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Gaussian processes. --- Local times (Stochastic processes) --- Loop spaces. --- Processus gaussiens --- Temps locaux (Processus stochastiques) --- Espaces de lacets --- Loop spaces --- Processus stochastiques --- Processus gaussiens. --- Processus stochastiques. --- Espaces de lacets.
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Several stochastic processes related to transient Lévy processes with potential densities u(x,y)=u(y-x), that need not be symmetric nor bounded on the diagonal, are defined and studied. They are real valued processes on a space of measures mathcal{V} endowed with a metric d. Sufficient conditions are obtained for the continuity of these processes on (mathcal{V},d). The processes include n-fold self-intersection local times of transient Lévy processes and permanental chaoses, which are `loop soup n-fold self-intersection local times' constructed from the loop soup of the Lévy process. Loop soups are also used to define permanental Wick powers, which generalizes standard Wick powers, a class of n-th order Gaussian chaoses. Dynkin type isomorphism theorems are obtained that relate the various processes. Poisson chaos processes are defined and permanental Wick powers are shown to have a Poisson chaos decomposition. Additional properties of Poisson chaos processes are studied and a martingale extension is obtained for many of the processes described above.
Gaussian processes. --- Local times (Stochastic processes) --- Loop spaces.
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