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

DOI10.1214/AOP/1065725177zbMATH Open0862.60065OpenAlexW1607443173MaRDI QIDQ2565352FDOQ2565352

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

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zbMATH Keywords

Markov processesGaussian chaoscontinuous additive functionals

Mathematics Subject Classification ID

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

Cited In (10)

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

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