Time reversal depending on local time
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In this work the author considers the space-time process (X,l) where X is a Markov process admitting a dual \(\hat X\) and l is the local time of X at a regular point b. The process (X,l) is reversed from \(\tau_ t\), the first time that l reaches level t, and the result is described in terms of the dual \(\hat X\) of X. In section 2 she establishes the duality of (X,A) and (\^X,-Â) where X and \(\hat X\) are duals and A and \(\hat A\) are dual additive functionals of X and \^X.
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Cites work
- Discontinuous additive functionals of dual processes
- Dual markov functionals: Applications of a useful auxiliary process
- Dual Markov processes: Construction of a useful auxiliary process
- Excursions of dual processes
- Exit systems for dual markov processes
- 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?)
- La filtration de B + L
- Temps local et d�nombrements d'excursions
- Time Reversions of Markov Processes
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