Time reversal depending on local time (Q796901)
From MaRDI portal
| This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Time reversal depending on local time |
scientific article; zbMATH DE number 3866316
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Time reversal depending on local time |
scientific article; zbMATH DE number 3866316 |
Statements
Time reversal depending on local time (English)
0 references
1984
0 references
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.
0 references
local time
0 references
duality
0 references
dual additive functionals
0 references