Abstract
The goal of this paper is to define and study loop measures for Markov processes without transition densities. In particular, we prove the shift invariance of the based loop measure.
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Acknowledgements
Research of J. Rosen was partially supported by grants from the National Science Foundation and PSC CUNY.
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Fitzsimmons, P., Jan, Y.L., Rosen, J. (2015). Loop Measures Without Transition Probabilities. In: Donati-Martin, C., Lejay, A., Rouault, A. (eds) In Memoriam Marc Yor - Séminaire de Probabilités XLVII. Lecture Notes in Mathematics(), vol 2137. Springer, Cham. https://doi.org/10.1007/978-3-319-18585-9_14
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DOI: https://doi.org/10.1007/978-3-319-18585-9_14
Publisher Name: Springer, Cham
Print ISBN: 978-3-319-18584-2
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