Fluctuations in Markov Processes: Time Symmetry and Martingale Approximation

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Energy solutions of KPZ are unique (2015, background): “)k2 L2(R) we have E(F(·)) ∈ Lp/2(µ) for all F∈ W 1,p. Finally, we denote kFk2 1:= E[E(F(u0))]. The following martingale or Itˆo trick is well known for Markov processes, see for example the monograph [KLO12], and in the case of controlled processes on R+ × Tit is due to [GJ13]. The proof is in all c”
A Dirichlet principle for non reversible Markov chains and some recurrence theorems (2011, background): “We also give a sufficient second moment condition for the recurrence of two-dimensional cyclic random walks considered before in [11, 13, 7, 12].”