping
distributions for right processes," Probab. Th. Rel.
Fields 89 (1991) 301-318. [MR:
92j:60091]
- (with R. Williams) Editor of
Seminar on
Stochastic Processes 1989, Birkhâuser, Boston, 1990. [MR:
MR1042337]
- (with R. Williams) Editor of
Seminar on
Stochastic Processes 1990, Birkhâuser, Boston, 1991. [MR:
MR1118435]
- "Harmonic morphisms and the
resurrection of Markov processes," In : Stochastic
Analysis (M.T. Barlow, N.H. Bingham, eds.) L.M.S. Lecture Note
Series 167, Cambridge, (1991), pp. 71-90. [MR:
93k:31011]
- (with M. Kanda)
"On Choquet's
dichotomy of capacity for Markov processes," Ann. Probab.
20 (1992) 342-349. [MR:
93b:60172]
- (with R. K. Getoor) "Riesz
decompositions and subtractivity for excessive measures,"
Potential Analysis 1 (1992) 37-60. [MR:
94k:60117]
- (with R. K. Getoor) "Limit
theorems and variation properties for fractional derivatives of the
local time of a stable process," Ann. Inst. Henri
Poincare 28 (1992) 311-333. [MR:
93j:60105]
- (with R. K. Getoor)
"On the
distribution of the Hilbert transform of the local time of a
symmetric Lévy process," Ann. Probab. 20
(1992) 1484-1497. [MR:
93j:60112]
- "On the martingale problem for
measure- valued Markov branching processes," In: Seminar on
Stochastic Processes 1991, Birkhäuser, Boston (1992), pp.
39-51. [MR:
93k:60188]
- (with R. K. Getoor) "Some
applications of quasi-boundedness for excessive measures,"
Séminaire de Probabilités XXVI, Lect. Notes in
Math. 1526 (1992), pp. 485-497. [MR:
95b:60096]
- (with Z.Q. Chen and R.J. Williams)
"Reflecting Brownian motions, quasimartingales and strong
Caccioppoli sets," Potential Analysis 2 (1993)
219-243. [MR:
95d:60134]
- (with J. Pitman and M. Yor)
"Markovian bridges, construction, Palm interpretation, and
splicing," In: Seminar on Stochastic Processes 1992,
Birkhäuser, Boston (1993), pp. 101-134. [MR:
95i:60070]
- (with B.M. Hambly and T. Kumagai)
"Transition density estimates for Brownian motion on affine nested
fractals," Comm. Math. Physics 165(1994) 595-620.
[MR:
95j:60122]
- "Even and odd continuous additive
functionals," In: Dirichlet Forms and Stochastic Processes
(Proceedings of the International Conference held in Beijing,
October 25-31, 1993, Eds. Z.-M. Ma, M. Rockner, J.A. Jan), pp.
139-154. De Gruyter, Berlin-New York, 1995. [MR:
97c:60191]
- (with R. K. Getoor)
"A weak
quasi-Lindelof property and quasi-fine supports of measures,"
Math. Ann. 301 (1995) 751-762. [MR:
96e:60138]
- (with R. K. Getoor)
"Occupation time distributions for Lévy bridges and excursions,"
Stochastic Processes and their Applications 58 (1995)
73-89. [MR:
96d:60117]
-
"Absolute continuity of symmetric
diffusions," Ann. Probab. 25 (1997) 230--258. [MR:
98c:60097]
- (with R.K. Getoor) "Smooth
measures and continuous additive functionals of right Markov
processes," In Ito's Stochastic Calculus and Probability
Theory (Eds. N. Ikeda, S.Watanabe, M. Fukushima, H. Kunita),
pp. 31-49. Springer-Verlag, Tokyo, 1996. [MR:
98g:60137]
-
"Brownian space-time functions of
zero quadratic variation depend only on time," Proc. Amer.
Math. Soc. 127 (1999) 2423--2429. [MR:
99j:60120]
-
"Markov processes with identical bridges," Electronic
Journal of Probability 3 (1998), no. 12, 12 pages
(electronic). [MR:
99h:60142]
-
"The quasi-sure ratio ergodic theorem,"
Annales de l'Institut Henri Poincaré
34 (1998) 385--405. [MR:
99h:60147]
- (with Jim Pitman)
"Kac's moment
formula and the Feynman-Kac formula for additive functionals of a
Markov process," Stochastic Processes and Their
Applications 79 (1999) 117--134. [MR:
2000a:60136]
-
"Markov processes with equal
capacities,"
Journal of Theoretical Probability 12
(1999) 271--292. [MR: 2000d:60122]
-
"Strict fine maxima,"
Electronic Communications in Probability 5 (2000), no. 11, 91-94 (electronic).
[MR:
2001g:60181]
-
"Hardy's inequality for Dirichlet forms,"
Journal of Mathematical Analysis and Applications, 250 (2000) 548-560.
[MR:
2001h:31010]
- "On the quasi-regularity of
semi-Dirichlet forms," Potential Analysis, 15 (2001) 151--185.
[MR:
2002f:60149]
- "Hermite martingales,"
Séminaire de Probabilités XXXV, Lect. Notes in
Math. 1755 (2001), pp. 153--157. [MR:
2002g:60122]
- (with Z.-Q. Chen and R. Song)
"Crossing estimates for symmetric Markov processes,"
Probability Theory and Related Fields, 120 (2001) 68--84.
[MR:
2003a:60120]
- (with R.K. Getoor)
"Homogeneous Random Measures and Strongly Supermedian Kernels of a Markov Process,"
Electronic Journal of Probability, 8 (2003), Paper 10, 54 pages.
