Bridges of Markov counting processes. Reciprocal classes and duality formulas
- Processes sharing 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.
| Author details: | Giovanni ConfortiGND, Christian Leonard, Rüdiger Murr, Sylvie RoellyGND |
|---|---|
| DOI: | https://doi.org/10.1214/ECP.v20-3697 |
| ISSN: | 1083-589X |
| Title of parent work (English): | Electronic communications in probability |
| Publisher: | Univ. of Washington, Mathematics Dep. |
| Place of publishing: | Seattle |
| Publication type: | Article |
| Language: | English |
| Year of first publication: | 2015 |
| Publication year: | 2015 |
| Release date: | 2017/03/27 |
| Tag: | Counting process; bridge; duality formula; reciprocal class |
| Volume: | 20 |
| Number of pages: | 12 |
| Funding institution: | French-German University (UFA/DFH) [CDFA 01-06]; GeMeCoD [ANR 2011 BS01 007 01] |
| Organizational units: | Mathematisch-Naturwissenschaftliche Fakultät / Institut für Mathematik |
| Peer review: | Referiert |
| Publishing method: | Open Access |
