# SSP Proceedings

From 1981 to 1992, the Proceedings of SSP were published as volumes in Birkhäuser's *Progress in Probability* series. Contents of the series of Seminar on Stochastic Processes Proceedings are as follows:

### Seminar on Stochastic Processes, 1992.

Papers from the seminar held at the University of Washington, Seattle, Washington, March 26--28, 1992.Managing Editors: R.F. Bass, K. Burdzy

Editors: E. Çinlar, K. L. Chung and M. J. Sharpe.

Progress in Probability, 33. Birkhäuser Boston, Inc., Boston, MA, 1993.

- Robert J. Adler, Superprocess local and intersection local times and their corresponding particle pictures (1--42)
- Richard F. Bass and Davar Khoshnevisan, Strong approximations to Brownian local time (43--65)
- Krzysztof Burdzy, Some path properties of iterated Brownian motion (67--87)
- Alison M. Etheridge, Conditioned superprocesses and a semilinear heat equation (89--99)
- Pat Fitzsimmons, Jim Pitman and Marc Yor, Markovian bridges: construction, Palm interpretation, and splicing (101--134)
- Ping Gao, The martingale problem for a differential operator with piecewise continuous coefficients (135--141)
- J. Glover, M. Rao and R. Song, Generalized Schrodinger semigroups (143--172)
- Tetsuya Hattori and Hiroshi Watanabe, On a limit theorem for nonstationary branching processes (173--187)
- Gregory F. Lawler, On the covering time of a disc by simple random walk in two dimensions (189--207)
- Michael B. Marcus and Jay Rosen, $\Phi$-variation of the local times of symmetric Levy processes and stationary Gaussian processes (209--220)
- Robin Pemantle, Critical random walk in random environment on trees of exponential growth (221--239)
- Jay Rosen, Uniform invariance principles for intersection local times (241--247)
- A. A. Yushkevich, On a two-armed bandit problem with both continuous and impulse actions and discounted rewards (249--266)
- Bijan Z. Zangeneh, Existence and uniqueness of the solution of a semilinear stochastic evolution equation on the whole real line (267--276).

### Seminar on Stochastic Processes, 1991.

Papers from the seminar held at the University of California, Los Angeles, California, March 23--25, 1991.Volume dedicated to the memory of Steven Orey.

Managing Editors: P. Fitzsimmons, S. Port and T. Liggett

Editors: E. Çinlar, K. L. Chung and M. J. Sharpe.

Progress in Probability, 29. Birkhäuser Boston, Inc., Boston, MA, 1992.

- M. Cranston, In memory of Steven Orey (1--5, 244--247)
- Itai Benjamini and Yuval Peres, A correlation inequality for tree-indexed Markov chains (7--14)
- M. Cranston, On specifying invariant $\sigma$-fields (15--37)
- P. J. Fitzsimmons, On the martingale problem for measure-valued Markov branching processes (39--51)
- Joseph Glover and Murali Rao, Potential densities of symmetric Levy processes (53--58)
- Harry Kesten, An absorption problem for several Brownian motions (59--72)
- Frank B. Knight, Forms of inclusion between processes (73--81)
- S. M. Kozlov, J. W. Pitman and M. Yor, Brownian interpretations of an elliptic integral (83--95)
- Gregory F. Lawler, ${\ssf L}$-shapes for the logarithmic $\eta$-model for DLA in three dimensions (97--121)
- Paul McGill, Remark on the intrinsic local time (123--128)
- T. S. Mountford and S. C. Port, Harmonic functions on Denjoy domains (129--142)
- Edwin A. Perkins, Conditional Dawson-Watanabe processes and Fleming-Viot processes (143--156)
- Jay Rosen, $p$-variation of the local times of stable processes and intersection local time (157--167)
- Michael J. Sharpe, Closing values of martingales with finite lifetimes (169--186)
- C. T. Shih, Construction of Markov processes from hitting distributions without quasi-left-continuity (187--231)
- Zoran Vondracek, A characterization of Brownian motion on Sierpinski spaces (233--243).

