Markov Processes, Gaussian Processes, and Local Times

DOI10.1017/CBO9780511617997zbMath1129.60002OpenAlexW1575826768MaRDI QIDQ5484937

Publication date: 22 August 2006

Full work available at URL: https://doi.org/10.1017/cbo9780511617997

Stochastic Processes Potential Theory Brownian Motion Lévy Processes Markov Processes Diffusion Processes Modulus of Continuity Gaussian Processes Sample Path Properties Local Times Dynkin Isomorphism Ray-Knight Theorem Regularity of Sample Paths

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Random fields (60G60) Gaussian processes (60G15) Stationary stochastic processes (60G10) Continuous-time Markov processes on general state spaces (60J25) Discrete-time Markov processes on general state spaces (60J05) Brownian motion (60J65) Diffusion processes (60J60) Sample path properties (60G17) Local time and additive functionals (60J55) Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Right processes (60J40)

Related Items (only showing first 100 items - show all)

Stochastic differential equation for Brox diffusion ⋮ BIRTH–DEATH CHAINS AND THE LOCAL TIME OF BROWNIAN MOTION ⋮ On the continuity of local times of Borel right Markov processes ⋮ Issues with the Smith-Wilson method ⋮ On coupling and ``Vacant set level set percolation ⋮ Regularity properties of the solution to a stochastic heat equation driven by a fractional Gaussian noise on \(\mathbb{S}^2\) ⋮ Stochastic 2-microlocal analysis ⋮ An optimal regularity result on the quasi-invariant Gaussian measures for the cubic fourth order nonlinear Schrödinger equation ⋮ Uniform modulus of continuity of random fields ⋮ Mixture representations of noncentral distributions ⋮ Reaction-diffusion on metric graphs: from 3D to 1D ⋮ Geometric ergodicity of the multivariate COGARCH(1,1) process ⋮ Moments and ergodicity of the jump-diffusion CIR process ⋮ Rough path properties for local time of symmetric \(\alpha\) stable process ⋮ Covariant Symanzik identities ⋮ Beyond Haar and Cameron-Martin: the Steinhaus support ⋮ Sample paths of the solution to the fractional-colored stochastic heat equation ⋮ On the local time of Gaussian and Lévy processes ⋮ Strong local nondeterminism and exact modulus of continuity for isotropic Gaussian random fields on compact two-point homogeneous spaces ⋮ Multiplicative chaos of the Brownian loop soup ⋮ Isomorphism theorems, extended Markov processes and random interlacements ⋮ Yule's ``nonsense correlation for Gaussian random walks ⋮ Lévy measures of infinitely divisible positive processes: examples and distributional identities ⋮ Maximal inequalities and some applications ⋮ Percolation for the Gaussian free field on the cable system: counterexamples ⋮ The rate of escape of the most visited site of Brownian motion ⋮ Exact uniform modulus of continuity for \(q\)-isotropic Gaussian random fields ⋮ On bulk deviations for the local behavior of random interlacements ⋮ Dynkin's isomorphism theorem and the stochastic heat equation ⋮ Spin systems with hyperbolic symmetry: a survey ⋮ Restrictions of Hölder continuous functions ⋮ ESTIMATING THE VOLATILITY OCCUPATION TIME VIA REGULARIZED LAPLACE INVERSION ⋮ Asymptotics of cover times via Gaussian free fields: bounded-degree graphs and general trees ⋮ Characterization of positively correlated squared Gaussian processes ⋮ Quenched asymptotics for Brownian motion in generalized Gaussian potential ⋮ Sample Paths Properties of the Set-Indexed Fractional Brownian Motion ⋮ A local-time correspondence for stochastic partial differential equations ⋮ On certain exponential regularity for Gaussian processes ⋮ Non-stationary multi-layered Gaussian priors for Bayesian inversion ⋮ Fernique-type inequalities and moduli of continuity for anisotropic Gaussian random fields ⋮ On the stochastic heat equation with spatially-colored random forcing ⋮ \(L^p\) moduli of continuity of Gaussian processes and local times of symmetric Lévy processes ⋮ Intersection Local Times, Loop Soups and Permanental Wick Powers ⋮ Occupation densities for certain processes related to fractional Brownian motion ⋮ Dense blowup for parabolic SPDEs ⋮ Symmetry in the Green's function for birth-death chains ⋮ Markov bridges: SDE