Loop measures without transition probabilities

Pat Fitzsimmons (1) , Yves Le Jan (2) , Jay Rosen (3)

1 Mathematics Department; University of California San Diego
2 LM-Orsay - Laboratoire de Mathématiques d'Orsay
3 Department of Mathematics [New York]

We construct Markov loop measures without assuming the existence of densities for transition probabilities.

Domaines: Probabilités [math.PR]

Pat Fitzsimmons, Yves Le Jan, Jay Rosen. Loop measures without transition probabilities. 2015. ⟨hal-01111819⟩