This is a marx generator I created using these schematics:
( http://www.instructables.com/id/Build-a-simple-Marx-Generator/ ).
(mine however is powered by my 15,000 volt, single transistor flyback driver)
And this is the effects of it up on a small tea candle. Notice the spark thins out and looses colour toward the tip of the flame.
My analysis is that hotter air has less resistance. This means that the spark will find the quickest route to ground (green end). The air directly above the candle is alot hotter than the air around it. However I cant understand fully why it doesn't travel through the flame. Any explanations on that, do tell.
Also view that the candle flickers in the duration of the spark. This, I believe to be the candles flame is disrupted by the amount of ozone produced from the ionization of the air around it. This effect is amplified by the fact that the candle wants to draw in oxygen, causing more ozone to be produced.