Time reversal of Markov processes with jumps under a finite entropy condition (Q2066960)

The authors consider time reversal of Markov processes in \(\mathbb R^n\) with jumps under a finite entropy condition motivated by entropic optimal transport. Applying an abstract integration by parts (see [\textit{P. Cattiaux} et al., ``Time reversal of diffusion processes under a finite entropy condition'', Preprint, \url{arXiv:2104.07708}]) and using an entropic improvement strategy introduced by \textit{H. Föllmer} [Lect. Notes Control Inf. Sci. 69, 156--163 (1985; Zbl 0562.60083); Lect. Notes Math. 1158, 119--129 (1986; Zbl 0582.60078)], the authors compute the semimartingale characteristics of the time reversed process. The class of latter processes is a very wide class of jump processes in \(\mathbb R^n\) which can have unbounded variation sample paths and singular intensities of jump.