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Bridges of Markov counting processes : reciprocal classes and duality formulas

Processes having the same bridges are said to belong to the same reciprocal class. In this article we analyze reciprocal classes of Markov counting processes by identifying their reciprocal invariants and we characterize them as the set of counting processes satisfying some duality formula.

Identiferoai:union.ndltd.org:Potsdam/oai:kobv.de-opus-ubp:7185
Date January 2014
CreatorsConforti, Giovanni, Léonard, Christian, Murr, Rüdiger, Roelly, Sylvie
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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