A sufficient condition for the continuity of permanental processes with applications to local times of Markov processes

Stochastics Seminar
Thursday, April 22, 2010 - 3:00pm
1 hour (actually 50 minutes)
Skiles 269
College of Staten Island, CUNY
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  the local times.