Self-duality of Markov processes and intertwining functions

DOI10.1007/s11040-018-9289-xzbMath1401.60142arXiv1801.09433OpenAlexW2787861092WikidataQ129143311 ScholiaQ129143311MaRDI QIDQ1797386

Chiara Franceschini, Cristian Giardinà, W. G. M. Groenevelt

Publication date: 22 October 2018

Published in: Mathematical Physics, Analysis and Geometry (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1801.09433

zbMATH Keywords

orthogonal polynomialsLie algebrasrepresentation theorystochastic duality

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Diffusion processes (60J60) Continuous-time Markov processes on discrete state spaces (60J27) Classical dynamic and nonequilibrium statistical mechanics (general) (82C05)

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