Intersection Local Times, Loop Soups and Permanental Wick Powers(Memoirs of the American Mathematical Society)

交叉的本地时间,循环的汤和永久的恶势力

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出版时间
2017年05月30日
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平装
ISBN
9781470436957
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页      码
78
语      种
英文
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图书简介
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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