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

continuous additive functionalsGaussian chaosMarkov processes

Mathematics Subject Classification ID

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

Recommendations

• Continuity conditions for a class of Gaussian chaos processes related to continuous additive functionals of Lévy processes
• Sample path properties of the local times of strongly symmetric Markov processes via Gaussian processes
• Moduli of continuity of local times of strongly symmetric Markov processes via Gaussian processes

Cited in

(11)

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

This page was built for publication: Gaussian chaos and sample path properties of additive functionals of symmetric Markov processes

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2565352)