*Research Papers*

**Surveys, announcements, and Expository Articles
Books
Editorial Volumes
Book Reviews
Useful Links**

**[45] A
generalized Bismut's formula and applications
(with Marc Arnaudon, Zhongmin Qian,
and Anton Thalmaier), manuscript in preparation.
[44] Differentiability of reflecting Brownian motion,
preprint (2009). **

**
[43]
Volume Growth and Escape Rate of
Brownian Motion on a Complete Riemannian Manifold
(with Guangnan Qin), to appear in Annals of
Probability (2009).**

**[42]
Maximal coupling of Euclidean
Brownian motions (with Theodor Sturm),
preprint, revised (2009).
[41]
Asymptotics of implied volatility in
local volatility models (with Jim Gatheral,
Peter Laurence, Cheng Ouyang, and Tai-Ho Wang), preprint, submitted (2009).
[40] Cameron-Martin
theorem for complete Riemannian manifolds
(with Cheng Ouyang), **

**[38] Quasi-invariance of the Wiener
measure on loop spaces
(with Fuzhong Gong), to appear in Journal of Theoretical
Probability (2009).
[37] Heat equations on manifolds and Bismut's formula,
Stochastic Analysis and Partial Differential Equations,
Contemporary Mathematics, 429 (2007), 121--130.
[36] Characterization of diffusion measures through integration
by parts,
Stein's Method and Applications, edited by A. D. Barbour and
Louis H. Y.
Cheng, World
Scientific, Singapore (2005), 195--208.
[35]
Brownian motion and the asymptotic Dirichlet problem
on a Cartan-Hadamard manifold,
Annals of Probability, 31, no. 3 (2003),
1305--1319.
[34]
Multiplicative functional for the heat equation on
manifolds with boundary,
Michigan Journal of Mathematics, 50 (2002),
351--367.**

**[33]
Quasi-invariance of the Wiener measure on path spaces:
noncompact case,
Journal of Functional Analysis, 193 (2002),
278--290.
[32]
Pathwise uniqueness for reflecting Brownian motion in
Euclidean
domains,
(with Richard Bass), Probability Theory and Related Fields, 117
(2000), 183-200.**

**[31]
Estimates of derivative of the heat kernel on compact
Riemannian manifolds,
Proceedings of AMS},
127 (1999), 3739-3744.
[30]
Gradient estimates for harmonic
functions on manifolds with Lipschitz metrics
(with Jingyi Chen), Canadian
Journal of Mathematics, no. 6 (1998), 1163--1175.**

**[29]
Martingale
representation and logarithmic Sobolev inequality,
(with M. Capitaine and M. Ledoux), Electronic Communications in Probability, 2(1997), 71--81.
**

[26] Integration by parts in loop spaces,

**[25]
Quasi-invariance of the Wiener measure and integration by parts in
path spaces,
Journal of Functional Analysis, 134, no. 2
(1995), 417--450.
[24] Flow and quasi-invariance of
the Wiener measure on path spaces,
Symposia on Pure Mathematics, 57, edited by M.
Cranston
and M. Pinsky (1995), 265--279.
[23] On the principle of not feeling the boundary,
Journal of London
Mathematical Society, Series 2, 51 (1994), 373--384.
[22]
A domain monotonicity
property of the Neumann heat kernel,
Osaka Mathematics Journal, 31 (1994), 215--233.**

**[21]
Limiting angles of certain
two-dimensional Riemannian Brownian Motion,
(with ilfrid Kendall), Annales de Université
de Toulouse, Faculté de
Sciences
Mathematiques,
1, no. 2 (1992), 169--186.**

**[20]
On a class of singular
continuous distribution functions,
Elemente der Mathematik, 47 (1992), 169--172.
**

**[18]
Some potential theory of
reflecting Brownian motion in Hölder
and Lipschitz domains
(with Rich Bass),
**

**[17]
The semimartingale
structure of reflecting Brownian motion (with Rich Bass),
Proc. of Amer. Math. Soc., 104, no. 4 (1990),
1007--1010.**

**[16]
Heat kernel on
non-complete manifolds,
Indiana Math. J., 39, no.2 (199), 431--442.
[15] Brownian bridges on complete Riemannian manifolds,
Probability Theory and Related Fields, 84 (1990),
103--118.
[14]
Asymptotic behavior of solutions of oblique derivative boundary value
problem,
Michigan Math. J., 36 (1989), 221--244.
[13]
Heat diffusion semigroup on complete Riemannian manifolds,
Annals of Prob., 17, no. 3 (1989), 1248--1254.**

