Reciprocal processes: a stochastic analysis approach

DOI10.1007/978-3-319-03512-3_4MaRDI QIDQ2946085zbMATH OpenOpenAlexFDO

Authors Sylvie Rœlly

Publication date 16 September 2015

Published in Modern Stochastics and Applications (Search for Journal in Brave)

Full work available at URL https://nbn-resolving.org/urn:nbn:de:kobv:517-opus-64588

zbMATH Keywords

Brownian diffusionscounting processesMarkov fieldsreciprocal processes

Mathematics Subject Classification ID

Random fields (60G60) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Continuous-time Markov processes on general state spaces (60J25) Diffusion processes (60J60) Brownian motion (60J65)

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Cites work

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Cited in

(6)

• A characterization of reciprocal processes via an integration by parts formula on the path space
• Reciprocal classes of random walks on graphs
• Reciprocal class of jump processes
• Bridges of Markov counting processes. Reciprocal classes and duality formulas
• Absorbing process in recursive stochastic equations
• Reciprocal processes. A measure-theoretical point of view

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