Markov Processes, Gaussian Processes, and Local Times

DOI10.1017/CBO9780511617997zbMATH Open1129.60002OpenAlexW1575826768MaRDI QIDQ5484937FDOQ5484937

Authors Michael B. Marcus, Jay Rosen

Publication date 22 August 2006

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

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Cited in

(only showing first 100 items - show all)

Cover times, blanket times, and majorizing measures
Steady-state GI/G/\(n\) queue in the Halfin-Whitt regime
On certain exponential regularity for Gaussian processes
Packing dimensions of the images of Gaussian random fields
A Ray-Knight theorem for symmetric Markov processes.
Large deviations for self-intersection local times of stable random walks
The limit law of the iterated logarithm
On the stochastic heat equation with spatially-colored random forcing
Large deviations for intersection local times in critical dimension
Stochastic 2-microlocal analysis
Large deviations for Riesz potentials of additive processes
Fernique-type inequalities and moduli of continuity for anisotropic Gaussian random fields
Local nondeterminism and local times of the stochastic wave equation driven by fractional-colored noise
Isomorphism theorems, extended Markov processes and random interlacements
Exact moduli of continuity for operator-scaling Gaussian random fields
A cautionary tale on the efficiency of some adaptive Monte Carlo schemes
On scaling limits and Brownian interlacements
Applying Brownian motion to the study of birth-death chains
Permanental vectors
Using differential equations to obtain joint moments of first-passage times of increasing Lévy processes
Intersection local times, loop soups and permanental Wick powers
On permanental processes
Diffusivity bounds for 1D Brownian polymers
Random interlacements and the Gaussian free field
Markov bridges: SDE representation
CLT for \(L^p\) moduli of continuity of Gaussian processes
Glivenko-Cantelli theorems for integrated functionals of stochastic processes
Necessary and sufficient conditions for Hölder continuity of Gaussian processes
On the laws of first hitting times of points for one-dimensional symmetric stable Lévy processes
Uniform modulus of continuity of random fields
A sufficient condition for the continuity of permanental processes with applications to local times of Markov processes
Inverse \(M\)-matrix, a new characterization
On the spatial Markov property of soups of unoriented and oriented loops
Intersection local times for interlacements
Estimating the volatility occupation time via regularized Laplace inversion
On the local time of Gaussian and Lévy processes
Inverting Ray-Knight identity
Scaling limits of stochastic processes associated with resistance forms
On Stratonovich and Skorohod stochastic calculus for Gaussian processes
Regularity properties of the solution to a stochastic heat equation driven by a fractional Gaussian noise on \(\mathbb{S}^2\)
Sample path properties of the local times of strongly symmetric Markov processes via Gaussian processes
scientific article; zbMATH DE number 816116 (Why is no real title available?)
A CLT for the \(L^{2}\) modulus of continuity of Brownian local time
Gaussian random fields on the sphere and sphere cross line
A stochastic calculus proof of the CLT for the \(L^2\) modulus of continuity of local time
Semilinear stochastic equations with bilinear fractional noise
A decomposition for additive functionals of Lévy processes
Characterization of positively correlated squared Gaussian processes
Mosco-convergence and Wiener measures for conductive thin boundaries
On the continuity of local times of Borel right Markov processes
Sample paths of the solution to the fractional-colored stochastic heat equation
Quenched asymptotics for Brownian motion in generalized Gaussian potential
Gaussian fields, equilibrium potentials and multiplicative chaos for Dirichlet forms
Exact asymptotics for the scan statistic and fast alternatives
Functional central limit theorem for heavy tailed stationary infinitely divisible processes generated by conservative flows
Mixed fractional Brownian sheets and their applications
Continuity and boundedness of infinitely divisible processes: A Poisson point process approach
The Jain-Monrad criterion for rough paths and applications to random Fourier series and non-Markovian Hörmander theory
Asymptotic sequential Rademacher complexity of a finite function class
A local-time correspondence for stochastic partial differential equations
Symmetric Markov processes, time change, and boundary theory
The total external length of the evolving Kingman coalescent
Permanental fields, loop soups and continuous additive functionals
L-Kuramoto-Sivashinsky SPDEs vs. time-fractional SPIDEs: exact continuity and gradient moduli, 1/2-derivative criticality, and laws
From loop clusters and random interlacements to the free field
Disconnection, random walks, and random interlacements
Local time-space calculus for symmetric Lévy processes
Geometric ergodicity of affine processes on cones
The subleading order of two dimensional cover times
Density bounds for solutions to differential equations driven by Gaussian rough paths
A fractional Brownian field indexed by \(L^2\) and a varying Hurst parameter
Asymptotics of cover times via Gaussian free fields: bounded-degree graphs and general trees
Nonparametric estimation of jump diffusion models
Powers of Brownian Green potentials
Isomorphism theorems for Markov chains.
Local times of self-intersection
On sojourn of Brownian motion inside moving boundaries
Inverting the ray-knight identity on the line
Spectral theory for one-dimensional (non-symmetric) stable processes killed upon hitting the origin
A class of fractional Brownian fields from branching systems and their regularity properties
Strong local nondeterminism and exact modulus of continuity for spherical Gaussian fields
Occupation densities for certain processes related to subfractional Brownian motion
Diffusion approximations in the online increasing subsequence problem
On bulk deviations for the local behavior of random interlacements
On the favorite points of symmetric Lévy processes
Local nondeterminism and the exact modulus of continuity for stochastic wave equation
Reaction-diffusion on metric graphs: from 3D to 1D
Non-stationary multi-layered Gaussian priors for Bayesian inversion
Central limit theorems for the local times of certain Markov processes and the squares of Gaussian processes
Maximal moments and uniform modulus of continuity for stable random fields
Explicit formula for the density of local times of Markov jump processes
Uniform Hausdorff dimension result for the inverse images of stable Lévy processes
On Piecing Together Locally Defined Markov Processes
scientific article; zbMATH DE number 627543 (Why is no real title available?)
On coupling and ``Vacant set level set percolation
The suprema of infinitely divisible processes
The rate of escape of the most visited site of Brownian motion
Diffusion transformations, Black-Scholes equation and optimal stopping
A functional CLT for the \(L^2\) modulus of continuity of local time
Maximal inequalities and some applications

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