Time reversal depending on local time (Q796901)
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English | Time reversal depending on local time |
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Time reversal depending on local time (English)
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1984
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In this work the author considers the space-time process (X,l) where X is a Markov process admitting a dual \(\hat X\) and l is the local time of X at a regular point b. The process (X,l) is reversed from \(\tau_ t\), the first time that l reaches level t, and the result is described in terms of the dual \(\hat X\) of X. In section 2 she establishes the duality of (X,A) and (\^X,-Â) where X and \(\hat X\) are duals and A and \(\hat A\) are dual additive functionals of X and \^X.
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local time
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duality
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dual additive functionals
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