Some transformations of diffusions by time reversal

DOI10.1214/aop/1176994576zbMath0465.60066OpenAlexW2024479014MaRDI QIDQ1154745

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)

Related Items (14)

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

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