Renormalized Self Intersection Local Times And Wick Power Chaos Processes
Download Renormalized Self Intersection Local Times And Wick Power Chaos Processes PDF/ePub or read online books in Mobi eBooks. Click Download or Read Online button to get Renormalized Self Intersection Local Times And Wick Power Chaos Processes book now. This website allows unlimited access to, at the time of writing, more than 1.5 million titles, including hundreds of thousands of titles in various foreign languages.
Renormalized Self-Intersection Local Times and Wick Power Chaos Processes
Author: Michael B. Marcus
language: en
Publisher: American Mathematical Soc.
Release Date: 1999
Sufficient conditions are obtained for the continuity of renormalized self-intersection local times for the multiple intersections of a large class of strongly symmetric L vy processes in $R DEGREESm$, $m=1,2$. In $R DEGREES2$ these include Brownian motion and stable processes of index greater than 3/2, as well as many processes in their domains of attraction. In $R DEGREES1$ these include stable processes of index $3/4
Renormalized Self-intersection Local Times and Wick Power Chaos Processes
Author: Michael B. Marcus
language: en
Publisher: American Mathematical Society(RI)
Release Date: 1999
Sufficient conditions are obtained for the continuity of renormalized self-intersection local times for the multiple intersections of a large class of strongly symmetric L vy processes in $R DEGREESm$, $m=1,2$. In $R DEGREES2$ these include Brownian motion and stable processes of index greater than 3/2, as well as many processes in their domains of attraction. In $R DEGREES1$ these include stable processes of index $3/4
Intersection Local Times, Loop Soups and Permanental Wick Powers
Author: Yves Le Jan
language: en
Publisher: American Mathematical Soc.
Release Date: 2017-04-25
Several stochastic processes related to transient Lévy processes with potential densities , that need not be symmetric nor bounded on the diagonal, are defined and studied. They are real valued processes on a space of measures endowed with a metric . Sufficient conditions are obtained for the continuity of these processes on . The processes include -fold self-intersection local times of transient Lévy processes and permanental chaoses, which are `loop soup -fold self-intersection local times' constructed from the loop soup of the Lévy process. Loop soups are also used to define permanental Wick powers, which generalizes standard Wick powers, a class of -th order Gaussian chaoses. Dynkin type isomorphism theorems are obtained that relate the various processes. Poisson chaos processes are defined and permanental Wick powers are shown to have a Poisson chaos decomposition. Additional properties of Poisson chaos processes are studied and a martingale extension is obtained for many of the processes described above.