[MR:
2004k:60213]
- (with Z.-Q. Chen, M. Takeda, J. Ying, and T.-S. Zhang)
"Absolute Continuity of Symmetric Markov Processes,"
The Annals of Probability, 32 (2004) 2067--2098.
[MR:
MR2073186]
- (with K. Kuwae)
"Non-symmetric Perturbations of Symmetric Dirichlet Forms,"
Journal of Functional Analysis, 208 (2004) 140--162.
[MR:
2004k:31020]
-
"Superposition Operators on Dirichlet Spaces,"
Tohoku Mathematical Journal (2), 56 (2004) 327--340.
[MR:
MR2075769]
- (with R.K. Getoor)
"Excursion Theory Revisited,"
Illinois Journal of Mathematics, 50 (2006) 413--437.
[MR:
MR2247835]
-
"On the Existence of Recurrent Extensions of Self-similar Markov
Processes,"
Electronic Communications in Probability, 11 (2006) 230--241.
[MR:
MR2266714]
-
"Drift Transformations of Symmetric Diffusions, and Duality,"
Infinite Dimensional Analysis, Quantum Probability and Related Topics, 10 (2007) 613-631.
[MR:
MR2376444]
- (with Z.-Q. Chen, K. Kuwae, T.-S. Zhang)
"Perturbation of Symmetric Markov Processes,"
Probability Theory and Related Fields, 140 (2008) 239-275.
[MR:
MR2357677]
- (with Z.-Q. Chen, K. Kuwae, T.-S. Zhang)
"Stochastic Calculus for Symmetric Markov Processes,"
The Annals of Probability, 36 (2008) 931-970.
[MR:
MR2408579] [Correction
in "Errata for Stochastic calculus for symmetric Markov processes" Ann. Probab. 40 (2012) 1375-1376;
MR:
MR2962095.]
- (with K. Yano)
"Time Change Approach to Generalized Excursion Measures,
and its Application to Limit Theorems,"
Journal of Theoretical Probability, 21 (2008) 246-265.
[MR:
MR2384481]
-
"The Dirichlet Form of a Gradient-type Drift Transformation of a Symmetric Diffusion,"
Acta Mathematica Sinica, English Series, 24 (2008) 1057-1066.
[MR:
MR2420876]
-
"Converse Jensen Inequality,"
Rocky Mountain Journal of Mathematics, 39 (2009) 1905-1906.
[MR:
MR2575886]
- (with R.K. Getoor)
"Lévy Systems and Time Changes,"
Séminaire de Probabilités XLII, Lecture Notes in Math. 1979,
pp. 229-259, Springer, Berlin, 2009.
[MR:
MR2599212]
- (with B. Rajeev)
"A New Approach to the Martingale Representation Theorem,"
Stochastics, 81 (2009) 467--476.
[MR:
MR2569262]
- (with R.K. Getoor)
"Potential Theory of Moderate Markov Dual Processes,"
Potential Analysis 31 (2009) 275-310.
[MR:
MR2545986]
- (with Z.-Q. Chen, K. Kuwae, T.-S. Zhang)
"On General Perturbations of Symmetric Markov Processes,"
Journal de Mathématiques Pures et Appliquées, 92 (2009) 363-374.
[MR:
MR2569183]
- (with T. McElroy)
"On Joint Fourier-Laplace Transforms,"
Communications in Statistics -- Theory and Methods 39 (2010) 1883-1885.
[MR:
MR2753507]
- (with D. Wroblewski)
"Martingale Functions of Brownian Motion and its Local Time,"
Markov Processes and Related Fields 16 (2010) 599-608.
[MR:
MR2759773]
- (with P. He and J. Ying)
"A Remark on Kac's Scattering Length Formula,"
Science China. Mathematics 56 (2013) 331-338.
[MR:
MR3015378]
- (with K.E. Kuter)
"Harmonic Functions on Walsh's Brownian Motion,"
Stochastic Processes and their Applications 124 (2014) 2228-2248.
[MR:
MR3188354]
- (with J.S. Rosen)
"Markovian Loop Soups: Permanental Processes and Isomorphism Theorems,"
Electronic Journal of Probability 19, Article 60, (2014), 30 pages.
[MR:
MR3238780]
-
"Gross' Brownian Motion Fails to Satisfy the Polarity Principle,"
Revue Roumaine de Mathématiques Pure et Appliquées 59 (2014) 87-91.
[MR:
MR3296837]
-
"On a Result of D.W. Stroock,"
Festschrift Masatoshi Fukushima pp. 179-181, World Scientific, Hackensack, NJ (2015).
[MR:
MR3379341]
- (with K.E. Kuter)
"Harmonic functions of Brownian motions on metric graphs," to appear in
Journal of Mathematical Physics 56 (2015).
[MR:
MR3390843]
- (with Y. Le Jan and J. Rosen)
"Loop measures without transition probabilities,"
Séminaire de Probabilités XLVII (In memoriam -- Marc Yor), Lecture Notes in Math. 2137,
pp. 299-320, Springer, Berlin, 2015.
[MR:
MR3444304]
-
"Strong stationary times and the fundamental matrix for recurrent Markov chains,"
Commun. Stoch. Anal., 10 (2016) 491-495.
[MR:
MR3654470]
- (with Liping Li)
"On the Dirichlet form of three-dimensional Brownian motion conditioned to hit the origin,"
Science China Math., 62 (2019) 1477-1492.
[MR:
MR3984385]
-
"Monotonicity properties of regenerative sets and Lorden's inequality,"
Dirichlet Forms and Related Topics, (Springer Proc. Math. Stat., 394, Springer,
Singapore) (2022) 109-117.
[MR:
MR4508842]
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November 8, 2023