Intersection Local Times, Loop Soups and Permanental Wick Powers - Brossura

Le Jan, Yves; Marcus, Michael B.; Rosen, Jay

Brossura

ISBN 10: 1470436957 ISBN 13: 9781470436957

Casa editrice: Amer Mathematical Society, 2017

Riassunto

Several stochastic processes related to transient Levy processes with potential densities $u(x,y)=u(y-x)$, that need not be symmetric nor bounded on the diagonal, are defined and studied. They are real valued processes on a space of measures $\mathcal{V}$ endowed with a metric $d$. Sufficient conditions are obtained for the continuity of these processes on $(\mathcal{V},d)$. The processes include $n$-fold self-intersection local times of transient Levy processes and permanental chaoses, which are `loop soup $n$-fold self-intersection local times' constructed from the loop soup of the Levy process. Loop soups are also used to define permanental Wick powers, which generalizes standard Wick powers, a class of $n$-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.

Dettagli dell'edizione

• Editore: Amer Mathematical Society
• Data di pubblicazione: 2017
• Lingua: Inglese
• ISBN 10: 1470436957
• ISBN 13: 9781470436957
• Rilegatura: Copertina flessibile
• Numero di pagine: 78
• Contatto del produttore: non disponibile
• Persona responsabile: non disponibile