A Connection between Gaussian Processes and Markov Processes
Nathalie Eisenbaum, Universités Paris 6 et 7, France
Abstract
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 present here an answer to that
question.
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