60 citations · 60 across the 4 of their papers we have counts for
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Shy couplings
Itai Benjamini, Krzysztof Burdzy, Zhen-Qing Chen
A pair of Markov processes is called a Markov coupling if both processes have the same transition probabilities and the pair is also a Markov process. We say that a coupling is ``s…
Synchronous couplings of reflected Brownian motions in smooth domains
Krzysztof Burdzy, Zhen-Qing Chen, Peter Jones
For every bounded planar domain with a smooth boundary, we define a `Lyapunov exponent' using a fairly explicit formula. We consider two reflected Brownian motions in $D…
Absolute continuity of symmetric Markov processes
Z. -Q. Chen, P. J. Fitzsimmons, M. Takeda +2
We study Girsanov's theorem in the context of symmetric Markov processes, extending earlier work of Fukushima-Takeda and Fitzsimmons on Girsanov transformations of ``gradient type.…
Boundary Trace of Reflecting Brownian Motions
Itai Benjamini, Zhen-Qing Chen, Steffen Rohde
A uniform dimensional result for normally reflected Brownian motion (RBM) in a large class of non-smooth domains is established. Exact Hausdorff dimensions for the boundary occupat…
Intrinsic Ultracontractivity, Conditional Lifetimes and Conditional Gauge for Symmetric Stable Processes on Rough Domains
Zhen-Qing Chen, Renming Song
For a symmetric -stable process on $\RR^n$ with , and a domain $D \subset \RR^n$, let be the infinitesimal generator of the subprocess of killed u…
Martin Boundary and Integral Representation for Harmonic Functions of Symmetric Stable Processes
Zhen-Qing Chen, Renming Song
Martin boundaries and integral representations of positive functions which are harmonic in a bounded domain with respect to Brownian motion are well understood. Unlike the Brow…