Isomorphism theorems: Markov processes, Gaussian processes and beyond

DOI10.1007/978-3-319-17674-1_4MaRDI QIDQ2809486zbMATH OpenOpenAlexFDO

Authors Jay Rosen

Publication date 30 May 2016

Published in Lecture Notes in Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-319-17674-1_4

zbMATH Keywords

Gaussian processesMarkov processeslocal timesrandom interlacementsDynkin isomorphismloop soupsRay-Knight theorems

Mathematics Subject Classification ID

Gaussian processes (60G15) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Continuous-time Markov processes on general state spaces (60J25) Sample path properties (60G17) Local time and additive functionals (60J55)

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• Markov Processes, Gaussian Processes, and Local Times
• Isomorphism theorems, extended Markov processes and random interlacements
• Isomorphism theorems for Markov chains.
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Cites work

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Cited in

(9)

• An isomorphism theorem for random interlacements
• Isomorphism theorems for Markov chains.
• scientific article; zbMATH DE number 816116 (Why is no real title available?)
• Markovian loop soups: permanental processes and isomorphism theorems
• Applying Dynkin's isomorphism: an alternative approach to understand the Markov property of the de Wijs process
• Inverting Ray-Knight identity
• Dynkin isomorphism theorems revisited
• scientific article; zbMATH DE number 177172 (Why is no real title available?)
• Isomorphism theorems, extended Markov processes and random interlacements

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