representation ⋮ On global and local properties of the trajectories of Gaussian random fields -- a look through the set of limit points ⋮ On a contraction property of Bernoulli canonical processes ⋮ Isomorphism Theorems: Markov Processes, Gaussian Processes and Beyond ⋮ Large deviations for sum of UEND andφ-mixing random variables with heavy tails ⋮ Existence of densities for stochastic evolution equations driven by fractional Brownian motion ⋮ A CLT FOR THE THIRD INTEGRATED MOMENT OF BROWNIAN LOCAL TIME INCREMENTS ⋮ A Stochastic Calculus Proof of the CLT for the L 2 Modulus of Continuity of Local Time ⋮ Inverse \(M\)-matrix, a new characterization ⋮ On the Shape of Trajectories of Gaussian Processes Having Large Massive Excursions. II ⋮ Inverting the coupling of the signed Gaussian free field with a loop-soup ⋮ On the Laws of First Hitting Times of Points for One-Dimensional Symmetric Stable Lévy Processes ⋮ The Csörgő-Révész moduli of non-differentiability of fractional Brownian motion ⋮ Exponential moments of self-intersection local times of stable random walks in subcritical dimensions ⋮ On the favorite points of symmetric Lévy processes ⋮ Stochastic differential equations driven by fractional Brownian motion with locally Lipschitz drift and their implicit Euler approximation ⋮ Nonlinear Young integrals and differential systems in Hölder media ⋮ A CLASS OF FRACTIONAL BROWNIAN FIELDS FROM BRANCHING SYSTEMS AND THEIR REGULARITY PROPERTIES ⋮ Exact moduli of continuity for operator-scaling Gaussian random fields ⋮ Mixed fractional Brownian sheets and their applications ⋮ On the Spatial Markov Property of Soups of Unoriented and Oriented Loops ⋮ The suprema of infinitely divisible processes ⋮ Diffusion transformations, Black-Scholes equation and optimal stopping ⋮ The Jain-Monrad criterion for rough paths and applications to random Fourier series and non-Markovian Hörmander theory ⋮ Representations and isomorphism identities for infinitely divisible processes ⋮ Local nondeterminism and local times of the stochastic wave equation driven by fractional-colored noise ⋮ Prediction theory for stationary functional time series ⋮ Scaling limits of stochastic processes associated with resistance forms ⋮ Hidden symmetries and limit laws in the extreme order statistics of the Laplace random walk ⋮ Exact asymptotics for the scan statistic and fast alternatives ⋮ Gaussian random fields on the sphere and sphere cross line ⋮ Local and uniform moduli of continuity of chi-square processes ⋮ Chemical distances for percolation of planar Gaussian free fields and critical random walk loop soups ⋮ Topological expansion in isomorphism theorems between matrix-valued fields and random walks ⋮ Central limit theorems for parabolic stochastic partial differential equations ⋮ Sample path properties of permanental processes ⋮ Testing for the presence of jump components in jump diffusion models ⋮ The sign clusters of the massless Gaussian free field percolate on \(\mathbb{Z}^{d}\), \(d \geqslant 3\) (and more) ⋮ On Stratonovich and Skorohod stochastic calculus for Gaussian processes ⋮ Large deviations for self-intersection local times of stable random walks ⋮ Density bounds for solutions to differential equations driven by Gaussian rough paths ⋮ The first passage sets of the 2D Gaussian free field: convergence and isomorphisms ⋮ Steady-state GI/G/\(n\) queue in the Halfin-Whitt regime ⋮ Geometric ergodicity of affine processes on cones ⋮ A stochastic sewing lemma and applications ⋮ Occupation densities for certain processes related to subfractional Brownian motion ⋮ Intersection local times for interlacements ⋮ Heat content estimates for the fractional Schrödinger operator \((-\Delta)^{\frac{\alpha}{2}} + c1_{\Omega}\), \(c > 0\) ⋮ Diffusivity bounds for 1D Brownian polymers ⋮ Packing dimensions of the images of Gaussian random fields ⋮ Permanental vectors ⋮ A functional CLT for the \(L^2\) modulus of continuity of local time ⋮ Cover times, blanket times, and majorizing measures ⋮ On the laws of total local times for \(h\)-paths and bridges of symmetric Lévy processes

This page was built for publication: Markov Processes, Gaussian Processes, and Local Times