Reciprocal processes: a stochastic analysis approach
DOI10.1007/978-3-319-03512-3_4zbMATH Open1338.60192OpenAlexW2172961268MaRDI QIDQ2946085FDOQ2946085
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
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Random fields (60G60) Diffusion processes (60J60) Brownian motion (60J65) Continuous-time Markov processes on general state spaces (60J25) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)
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Cited In (6)
- Absorbing process in recursive stochastic equations
- Reciprocal processes. A measure-theoretical point of view
- 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
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