Acta Applicandae Mathematica

, Volume 3, Issue 3, pp 285–311

Generalized Markov fields and Dirichlet forms

  • Michael Röckner


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.

AMS (MOS) subject classifications (1980)

Primary: 60G60 secondary: 60J45 

Key words

Markov property Gaussian generalized fields prediction problem Dirichlet spaces measures of bounded energy balayage of measures capacities spectral synthesis 


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Copyright information

© D. Reidel Publishing Company 1985

Authors and Affiliations

  • Michael Röckner
    • 1
  1. 1.Fakultät für MathematikUniversität BielefeldBielefeldWest Germany

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