Time reversal depending on local time

DOI10.1016/0304-4149(84)90170-4MaRDI QIDQ796901zbMATH OpenOpenAlexFDO

Authors Joanna B. Mitro

Publication date 1984

Published in Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0304-4149(84)90170-4

zbMATH Keywords

dualitylocal timedual additive functionals

Mathematics Subject Classification ID

Local time and additive functionals (60J55)

Recommendations

• A class of Markov processes which admit local times
• scientific article; zbMATH DE number 3988406
• Time reversal of infinite-dimensional point processes
• scientific article; zbMATH DE number 3986337
• A discontinuous time change for natural additive functionals which preserves duality

Cites work

• scientific article; zbMATH DE number 3842917 (Why is no real title available?)
• scientific article; zbMATH DE number 3272022 (Why is no real title available?)
• scientific article; zbMATH DE number 3304524 (Why is no real title available?)
• Discontinuous additive functionals of dual processes
• Dual Markov processes: Construction of a useful auxiliary process
• Dual markov functionals: Applications of a useful auxiliary process
• Excursions of dual processes
• Exit systems for dual markov processes
• La filtration de B + L
• Temps local et d�nombrements d'excursions
• Time Reversions of Markov Processes

Cited in

(5)

• Time reversal of some stationary jump diffusion processes from population genetics
• The modulator of the local time
• scientific article; zbMATH DE number 3942654 (Why is no real title available?)
• A class of Markov processes which admit local times
• Time reversal dualities for some random forests

This page was built for publication: Time reversal depending on local time

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q796901)