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)

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

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