### Seminar on Stochastic Processes, 1990.

Papers from the Tenth Seminar held at the University of British Columbia, Vancouver, British Columbia, May 10--12, 1990.Managing Editors: P. J. Fitzsimmons and R. J. Williams.

Editor: E. Çinlar

Progress in Probability, 24. Birkhäuser Boston, Inc., Boston, MA, 1991.

- A. A. Balkema, A note on Trotter's proof of the continuity of local time for Brownian motion (pp. 1--4)
- A. A. Balkema and K. L. Chung, Paul Levy's way to his local time (pp. 5--14)
- Denis Bell, Transformations of measure on an infinite-dimensional vector space (pp. 15--25)
- J. K. Brooks and N. Dinculeanu, Stochastic integration in Banach spaces (pp. 27--115)
- Donald A. Dawson, Klaus Fleischmann and Sylvie Roelly, Absolute continuity of the measure states in a branching model with catalysts (pp. 117--160)
- Robert J. Elliott, Martingales associated with finite Markov chains (pp. 161--172)
- Steven N. Evans, Equivalence and perpendicularity of local field Gaussian measures (pp. 173--181)
- P. J. Fitzsimmons, Skorokhod embedding by randomized hitting times (pp. 183--191)
- Joseph Glover and Ren Ming Song, Multiplicative symmetry groups of Markov processes (pp. 193--205)
- Peter Imkeller, On the existence of occupation densities of stochastic integral processes via operator theory (pp. 207--240)
- Frank B. Knight, Calculating the compensator: method and example (pp. 241--252)
- Michael B. Marcus, Rate of growth of local times of strongly symmetric Markov processes (pp. 253--260);
- Edwin Perkins, On the continuity of measure-valued processes (pp. 261--268)
- Z. R. Pop-Stojanovic, A remark on regularity of excessive functions for certain diffusions (pp. 269--273)
- L. C. G. Rogers and J. B. Walsh, $A(t,B\sb t)$ is not a semimartingale (pp. 275--283)
- Jay S. Rosen, Self-intersections of stable processes in the plane: local times and limit theorems (pp. 285--320)
- C. T. Shih, On piecing together locally defined Markov processes (pp. 321--333)
- Bijan Z. Zangeneh, Measurability of the solution of a semilinear evolution equation (pp. 335--351).

### Seminar on Stochastic Processes, 1989.

Papers from the Ninth Seminar held at the University of California, San Diego, California, March 30--April 1, 1989.Managing Editors: P. J. Fitzsimmons and R. J. Williams.

Editors: E. Çinlar, K. L. Chung and R. K. Getoor

Progress in Probability, 18. Birkhäuser Boston, Inc., Boston, MA, 1990.

- Richard F. Bass and Krzysztof Burdzy, A probabilistic proof of the boundary Harnack principle (pp. 1--16)
- Jean-Dominique Deuschel, Logarithmic Sobolev inequalities of symmetric diffusions (pp. 17--22)
- Steven N. Evans, Rescaling the vacancy of a Boolean coverage process (pp. 23--33)
- P. J. Fitzsimmons, R. K. Getoor and M. J. Sharpe, The Blumenthal-Getoor-McKean theorem revisited (pp. 35--57)
- P. J. Fitzsimmons and S. C. Port, Local times, occupation times, and the Lebesgue measure of the range of a Levy process (pp. 59--73)
- J. Horowitz and R. L. Karandikar, Martingale problems associated with the Boltzmann equation (pp. 75--122)
- Pei Hsu, Probabilistic methods in differential geometry (pp. 123--134)
- Zhi Ming Ma and Ren Ming Song, Probabilistic methods in Schrodinger equations (pp. 135--164)
- Masao Nagasawa, Stochastic variational principle of Schrodinger processes (pp. 165--175)
- Bernt Oksendal, The high contact principle in optimal stopping and stochastic waves (pp. 177--192);
- Z. R. Pop-Stojanovic and Murali Rao, Continuity of solutions of Schrodinger equation (pp. 193--195)
- Gy. Terdik, Stationary solutions for bilinear systems with constant coefficients (pp. 197--206)
- Z. Zhao, Gaugeability for unbounded domains (pp. 207--214)
- P. J. Fitzsimmons and R. K. Getoor, Correction to: "Some formulas for the energy functional of a Markov process" [in SSP, 1988, 161--182]

