{"entities":{"Q1103963":{"pageid":1114715,"ns":120,"title":"Item:Q1103963","lastrevid":69959454,"modified":"2026-04-13T11:29:41Z","type":"item","id":"Q1103963","labels":{"en":{"language":"en","value":"Time reversal on L\u00e9vy processes"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 4054722"}},"aliases":{},"claims":{"P31":[{"mainsnak":{"snaktype":"value","property":"P31","hash":"fd5912e4dab4b881a8eb0eb27e7893fef55176ad","datavalue":{"value":{"entity-type":"item","numeric-id":56887,"id":"Q56887"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1103963$BBCEF03D-2651-43C6-A318-6DD5427987A2","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"f0755af15cb049f1018b37cd1bdb0d03adaa9531","datavalue":{"value":{"text":"Time reversal on L\u00e9vy processes","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q1103963$764EAEAD-4EE8-46A4-82E6-97E4CC82733B","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"8d86d8d1d68851c699e9da5821548d5443e18488","datavalue":{"value":"0646.60052","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1103963$32188C05-48D1-4356-BD8C-E241D9215D15","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"52715368c54f6cd12bde9bb39ca42dc65c632651","datavalue":{"value":{"entity-type":"item","numeric-id":207848,"id":"Q207848"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1103963$04EBEA7B-FDB9-4BEF-9A98-C43E8E1BB982","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"e51aeaddbf912e06d0a2d61abd680b219c4c4bff","datavalue":{"value":{"entity-type":"item","numeric-id":1240468,"id":"Q1240468"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1103963$052AD34C-8DEF-43FA-A80D-51D8FA052370","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"c9d829dece3e2d330deed49a6cb836edc666e294","datavalue":{"value":{"entity-type":"item","numeric-id":107063,"id":"Q107063"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1103963$EA7BA6ED-D62A-41D2-B967-D237008B40A1","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"31a1937240ca4a323604b4728c31d242b5596d7c","datavalue":{"value":{"time":"+1988-00-00T00:00:00Z","timezone":0,"before":0,"after":0,"precision":9,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q1103963$2A3A88CA-1B42-459E-AD55-1FAAD958C847","rank":"normal"}],"P1448":[{"mainsnak":{"snaktype":"value","property":"P1448","hash":"67f5b48bcf9302717019237845ef9b81b5dec386","datavalue":{"value":"Let a complete probability space be given with two filtrations \\(F=({\\mathcal F}_ t)\\), \\(\\tilde H = (\\tilde {\\mathcal H}_ t)\\), \\(t\\in [0,1]\\). Let \\(Y=(Y_ t)\\), \\(t\\in [0,1]\\), be a process with right continuous paths having left limits. We associate to Y the time-reversed process \\(\\tilde Y = (\\tilde Y_ t)\\), \\(t\\in [0,1]\\), given by  \\[  \\tilde Y_ t = \\begin{cases} 0, & \\text{if \\(t=0\\)} \\\\ Y_{(1-t)-}-Y_{1-}, & \\text{if \\(0<t<1\\)} \\\\ Y_ 0- Y_{1-} ,& \\text{if \\(t=1\\)} \\end{cases}  \\]  where \\(Y_{u- }=\\lim_{s\\uparrow u}Y_ s\\), \\(0<u\\leq 1\\). Y is called an \\((F,\\tilde H)\\)- reversible semimartingale if (i) Y is an F-semimartingale on [0,1] and (ii) \\(\\tilde Y\\) is an \\(\\tilde H\\)-semimartingale on [0,1).    Let Z be a L\u00e9vy process (a process with independent and stationary increments), Z c be its continuous martingale part. The authors prove that Z, \\(Z^ c\\), \\(\\int^{t}_{0} f(Z_{s-})dZ_ s\\), \\(\\int^{t}_{0} f(Z_{s-})dZ^ c_ s\\) are reversible semimartingales for some functions f.","type":"string"},"datatype":"string"},"type":"statement","id":"Q1103963$5A114B8C-D71F-4235-A88E-E30D9EEEA680","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"54006f64703308f565a048b96b7c6d14d8f5c177","datavalue":{"value":"60G44","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1103963$23C3197F-3510-4BB7-907F-770E11732F0C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"da30627b99013aa4f6027a3ecc134350da7269ea","datavalue":{"value":"60H05","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1103963$E662C60D-558C-4C05-83BC-63BCB27992B0","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"2d662bd4a0a99fc0600e869450838775f3d287e8","datavalue":{"value":"60J99","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1103963$B1C39E39-24A3-4537-BC8D-36872CC52A0A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"3b27a9dd329983c5b25a374d752bed299934c73d","datavalue":{"value":"60J65","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1103963$3A0B12F9-5F9A-4920-BB82-BC626FAF3233","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"f61d49e6292f2c0250aaf2dfe24995c281c0b922","datavalue":{"value":"4054722","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1103963$07868E67-6A27-4347-A0C1-C82C607BC1F5","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"cc1958a97d9837cdc61cfdfcd71dfaa04af1e4e2","datavalue":{"value":"L\u00e9vy