48 citations · 98 across the 15 of their papers we have counts for
6 papers · 2 filters
Pathwise uniqueness for two dimensional reflecting Brownian motion in Lipschitz domains
Richard F. Bass, Krzysztof Burdzy
We give a simple proof that in a Lipschitz domain in two dimensions with Lipschitz constant one, there is pathwise uniqueness for the Skorokhod equation governing reflecting Browni…
Symmetric Markov chains on with unbounded range
Richard F. Bass, Takashi Kumagai
We consider symmetric Markov chains on where we do {\bf not} assume that the conductance between two points must be zero if the points are far apart. Under a uniform sec…
Large deviations for renormalized self-intersection local times of stable processes
Richard Bass, Xia Chen, Jay Rosen
We study large deviations for the renormalized self-intersection local time of d-dimensional stable processes of index β\in (2d/3,d]. We find a difference between the upper and low…
Moderate deviations and laws of the iterated logarithm for the renormalized self-intersection local times of planar random walks
Richard F. Bass, Xia Chen, Jay Rosen
Let B_n be the number of self-intersections of a symmetric random walk with finite second moments in the integer planar lattice. We obtain moderate deviation estimates for B_n - E…
Self-intersection local time: Critical exponent, large deviations, and laws of the iterated logarithm
Richard F. Bass, Xia Chen
If β_t is renormalized self-intersection local time for planar Brownian motion, we characterize when Ee^{γβ_1} is finite or infinite in terms of the best constant of a Gagliardo-Ni…
Infinite dimensional stochastic differential equations of Ornstein-Uhlenbeck type
Siva R. Athreya, Richard F. Bass, Maria Gordina +1
We consider the operator $$\sL f(x)=\tfrac12 \sum_{i,j=1}^\infty a_{ij}(x)\frac{\del^2 f}{\del x_i \del x_j}(x)-\sum_{i=1}^\infty \lam_i x_i b_i(x) \frac{\del f}{\del x_i}(x).$$ We…