Gaussian chaos and sample path properties of additive functionals of symmetric Markov processes

DOI10.1214/aop/1065725177zbMath0862.60065OpenAlexW1607443173MaRDI QIDQ2565352

Michael B. Marcus, Jay S. Rosen

Publication date: 25 May 1997

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1065725177

zbMATH Keywords

Markov processesGaussian chaoscontinuous additive functionals

Mathematics Subject Classification ID

Gaussian processes (60G15) Local time and additive functionals (60J55)

Related Items (10)

A Ray-Knight theorem for symmetric Markov processes. ⋮ Majorizing measures without measures ⋮ Joint density for the local times of continuous-time Markov chains ⋮ On the Markov property of local time for Markov processes on graphs ⋮ Intersection local times for interlacements ⋮ Tightness for thick points in two dimensions ⋮ Permanental fields, loop soups and continuous additive functionals ⋮ Intersection Local Times, Loop Soups and Permanental Wick Powers ⋮ Isomorphism theorems for Markov chains. ⋮ Kac's moment formula and the Feynman-Kac formula for additive functionals of a Markov process

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