Time reversal depending on local time

DOI10.1016/0304-4149(84)90170-4zbMATH Open0544.60068OpenAlexW1972950846MaRDI QIDQ796901FDOQ796901

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)

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Cites work

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• 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)

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• A class of Markov processes which admit local times
• Time reversal of some stationary jump diffusion processes from population genetics
• Time reversal dualities for some random forests

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