**[12]
Smoothness of Convex hull of planar
Brownian motion (with Mike Cranston and Peter March),
Annals of Prob., 17 (1989), 144--150.**

**[11]
Brownian motion and
Riemannian geometry,
Geometry of Random Motion, edited by R. Durrett
and M. Pinsky, Contemporary Math.,
American Mathematical Society, 73 (1987), 95--104.**

**[10]
Short-time asymptotics of
the heat kernel on concave boundary,
SIAM J. of Math. Analysis, 20, no. 5 (1989),
1109--1127.**

**[9]
Brownian excursions from extremal processes,
(with Peter March), Sem. des Prob., XXII, Lecture Notes in Math.,
Birkhauser, 1321 (1988), 502--507.**

**[8]
On the Poisson kernel of
Neumann problem of Schrödinger
operators,
J . London Math. Soc., 12 (1987), 370-384.**

**[7]
Branching Brownian motion
and Dirichlet boundary value problem of a nonlinear equation,
Seminar on Stochastic Processes, Birkhauser (1986), 71-83
(1986).**

**[6]
On excursions of reflecting
Brownian Motion,
Trans. Amer. Math. Soc., 298 (1986), 239-264.**

**[5]
Limiting angle of certain
Riemannian Brownian motions (with Peter March),
Comm. Pure Appl. Math. 23 (1985), 768--775.**

**[4]
Brownian exit distribution
of a ball,
Seminar on Stochastic Processes, Birkhauser (1985),
108-116.**

**[3]
Probabilistic approach to
the Neumann problem,
Comm. Pure Appl. Math., 23 (1985), 445-475.**

**[2]
Gauge theory of the Neumann
problem (with K.L. Chung),
Seminar on Stochastic Processes, Birkhauser (1984),
63-70.**

**[1]
A note on the logarithmic
potential (关于对数位势的一个注记),
J. of Math. Research and Expositions, 3(1982), 83-88.**

Surveys, announcements, and Expository Articles

**[6]
Quasi-invariance of the Wiener measure on the loop space over a Riemannian
manifold,**

** in Heat Kernel,
Stochastic Processes, and Functional Inequalities,**

** Mathematische
Forschungsinstitut Oberwolfach Report 54 (2005), 32-34.**

**[5] Analysis on path and loop spaces,
**

**
Probability Theory and
Applications, IAS/Park City Mathematics Series,**

** Volume 6, edited by
Elton P. Hsu and S. R. S. Varadhan, American**

** Mathematical
Society/Institute for Advanced Study (80 pages) (1999).
**

**[4] Analysis in path and loop spaces, **

**
New Trends in Stochastic Analysis,
edited by K. D. Elworthy, Shigeo
Kusuoka, and Ichiro Shigekawa, World
Scientific, Singapore (1997), 168--181.
**

**[3]
Inégalité logarithmique de Sobolev sur
l'espace d'une variété riemannienne, **

**
Comptes Rendues de l'Academie des**

* Sciences*, 320,
Série I (1994), 1009-1012.

**[2]
Sur la Θ-fonction d'une variété
riemannienne á bord, **

** Compte Rendu
de l'Academie des Sciences, 309,**

** Série I (1989), 507-510.**

**[1] Probabilistic methods in differential
geometry, **

* Seminar on Stochastic
Processes*, edited by E. Cinlar et al.,

** Birkhauser, Boston
(1990), 123-134. **

**
[1]
Stochastic Analysis on Manifolds** **(AMS Graduate Series in Mathematics,
Volume 38, 2002)**

**
[3]
Selected Works of Kai Lai Chung, World Scientific
(2009)**

**
[2]
Stochastic Analysis and Partial Differential Equations**, **
AMS
Contemporary Mathematics, VoLume 429 (2007)**

**
[1]
Probability Theory and Applications** **(with S. R. S. Varadhan), AMS IAS/Park City Mathematics
Series, Volume 6 (1999)**

**Book Reviews
**

Mathematical Reviews

**
Midwest Probability Colloquium**
**(31st Meeting, 2009)**