Towards a characterization of Markov processes enjoying the time-inversion property

DOI10.1007/s10959-007-0104-zzbMath1141.60046arXivmath/0506013OpenAlexW2009273286MaRDI QIDQ2481392

Stephan Lawi

Publication date: 9 April 2008

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0506013

zbMATH Keywords

Bessel processesWishart processesDunkl processesHomogeneous Markov processesSemi-stable processesTime-inversion property

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Brownian motion (60J65) Diffusion processes (60J60) Markov processes (60J99)

Related Items

Time Inversion Property for Rotation Invariant Self-similar Diffusion Processes ⋮ On the semi-group of a scaled skew Bessel process ⋮ Boundary-crossing identities for diffusions having the time-inversion property ⋮ The classical bi-Poisson process: an invertible quadratic harness ⋮ Skew-product representations of multidimensional Dunkl Markov processes ⋮ Independent factorization of the last zero arcsine law for Bessel processes with drift ⋮ Reflection groups in analysis and applications

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