process","type":"string"},"datatype":"string"},"type":"statement","id":"Q1103963$C4AA9743-B214-404E-8374-86876DF3404A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"5b7f73bc2f3e6b476913b507485c1c5f50d3eecd","datavalue":{"value":"process with independent and stationary increments","type":"string"},"datatype":"string"},"type":"statement","id":"Q1103963$3AA23F55-B739-4D84-A3EB-97F82813ADC5","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"2ede48272c7f8b51446ddbefaa072f87f8827b23","datavalue":{"value":"reversible semimartingales","type":"string"},"datatype":"string"},"type":"statement","id":"Q1103963$9A96C3D3-5854-4F4E-918F-2BD85D6736D6","rank":"normal"}],"P12":[{"mainsnak":{"snaktype":"value","property":"P12","hash":"a9110ddf4f201be64c60e6be79c2fc1f2f7bd740","datavalue":{"value":"Q56907094","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1103963$46E96EC5-AA54-4482-BB9C-2E0B1AE19416","rank":"normal"}],"P1460":[{"mainsnak":{"snaktype":"value","property":"P1460","hash":"57f7fea50d2ce1b39b695c4a1313582eed405e38","datavalue":{"value":{"entity-type":"item","numeric-id":5976449,"id":"Q5976449"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1103963$1CC9C115-1C18-435A-A419-F3281E455031","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"44f65529196291f29e2ee0f73aa8b1d79077aac9","datavalue":{"value":"https://doi.org/10.1214/aop/1176991776","type":"string"},"datatype":"url"},"type":"statement","id":"Q1103963$FC2EE564-BBE0-499C-8E6E-16F4FB53CB4D","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"d0dff736fb665ba959bc7f8af8b78a9a8489ee92","datavalue":{"value":"W2062720516","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1103963$CDE02DAD-062A-40EB-A47B-37BFC6B70F34","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"dcf3d95539dca4a17b3ddb73cf0fd532583bb9f7","datavalue":{"value":"10.1214/AOP/1176991776","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1103963$42ABE862-8DD0-4EA5-97D7-F9E6B259488B","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"fe3fd78d2b245b4d914200f49f589e847aa3569d","datavalue":{"value":{"entity-type":"item","numeric-id":3753205,"id":"Q3753205"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"4553cbcc518a4f7a9e0d440fe50edaccfc4287a4","datavalue":{"value":{"amount":"+0.8279580473899841","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1103963$28C2D5DE-A7EC-482E-B248-45F933E689E1","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"6325b2f3304e1cc9679be80383bce598a967e5f6","datavalue":{"value":{"entity-type":"item","numeric-id":3034620,"id":"Q3034620"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"9a0360999d2a8fd328e92b3deb046778666ca732","datavalue":{"value":{"amount":"+0.7811363339424133","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1103963$B0A65BDC-0DB7-47AF-94C8-031CB93887C8","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"64d437438a2b8c0315273219a20945e396427fab","datavalue":{"value":{"entity-type":"item","numeric-id":1590678,"id":"Q1590678"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"8796afd91aa1490bb51b430a15d13ca74ff1677f","datavalue":{"value":{"amount":"+0.7794761657714844","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1103963$A35FDED2-36B8-45CC-AB7A-8B33262BEA5B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"054173d0c609d169e4031975d62c4fc716aa0ff8","datavalue":{"value":{"entity-type":"item","numeric-id":750007,"id":"Q750007"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"fa032f6b7b4d470bed193931d1429e1b1c1b6d97","datavalue":{"value":{"amount":"+0.7776550650596619","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1103963$685AACDE-B751-4002-9420-F109A3E2B6C9","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"6bd66377f6c84cf4ac208f6a7ae85b91e8cae7a7","datavalue":{"value":{"entity-type":"item","numeric-id":1872263,"id":"Q1872263"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"b3bf4355a77a7869bfe7c4080289b9d192f118c0","datavalue":{"value":{"amount":"+0.7760377526283264","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1103963$219C7F13-7874-498C-9250-69D53D4AC1CA","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Time reversal on L\u00e9vy processes","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Time_reversal_on_L%C3%A9vy_processes"}}}}}