A sufficient condition for the continuity of permanental processes with applications to local times of Markov processes
- Series
- Stochastics Seminar
- Time
- Thursday, April 22, 2010 - 15:00 for 1 hour (actually 50 minutes)
- Location
- Skiles 269
- Speaker
- Jay Rosen – 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.