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 global here means w.r.t. arbitrary, not necessarily open sets), 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 |
本文献已被 SpringerLink 等数据库收录! |
|