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Time reversal depending on local time

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Publication:796901
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DOI10.1016/0304-4149(84)90170-4zbMath0544.60068OpenAlexW1972950846MaRDI QIDQ796901

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)


Related Items (1)

Time reversal of some stationary jump diffusion processes from population genetics



Cites Work

  • Excursions of dual processes
  • Exit systems for dual markov processes
  • La filtration de B + L
  • Dual Markov processes: Construction of a useful auxiliary process
  • Dual markov functionals: Applications of a useful auxiliary process
  • [https://portal.mardi4nfdi.de/wiki/Publication:4197850 Temps local et d�nombrements d'excursions]
  • Time Reversions of Markov Processes
  • Discontinuous additive functionals of dual processes
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