Markov Processes, Gaussian Processes, and Local Times

DOI10.1017/CBO9780511617997MaRDI QIDQ5484937zbMATHOpenAlexFDO

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)

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
Asymptotic expansions for functions of the increments of certain Gaussian processes
Phase transitions in asymptotically singular Anderson Hamiltonian and parabolic model
Stochastic differential equation for Brox diffusion
\(L^p\) moduli of continuity of Gaussian processes and local times of symmetric Lévy processes
Restrictions of Hölder continuous functions
Beyond Haar and Cameron-Martin: the Steinhaus support
Representations and isomorphism identities for infinitely divisible processes
Decompositions of infinitely divisible nonnegative processes
Geometric ergodicity of the multivariate COGARCH(1,1) process
Limit theorems for additive functionals of random walks in random scenery
Isomorphism theorems: Markov processes, Gaussian processes and beyond
A stochastic sewing lemma and applications
Prediction theory for stationary functional time series
Regularity of Gaussian processes on Dirichlet spaces
Chemical distances for percolation of planar Gaussian free fields and critical random walk loop soups
Stochastic differential equations driven by fractional Brownian motion with locally Lipschitz drift and their implicit Euler approximation
Persistence probabilities for stationary increment processes
An optimal regularity result on the quasi-invariant Gaussian measures for the cubic fourth order nonlinear Schrödinger equation
Sample path properties of permanental processes
Variants on the Berz sublinearity theorem
Inverting the coupling of the signed Gaussian free field with a loop-soup
Squared Bessel processes of positive and negative dimension embedded in Brownian local times
On pinned fields, interlacements, and random walk on \(({\mathbb {Z}}/N {\mathbb {Z}})^2\)
The sign clusters of the massless Gaussian free field percolate on \(\mathbb{Z}^{d}\), \(d \geqslant 3\) (and more)
Covariant Symanzik identities
The first passage sets of the 2D Gaussian free field: convergence and isomorphisms
Path and semimartingale properties of chaos processes
Exponential concentration of cover times
Sample paths properties of the set-indexed fractional Brownian motion
On the laws of total local times for \(h\)-paths and bridges of symmetric Lévy processes
Occupation densities for certain processes related to fractional Brownian motion
Nonlinear Young integrals and differential systems in Hölder media
The geometry of random walk isomorphism theorems
On the shape of trajectories of Gaussian processes having large massive excursions. II
Time-inhomogeneous Gaussian stochastic volatility models: large deviations and super roughness
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

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