Some transformations of diffusions by time reversal

DOI10.1214/AOP/1176994576zbMATH Open0465.60066OpenAlexW2024479014MaRDI QIDQ1154745FDOQ1154745

Authors Michael J. Sharpe 

Publication date 1980

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

Full work available at URL https://doi.org/10.1214/aop/1176994576

zbMATH Keywords

time reversaldual process

Mathematics Subject Classification ID

Diffusion processes (60J60)

Cited in

(14)

• Representing last exit potentials as potentials of measures
• Generalized Second-Order Differential Operators, Corresponding Gap Diffusions and Superharmonic Transformations
• On inversions and Doob \(h\)-transforms of linear diffusions
• A Class of Infinitesimal Generators and Time Reversal for the Corresponding One‐Dimensional Markov Processes
• Time reversal and last passage time of diffusions with applications to credit risk management
• An excursion approach to Ray-Knight theorems for perturbed Brownian motion
• Path transformations for local times of one-dimensional diffusions
• Naturality, standardness, and weak duality for Markov processes
• Homogeneous random measures for Markov processes in weak duality: Study via an entrance boundary
• On Fourier Multiplier Transformations of Banach-Valued Functions
• On the excursions of Markov processes in classical duality
• Self-similar processes with independent increments associated with Lévy and Bessel processes.
• Splitting and time reversal for Markov additive processes
• Lenses in skew Brownian flow

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