On the infinite divisibility of squared Gaussian processes

DOI10.1007/s00440-002-0245-zzbMath1023.60025OpenAlexW2020509784MaRDI QIDQ1400827

Nathalie Eisenbaum

Publication date: 14 August 2003

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00440-002-0245-z

zbMATH Keywords

Lévy processesMarkov processesinfinite divisibilitysymmetric Green functionadditivity property of Bessel processessquared fractional Brownian motionsquared Gaussian processes

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Gaussian processes (60G15) Continuous-time Markov processes on general state spaces (60J25) Local time and additive functionals (60J55)

Related Items (9)

Representations and isomorphism identities for infinitely divisible processes ⋮ On the continuity of local times of Borel right Markov processes ⋮ Issues with the Smith-Wilson method ⋮ On infinite divisibility of a class of two-dimensional vectors in the second Wiener chaos ⋮ A characterization of the infinitely divisible squared Gaussian processes ⋮ On permanental processes ⋮ Some percolations involving the Gaussian free fields ⋮ The permanental process ⋮ On the most visited sites of symmetric Markov processes.

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