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Temporal symmetry of some classes of stochastic processes

In this article we analyse the structure of Markov processes and reciprocal processes to underline their time symmetrical properties, and to compare them. Our originality consists in adopting a unifying approach of reciprocal processes, independently of special frameworks in which the theory was developped till now (diffusions, or pure jump processes). This leads to some new results, too.

Identiferoai:union.ndltd.org:Potsdam/oai:kobv.de-opus-ubp:6459
Date January 2013
CreatorsLéonard, Christian, Roelly, Sylvie, Zambrini, Jean-Claude
PublisherUniversität Potsdam, Mathematisch-Naturwissenschaftliche Fakultät. Institut für Mathematik
Source SetsPotsdam University
LanguageEnglish
Detected LanguageEnglish
TypePreprint
Formatapplication/pdf
Rightshttp://opus.kobv.de/ubp/doku/urheberrecht.php

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