A connection between Gaussian processes and Markov processes

DOI10.1214/EJP.V10-238zbMATH Open1081.60015MaRDI QIDQ1767553FDOQ1767553

Nathalie Eisenbaum

Publication date: 8 March 2005

Published in: Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/125620

zbMATH Keywords

infinite divisibilitypotentialGreen function

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Gaussian processes (60G15) Continuous-time Markov processes on general state spaces (60J25) Local time and additive functionals (60J55)

Cited In (4)

• Characterization of positively correlated squared Gaussian processes
• On permanental processes
• Dynkin isomorphism theorems revisited
• Exit distributions for symmetric Markov processes via Gaussian techniques

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