Universiteit Utrecht

Department of Mathematics


A connection between Gaussian processes and Markov processes



Nathalie Eisenbaum, University of Paris V1, 26 October, 2004

The Green function of a transient symmetric Markov process can be interpreted as the covariance of a centered Gaussian process. This relation leads to several fruitful identities in law. Symmetric Markov processes and their associated Gaussian process both benefit from these connections. Therefore it is of interest to characterize the associated Gaussian processes. We will present an answer to that question.


Back to the history of the seminar or the Colloquium Stochastiek homepage.
Budhi Arta Surya (surya@math.uu.nl)