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.

Download full text files

Export metadata

Additional Services

Share in Twitter Search Google Scholar Statistics
Metadaten
Author details:Christian Léonard, Sylvie RoellyGND, Jean-Claude Zambrini
URN:urn:nbn:de:kobv:517-opus-64599
ISSN:2193-6943
Publication series (Volume number):Preprints des Instituts für Mathematik der Universität Potsdam (2 (2013) 7)
Publication type:Preprint
Language:English
Completion year:2013
Publishing institution:Universität Potsdam
Release date:2013/03/05
Tag:Markov processes; reciprocal processes; time symmetry
Organizational units:Mathematisch-Naturwissenschaftliche Fakultät / Institut für Mathematik
DDC classification:5 Naturwissenschaften und Mathematik / 51 Mathematik / 510 Mathematik
MSC classification:60-XX PROBABILITY THEORY AND STOCHASTIC PROCESSES (For additional applications, see 11Kxx, 62-XX, 90-XX, 91-XX, 92-XX, 93-XX, 94-XX) / 60Gxx Stochastic processes / 60G60 Random fields
60-XX PROBABILITY THEORY AND STOCHASTIC PROCESSES (For additional applications, see 11Kxx, 62-XX, 90-XX, 91-XX, 92-XX, 93-XX, 94-XX) / 60Gxx Stochastic processes / 60G99 None of the above, but in this section
60-XX PROBABILITY THEORY AND STOCHASTIC PROCESSES (For additional applications, see 11Kxx, 62-XX, 90-XX, 91-XX, 92-XX, 93-XX, 94-XX) / 60Jxx Markov processes / 60J99 None of the above, but in this section
Collection(s):Universität Potsdam / Schriftenreihen / Preprints des Instituts für Mathematik der Universität Potsdam, ISSN 2193-6943 / 2013
License (German):License LogoUrheberrechtsschutz
External remark:RVK-Klassifikation: SI 990