An Application of Flows to Time Shift and Time Reversal in Stochastic Processes

DOI10.2307/1999664zbMath0562.60076OpenAlexW4243115398MaRDI QIDQ3675281

E. B. Dynkin

Publication date: 1985

Full work available at URL: https://doi.org/10.2307/1999664

zbMATH Keywords

time reversalaverage Fourier transformequivalence in law of a reversed process and its dual

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) General theory of stochastic processes (60G07)

Related Items (8)

Transformations of diffusion and Schrödinger processes ⋮ A probabilistic approach to a non‐local quadratic form and its connection to the Neumann boundary condition problem ⋮ Isomorphism theorems, extended Markov processes and random interlacements ⋮ Time Reversal of diffusion processes under a finite entropy condition ⋮ Time reversal of Markov processes and relativistic quantum theory ⋮ White noise quantum time shifts ⋮ Homogeneous Random Measures and a Weak Order for the Excessive Measures of a Markov Process ⋮ Additive functionals and entrance laws

Cites Work

• Unnamed Item
• Riesz Decompositions in Markov Process Theory
• Naturality, standardness, and weak duality for Markov processes
• Time Reversions of Markov Processes

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