Markov Processes, Gaussian Processes, and Local Times

DOI10.1017/CBO9780511617997MaRDI QIDQ5484937zbMATH OpenOpenAlexFDO

Authors Michael B. Marcus, Jay Rosen

Publication date 22 August 2006

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

Recommendations

Symmetric Markov processes, time change, and boundary theory
Sample path properties of the local times of strongly symmetric Markov processes via Gaussian processes
Twenty lectures about Gaussian processes
Stochastic processes. Translated from the Russian
Theory and statistical applications of stochastic processes

Cited in

(only showing first 100 items - show all)

Yule's ``nonsense correlation for Gaussian random walks
Large deviations for self-intersection local times of stable random walks
An optimal regularity result on the quasi-invariant Gaussian measures for the cubic fourth order nonlinear Schrödinger equation
Nonlinear Young integrals and differential systems in Hölder media
A limit theorem for Bernoulli convolutions and the \(\Phi \)-variation of functions in the Takagi class
Exact uniform modulus of continuity and Chung's LIL for the generalized fractional Brownian motion
Intersection local times for interlacements
On the shape of trajectories of Gaussian processes having large massive excursions. II
Explicit formula for the density of local times of Markov jump processes
Stochastic differential equations driven by fractional Brownian motion with locally Lipschitz drift and their implicit Euler approximation
The suprema of infinitely divisible processes
Phase transitions in asymptotically singular Anderson Hamiltonian and parabolic model
Path and semimartingale properties of chaos processes
Decompositions of infinitely divisible nonnegative processes
The first passage sets of the 2D Gaussian free field: convergence and isomorphisms
On infinite divisibility of a class of two-dimensional vectors in the second Wiener chaos
Hidden symmetries and limit laws in the extreme order statistics of the Laplace random walk
Occupation densities for certain processes related to fractional Brownian motion
Fernique-type inequalities and moduli of continuity for anisotropic Gaussian random fields
On bulk deviations for the local behavior of random interlacements
Local times of self-intersection
Chung-type law of the iterated logarithm and exact moduli of continuity for a class of anisotropic Gaussian random fields
\(C^{\infty}\)-regularization by noise of singular ODE's
Weierstrass bridges
On the stochastic heat equation with spatially-colored random forcing
Variants on the Berz sublinearity theorem
On pinned fields, interlacements, and random walk on \(({\mathbb {Z}}/N {\mathbb {Z}})^2\)
Density bounds for solutions to differential equations driven by Gaussian rough paths
A CLT FOR THE THIRD INTEGRATED MOMENT OF BROWNIAN LOCAL TIME INCREMENTS
Isomorphism theorems for Markov chains.
Occupation density estimation for noisy high-frequency data
Functional central limit theorem for heavy tailed stationary infinitely divisible processes generated by conservative flows
Permanental sequences related to a Markov chain example of Kolmogorov
On coupling and ``Vacant set level set percolation
The subleading order of two dimensional cover times
A decomposition for additive functionals of Lévy processes
Lévy measures of infinitely divisible positive processes: examples and distributional identities
Applying Brownian motion to the study of birth-death chains
Covariant Symanzik identities
On sojourn of Brownian motion inside moving boundaries
A fractional Brownian field indexed by \(L^2\) and a varying Hurst parameter
Diffusion transformations, Black-Scholes equation and optimal stopping
Persistence probabilities for stationary increment processes
Steady-state GI/G/\(n\) queue in the Halfin-Whitt regime
Permanental vectors
Diffusivity bounds for 1D Brownian polymers
Random interlacements and the Gaussian free field
Geometric ergodicity of the multivariate COGARCH(1,1) process
Asymptotic expansions for functions of the increments of certain Gaussian processes
Continuity and boundedness of infinitely divisible processes: A Poisson point process approach
Gaussian fields, equilibrium potentials and multiplicative chaos for Dirichlet forms
Beyond Haar and Cameron-Martin: the Steinhaus support
Inverting the coupling of the signed Gaussian free field with a loop-soup
On a contraction property of Bernoulli canonical processes
scientific article; zbMATH DE number 816116 (Why is no real title available?)
On the favorite points of symmetric Lévy processes
Gaussian random fields on the sphere and sphere cross line
Estimating the volatility occupation time via regularized Laplace inversion
Decompositions of stochastic convolution driven by a white-fractional Gaussian noise
The moduli of continuity for operator fractional Brownian motion
Restrictions of Hölder continuous functions
On the local time of Gaussian and Lévy processes
Mosco-convergence and Wiener measures for conductive thin boundaries
Representations and isomorphism identities for infinitely divisible processes
A stochastic sewing lemma and applications
Characterization of positively correlated squared Gaussian processes
Squared Bessel processes of positive and negative dimension embedded in Brownian local times
Moments and ergodicity of the jump-diffusion CIR process
Dynkin's isomorphism theorem and the stochastic heat equation
Exponential concentration of cover times
A cautionary tale on the efficiency of some adaptive Monte Carlo schemes
Markov bridges: SDE representation
Symmetric Markov processes, time change, and boundary theory
A Ray-Knight theorem for symmetric Markov processes.
Powers of Brownian Green potentials
On permanental processes
Maximal inequalities and some applications
Exact moduli of continuity for operator-scaling Gaussian random fields
Semilinear stochastic equations with bilinear fractional noise
The Jain-Monrad criterion for rough paths and applications to random Fourier series and non-Markovian Hörmander theory
Local time-space calculus for symmetric Lévy processes
Prediction theory for stationary functional time series
Intersection local times, loop soups and permanental Wick powers
On scaling limits and Brownian interlacements
Local nondeterminism and the exact modulus of continuity for stochastic wave equation
Mixed fractional Brownian sheets and their applications
Maximal moments and uniform modulus of continuity for stable random fields
Regularity of Gaussian processes on Dirichlet spaces
On the continuity of local times of Borel right Markov processes
Large deviations for Riesz potentials of additive processes
A local-time correspondence for stochastic partial differential equations
Inverting Ray-Knight identity
The rate of escape of the most visited site of Brownian motion
Exact asymptotics for the scan statistic and fast alternatives
Sample path properties of the local times of strongly symmetric Markov processes via Gaussian processes
Local nondeterminism and local times of the stochastic wave equation driven by fractional-colored noise
Occupation densities for certain processes related to subfractional Brownian motion
Strong local nondeterminism and exact modulus of continuity for spherical Gaussian fields
Ray Knight theorems for spectrally negative Lévy processes
Issues with the Smith-Wilson method

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

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5484937)