An Application of Flows to Time Shift and Time Reversal in Stochastic Processes

DOI10.2307/1999664MaRDI QIDQ3675281zbMATH OpenOpenAlexFDO

Authors E. B. Dynkin

Publication date 1985

Full work available at URL https://doi.org/10.2307/1999664

zbMATH Keywords

average Fourier transformequivalence in law of a reversed process and its dualtime reversal

Mathematics Subject Classification ID

General theory of stochastic processes (60G07) Continuous-time Markov processes on general state spaces (60J25)

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Cites work

• scientific article; zbMATH DE number 3222421 (Why is no real title available?)
• Naturality, standardness, and weak duality for Markov processes
• Riesz Decompositions in Markov Process Theory
• Time Reversions of Markov Processes

Cited in

(10)

• Additive functionals and entrance laws
• Transformations of diffusion and Schrödinger processes
• Time reversal of Markov processes and relativistic quantum theory
• Isomorphism theorems, extended Markov processes and random interlacements
• White noise quantum time shifts
• scientific article; zbMATH DE number 5574999 (Why is no real title available?)
• scientific article; zbMATH DE number 3971913 (Why is no real title available?)
• Homogeneous Random Measures and a Weak Order for the Excessive Measures of a Markov Process
• A probabilistic approach to a non‐local quadratic form and its connection to the Neumann boundary condition problem
• Time Reversal of diffusion processes under a finite entropy condition

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