TY  - INPR
A1  - Roelly, Sylvie
T1  - Reciprocal processes : a stochastic analysis approach
N2  - Reciprocal processes, whose concept can be traced back to E. Schrödinger, form a class of stochastic processes constructed as mixture of bridges, that satisfy a time Markov field property. We discuss here a new unifying approach to characterize several types of reciprocal processes via duality formulae on path spaces: The case of reciprocal processes with continuous paths associated to Brownian diffusions and the case of pure jump reciprocal processes associated to counting processes are treated. This presentation is based on joint works with M. Thieullen, R. Murr and C. Léonard.
T3  - Preprints des Instituts für Mathematik der Universität Potsdam - 2 (2013) 6 
KW  - Reciprocal process
KW  - Brownian bridge
KW  - Poisson bridge
KW  - duality formula
Y1  - 2013
U6  - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-64588
SN  - 2193-6943
ER  -