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 - 3:00pm for 1 hour (actually 50 minutes)
Location
Skiles 269
Speaker
Jay Rosen – College of Staten Island, CUNY
Organizer
Yuri Bakhtin
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.