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

DOI10.1214/AOP/1065725177MaRDI QIDQ2565352zbMATH OpenOpenAlexFDO

Authors Michael B. Marcus, Jay 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)

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Cited in

(10)

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

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