Intersection Local Times, Loop Soups and Permanental Wick Powers Paperback / softback
by Yves le Jan, Michael B. Marcus, Jay Rosen
Part of the Memoirs of the American Mathematical Society series
Paperback / softback
Description
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.
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Out of Stock - We are unable to provide an estimated availability date for this product
- Format:Paperback / softback
- Pages:78 pages
- Publisher:American Mathematical Society
- Publication Date:30/05/2017
- Category:
- ISBN:9781470436957
Other Formats
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Information
-
Out of Stock - We are unable to provide an estimated availability date for this product
- Format:Paperback / softback
- Pages:78 pages
- Publisher:American Mathematical Society
- Publication Date:30/05/2017
- Category:
- ISBN:9781470436957
