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March 2013 A sufficient condition for the continuity of permanental processes with applications to local times of Markov processes
Michael B. Marcus, Jay Rosen
Ann. Probab. 41(2): 671-698 (March 2013). DOI: 10.1214/12-AOP744

Abstract

We provide a sufficient condition for the continuity of real valued permanental processes. When applied to the subclass of permanental processes which consists of squares of Gaussian processes, we obtain the sufficient condition for continuity which is also known to be necessary. Using an isomorphism theorem of Eisenbaum and Kaspi which relates Markov local times and permanental processes, we obtain a general sufficient condition for the joint continuity of local times.

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Michael B. Marcus. Jay Rosen. "A sufficient condition for the continuity of permanental processes with applications to local times of Markov processes." Ann. Probab. 41 (2) 671 - 698, March 2013. https://doi.org/10.1214/12-AOP744

Information

Published: March 2013
First available in Project Euclid: 8 March 2013

zbMATH: 1329.60273
MathSciNet: MR3077522
Digital Object Identifier: 10.1214/12-AOP744

Subjects:
Primary: 60J55 , 60K99
Secondary: 60G17

Keywords: Local times , Markov processes , Permanental processes

Rights: Copyright © 2013 Institute of Mathematical Statistics

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Vol.41 • No. 2 • March 2013
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