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Generalized Markov fields and Dirichlet forms
Authors:Michael Röckner
Institution:(1) Fakultät für Mathematik, Universität Bielefeld, Universitätsstr. 1, 4800 Bielefeld, West Germany
Abstract:We prove that Gaussian measure-indexed random fields, of which the covariance functional is given by the dual form of a transient Dirichlet form, have the global Markov property (where lsquoglobalrsquo here means lsquow.r.t. arbitrary, not necessarily open setsrsquo), if and only if the Dirichlet form has the local property. Applications to Nelson's free Euclidean field of quantum theory and to Rozanov's generalized random functions are given.
Keywords:Primary: 60G60  secondary: 60J45
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