TY  - INPR
A1  - Conforti, Giovanni
A1  - Léonard, Christian
A1  - Murr, Rüdiger
A1  - Roelly, Sylvie
T1  - Bridges of Markov counting processes : reciprocal classes and duality formulas
N2  - 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.
T3  - Preprints des Instituts für Mathematik der Universität Potsdam - 3 (2014) 9 
KW  - counting process
KW  - bridge
KW  - reciprocal class
KW  - duality formula
Y1  - 2014
U6  - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-71855
SN  - 2193-6943
VL  - 3
IS  - 9
PB  - Universitätsverlag Potsdam
CY  - Potsdam
ER  - 
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  -