### Seminar on Stochastic Processes, 1988.

Papers from the Eighth Seminar held at the University of Florida, Gainesville, Florida, March 3--5, 1988.Managing Editor: J. Glover

Editors: E. Çinlar, K. L. Chung and R. K. Getoor

Progress in Probability, 17. Birkhäuser Boston, Inc., Boston, MA, 1989.

- Dominique Bakry, The Riesz transforms associated with second order differential operators (pp. 1--43)
- James K. Brooks and David Neal, The optional stochastic integral (pp. 45--54)
- Krzysztof Burdzy, Ellen H. Toby and Ruth J. Williams, On Brownian excursions in Lipschitz domains. II. Local asymptotic distributions (pp. 55--85)
- Kai Lai Chung, Gauge theorem for unbounded domains (pp. 87--98)
- Kai Lai Chung, Reminiscences of some of Paul Levy's ideas in Brownian motion and in Markov chains (pp. 99--107)
- M. Cranston, Conditional Brownian motion, Whitney squares and the conditional gauge theorem (pp. 109--119)
- Steven N. Evans, Local field Gaussian measures (pp. 121--160)
- P. J. Fitzsimmons and R. K. Getoor, Some formulas for the energy functional of a Markov process (pp. 161--182)
- Ira W. Herbst and Zhong Xin Zhao, Note on the $3G$ theorem $(d=2)$ (pp. 183--184)
- H. R. Hughes and M. Liao [Ming Liao], The independence of hitting times and hitting positions to spheres for drifted Brownian motions (pp. 185--192)
- Jean-Francois Le Gall, The exact Hausdorff measure of Brownian multiple points. II (pp. 193--197)
- Peter March, On a stability property of harmonic measures (pp. 199--212)
- Z. R. Pop-Stojanovic, Behaviour of excessive functions of certain diffusions under the action of the transition semi-group (pp. 213--219)
- K. Murali Rao, A maximal inequality (pp. 221--224)
- Murali Rao, Some results for functions of Kato class in domains of infinite measure (pp. 225--237)
- Rong Wu, Some properties of invariant functions of Markov processes (pp. 239--244)
- Z. Zhao, Right Brownian motion and representation of initial problem (pp. 245--247).

### Seminar on Stochastic Processes, 1987.

Papers from the Seventh Seminar held at Princeton University, Princeton, New Jersey, March 26--28, 1987.Dedicated to Profs. K.L. Chung and G.A. Hunt, on their 70th anniversaries.

Managing Editor: J. Glover

Editors: E. Çinlar, K. L. Chung and R. K. Getoor.

Progress in Probability and Statistics, 15. Birkhäuser Boston, Inc., Boston, MA, 1988.

- Bruce W. Atkinson, Homogeneity for two-sided discrete Markov processes (pp. 1--19)
- J. K. Brooks and N. Dinculeanu, Regularity and the Doob-Meyer decomposition of abstract quasimartingales (pp. 21--63)
- C. Dellacherie, Autour des ensembles semi-polaires (pp. 65--92)
- Nicolae Dinculeanu, Vector valued stochastic processes. III. Projections and dual projections (pp. 93--122)
- P. J. Fitzsimmons, On a connection between Kuznetsov processes and quasi-processes (pp. 123--133);
- R. K. Getoor and J. Steffens, More about capacity and excessive measures (pp. 135--157)
- J. Glover, W. Hansen and M. Rao, Capacities of symmetric Markov processes (pp. 159--170)
- Ira W. Herbst and Zhong Xin Zhao, Sobolev spaces, Kac-regularity,and the Feynman-Kac formula (pp. 171--191)
- Frank B. Knight, On invertibility of martinga