Li, Wenbo(Department of Mathematical Sciences, 2002)

Consider the first exit time, ˝D of a (d + 1)-dimensional Brownian motion from an
unbounded open domain D =
(x; y) 2 R
d+1 : y > f(x); x 2 R
d
starting at (x0; f(x0) + 1) 2 R
d+1
for some x0 2 R
d , where ...

Chen, X.; Li, Wenbo(Department of Mathematical Sciences, 2002)

Suppose that g(t) and Wt are independent Brownian motions starting from g(0) = W0 = 0.
Consider the Brownian motion Yt re ected on g(t), obtained from Wt by the means of the
Skorohod lemma. The upper and lower limiting ...

Chen, X.; Li, Wenbo(Department of Mathematical Sciences, 2002)

Let the Gaussian process Xm(t) be the m-fold integrated Brownian motion for positive
integer m. The Laplace transform of the quadratic functional of Xm(t) is found by using an appropriate
self-adjoint integral operator. ...

Li, Wenbo; Linde, W.(Department of Mathematical Sciences, 2002)

Let X = (X(t))t 2 T be a symmetric {stable, 0 < < 2, process with paths in the
dual E of a certain Banach space E. Then there exists a (bounded, linear) operator u
from E into some L (S; ˙) generating X in a canonical ...