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

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

zbMATH Keywords

Stochastic ProcessesPotential TheoryBrownian MotionMarkov ProcessesDiffusion ProcessesModulus of ContinuityGaussian ProcessesSample Path PropertiesLocal TimesDynkin IsomorphismLévy ProcessesRay-Knight TheoremRegularity of Sample Paths

Mathematics Subject Classification ID

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

Cited In (only showing first 100 items - show all)

• Large deviations for self-intersection local times of stable random walks
• Intersection local times for interlacements
• Fernique-type inequalities and moduli of continuity for anisotropic Gaussian random fields
• Intersection Local Times, Loop Soups and Permanental Wick Powers
• On the stochastic heat equation with spatially-colored random forcing
• Density bounds for solutions to differential equations driven by Gaussian rough paths
• A decomposition for additive functionals of Lévy processes
• Functional central limit theorem for heavy tailed stationary infinitely divisible processes generated by conservative flows
• The subleading order of two dimensional cover times
• A fractional Brownian field indexed by \(L^2\) and a varying Hurst parameter
• Applying Brownian motion to the study of birth-death chains
• 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
• Title not available (Why is that?)
• Gaussian fields, equilibrium potentials and multiplicative chaos for Dirichlet forms
• Continuity and boundedness of infinitely divisible processes: A Poisson point process approach
• On the local time of Gaussian and Lévy processes
• Gaussian random fields on the sphere and sphere cross line
• Characterization of positively correlated squared Gaussian processes
• Mosco-convergence and Wiener measures for conductive thin boundaries
• Markov bridges: SDE representation
• Symmetric Markov processes, time change, and boundary theory
• A Ray-Knight theorem for symmetric Markov processes.
• Exact moduli of continuity for operator-scaling Gaussian random fields
• A cautionary tale on the efficiency of some adaptive Monte Carlo schemes
• On permanental processes
• Semilinear stochastic equations with bilinear fractional noise
• Mixed fractional Brownian sheets and their applications
• 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
• On scaling limits and Brownian interlacements
• On the continuity of local times of Borel right Markov processes
• A local-time correspondence for stochastic partial differential equations
• Large deviations for Riesz potentials of additive processes
• Inverting Ray-Knight identity
• Exact asymptotics for the scan statistic and fast alternatives
• On the Spatial Markov Property of Soups of Unoriented and Oriented Loops
• 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
• Asymptotics of cover times via Gaussian free fields: bounded-degree graphs and general trees
• Large deviations for intersection local times in critical dimension
• ESTIMATING THE VOLATILITY OCCUPATION TIME VIA REGULARIZED LAPLACE INVERSION
• Sample paths of the solution to the fractional-colored stochastic heat equation
• From loop clusters and random interlacements to the free field
• A sufficient condition for the continuity of permanental processes with applications to local times of Markov processes
• Inverse \(M\)-matrix, a new characterization
• Regularity properties of the solution to a stochastic heat equation driven by a fractional Gaussian noise on \(\mathbb{S}^2\)
• Scaling limits of stochastic processes associated with resistance forms
• Permanental fields, loop soups and continuous additive functionals
• Packing dimensions of the images of Gaussian random fields
• Stochastic 2-microlocal analysis
• CLT for \(L^p\) moduli of continuity of Gaussian processes
• On the laws of first hitting times of points for one-dimensional symmetric stable Lévy processes
• Quenched asymptotics for Brownian motion in generalized Gaussian potential
• Nonparametric estimation of jump diffusion models
• Geometric ergodicity of affine processes on cones
• The limit law of the iterated logarithm
• Necessary and sufficient conditions for Hölder continuity of Gaussian processes
• Cover times, blanket times, and majorizing measures
• On certain exponential regularity for Gaussian processes
• Using differential equations to obtain joint moments of first-passage times of increasing Lévy processes
• A stochastic calculus proof of the CLT for the \(L^2\) modulus of continuity of local time
• Disconnection, random walks, and random interlacements
• On Stratonovich and Skorohod stochastic calculus for Gaussian processes
• A CLT for the \(L^{2}\) modulus of continuity of Brownian local time
• Uniform modulus of continuity of random fields
• Asymptotic sequential Rademacher complexity of a finite function class
• Isomorphism theorems, extended Markov processes and random interlacements
• Glivenko-Cantelli theorems for integrated functionals of stochastic processes
• The total external length of the evolving Kingman coalescent
• L-Kuramoto-Sivashinsky SPDEs vs. time-fractional SPIDEs: exact continuity and gradient moduli, 1/2-derivative criticality, and laws
• Stochastic differential equations driven by fractional Brownian motion with locally Lipschitz drift and their implicit Euler approximation
• 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
• The suprema of infinitely divisible processes
• Phase transitions in asymptotically singular Anderson Hamiltonian and parabolic model
• Decompositions of infinitely divisible nonnegative processes
• The first passage sets of the 2D Gaussian free field: convergence and isomorphisms
• Path and semimartingale properties of chaos processes
• Occupation densities for certain processes related to fractional Brownian motion
• On bulk deviations for the local behavior of random interlacements
• Local times of self-intersection
• Variants on the Berz sublinearity theorem
• On pinned fields, interlacements, and random walk on \(({\mathbb {Z}}/N {\mathbb {Z}})^2\)
• Isomorphism theorems for Markov chains.
• On coupling and ``Vacant set level set percolation
• Covariant Symanzik identities
• On sojourn of Brownian motion inside moving boundaries
• Sample Paths Properties of the Set-Indexed Fractional Brownian Motion
• Diffusion transformations, Black-Scholes equation and optimal stopping
• Geometric ergodicity of the multivariate COGARCH(1,1) process
• Persistence probabilities for stationary increment processes
• Asymptotic expansions for functions of the increments of certain Gaussian processes
• Beyond Haar and Cameron-Martin: the Steinhaus support
• Inverting the coupling of the signed Gaussian free field with a loop-soup
• On the favorite points of symmetric Lévy processes
• Restrictions of Hölder continuous functions
• Representations and isomorphism identities for infinitely divisible processes

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)