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)

On permanental processes
Sample path properties of the local times of strongly symmetric Markov processes via Gaussian processes
Diffusion transformations, Black-Scholes equation and optimal stopping
Representations and isomorphism identities for infinitely divisible processes
Scaling limits of stochastic processes associated with resistance forms
Chemical distances for percolation of planar Gaussian free fields and critical random walk loop soups
Sample path properties of permanental processes
The sign clusters of the massless Gaussian free field percolate on \(\mathbb{Z}^{d}\), \(d \geqslant 3\) (and more)
Explicit formula for the density of local times of Markov jump processes
Local times of self-intersection
On sojourn of Brownian motion inside moving boundaries
Variants on the Berz sublinearity theorem
On pinned fields, interlacements, and random walk on \(({\mathbb {Z}}/N {\mathbb {Z}})^2\)
Strong local nondeterminism and exact modulus of continuity for spherical Gaussian fields
Regularity of Gaussian processes on Dirichlet spaces
Persistence probabilities for stationary increment processes
Exponential concentration of cover times
Continuity and boundedness of infinitely divisible processes: A Poisson point process approach
A Ray-Knight theorem for symmetric Markov processes.
A functional CLT for the \(L^2\) modulus of continuity of local time
On the laws of total local times for \(h\)-paths and bridges of symmetric Lévy processes
A sufficient condition for the continuity of permanental processes with applications to local times of Markov processes
Squared Bessel processes of positive and negative dimension embedded in Brownian local times
Uniform Hausdorff dimension result for the inverse images of stable Lévy processes
On scaling limits and Brownian interlacements
Nonparametric estimation of jump diffusion models
Maximal moments and uniform modulus of continuity for stable random fields
The geometry of random walk isomorphism theorems
Inverting the ray-knight identity on the line
Spectral theory for one-dimensional (non-symmetric) stable processes killed upon hitting the origin
Time-inhomogeneous Gaussian stochastic volatility models: large deviations and super roughness
Diffusion approximations in the online increasing subsequence problem
Gaussian fields, equilibrium potentials and multiplicative chaos for Dirichlet forms
Volatility coupling
Powers of Brownian Green potentials
Isomorphisms of -Dyson's Brownian motion with Brownian local time
Limit theorems for additive functionals of random walks in random scenery
Phase transitions in asymptotically singular Anderson Hamiltonian and parabolic model
High-dimensional scaling limits of piecewise deterministic sampling algorithms
Exact uniform modulus of continuity and Chung's LIL for the generalized fractional Brownian motion
A limit theorem for Bernoulli convolutions and the \(\Phi \)-variation of functions in the Takagi class
On the existence and the Hölder regularity of the local time of the Brownian bridge
Chung-type law of the iterated logarithm and exact moduli of continuity for a class of anisotropic Gaussian random fields
Occupation density estimation for noisy high-frequency data
The suprema of infinitely divisible processes
Prediction theory for stationary functional time series
Hidden symmetries and limit laws in the extreme order statistics of the Laplace random walk
Gaussian random fields on the sphere and sphere cross line
Local and uniform moduli of continuity of chi-square processes
Topological expansion in isomorphism theorems between matrix-valued fields and random walks
Central limit theorems for parabolic stochastic partial differential equations
Testing for the presence of jump components in jump diffusion models
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
Geometric ergodicity of affine processes on cones
A stochastic sewing lemma and applications
Heat content estimates for the fractional Schrödinger operator \((-\Delta)^{\frac{\alpha}{2}} + c1_{\Omega}\), \(c > 0\)
On infinite divisibility of a class of two-dimensional vectors in the second Wiener chaos
Permanental sequences related to a Markov chain example of Kolmogorov
Decompositions of stochastic convolution driven by a white-fractional Gaussian noise
Glivenko-Cantelli theorems for integrated functionals of stochastic processes
Semigroups for one-dimensional Schrödinger operators with multiplicative Gaussian noise
A decomposition for additive functionals of Lévy processes
A fractional Brownian field indexed by \(L^2\) and a varying Hurst parameter
Asymptotic expansions for functions of the increments of certain Gaussian processes
A CLT for the \(L^{2}\) modulus of continuity of Brownian local time
Local nondeterminism and the exact modulus of continuity for stochastic wave equation
Decompositions of infinitely divisible nonnegative processes
Dense blowup for parabolic SPDEs
Symmetry in the Green's function for birth-death chains
On global and local properties of the trajectories of Gaussian random fields -- a look through the set of limit points
Inverse \(M\)-matrix, a new characterization
Inverting the coupling of the signed Gaussian free field with a loop-soup
The Csörgő-Révész moduli of non-differentiability of fractional Brownian motion
On the favorite points of symmetric Lévy processes
Exact moduli of continuity for operator-scaling Gaussian random fields
Stochastic differential equation for Brox diffusion
On the continuity of local times of Borel right Markov processes
Issues with the Smith-Wilson method
Stochastic 2-microlocal analysis
Reaction-diffusion on metric graphs: from 3D to 1D
Rough path properties for local time of symmetric \(\alpha\) stable process
Beyond Haar and Cameron-Martin: the Steinhaus support
Dynkin's isomorphism theorem and the stochastic heat equation
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
On certain exponential regularity for Gaussian processes
\(L^p\) moduli of continuity of Gaussian processes and local times of symmetric Lévy processes
Isomorphism theorems for Markov chains.
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 \(\mathbb{S}^2\)
Uniform modulus of continuity of random fields
Covariant Symanzik identities
Isomorphism theorems, extended Markov processes and random interlacements
The Jain-Monrad criterion for rough paths and applications to random Fourier series and non-Markovian Hörmander theory
Isomorphism theorems: Markov processes, Gaussian processes and beyond
Large deviations for sum of UEND andφ-mixing random variables with heavy tails
On the shape of trajectories of Gaussian processes having large massive excursions. II
A class of fractional Brownian fields from branching systems and their regularity properties

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)