Time reversal and stationarity of infinite-dimensional Markov birth-and- death processes (Q1105289)

Using stochastic calculus for pure jump martingales, the author studies a class of infinite-dimensional birth-and-death processes. A technique, based on a relative entropy condition, enables him to handle the processes obtained by reversing the direction of time. Among other results, the author also obtains a characterization of the set of invariant measures in certain cases.