22 citations · 55 across the 7 of their papers we have counts for
7 papers
Lévy measures of infinitely divisible positive processes -- examples and distributional identities
Nathalie Eisenbaum, Jan Rosiński
The law of a positive infinitely divisible process with no drift is characterized by its Lévy measure on the paths space. Based on recent results of the two authors, it is shown th…
Permanental vectors with nonsymmetric kernels
Nathalie Eisenbaum
A permanental vector with a symmetric kernel and index is a squared Gaussian vector. The definition of permanental vectors is a natural extension of the definition of squared G…
Characterization of positively correlated squared Gaussian processes
Nathalie Eisenbaum
We solve a conjecture raised by Evans in 1991 on the characterization of the positively correlated squared Gaussian vectors. We extend this characterization from squared Gaussian v…
Dynkin's isomorphism theorem and the stochastic heat equation
Nathalie Eisenbaum, Mohammud Foondun, Davar Khoshnevisan
Consider the stochastic heat equation $\partial_t u = \sL u + \dot{W}$, where $\sL$ is the generator of a [Borel right] Markov process in duality. We show that the solution is loca…
On Permanental Processes
Nathalie Eisenbaum, Haya Kaspi
Permanental processes can be viewed as a generalisation of squared centered Gaussian processes. We develop in this paper two main subjects. The first one analyses the connections o…
On the continuity of local times of Borel right Markov processes
Nathalie Eisenbaum, Haya Kaspi
The problem of finding a necessary and sufficient condition for the continuity of the local times for a general Markov process is still open. Barlow and Hawkes have completely trea…