Time reversal on Lévy processes

DOI10.1214/aop/1176991776zbMath0646.60052WikidataQ56907094 ScholiaQ56907094MaRDI QIDQ1103963

Jean Jacod, Philip E. Protter

Publication date: 1988

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176991776

zbMATH Keywords

Lévy process; process with independent and stationary increments; reversible semimartingales

Mathematics Subject Classification ID

60J65: Brownian motion

60G44: Martingales with continuous parameter

60H05: Stochastic integrals

60J99: Markov processes

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