## Electronic Journal of Probability

### On time reversal of piecewise deterministic Markov processes

#### Abstract

We study the time reversal of a general Piecewise Deterministic Markov Process (PDMP). The time reversed process is defined as $X_{(T-t)-}$, where $T$ is some given time and $X_t$ is a stationary PDMP. We obtain the parameters of the reversed process, like the jump intensity and the jump measure.

#### Article information

Source
Electron. J. Probab. Volume 18 (2013), paper no. 13, 29 pp.

Dates
Accepted: 23 January 2013
First available in Project Euclid: 4 June 2016

http://projecteuclid.org/euclid.ejp/1465064238

Digital Object Identifier
doi:10.1214/EJP.v18-1958

Mathematical Reviews number (MathSciNet)
MR3035741

Zentralblatt MATH identifier
1294.60099

Rights

#### Citation

Löpker, Andreas; Palmowski, Zbigniew. On time reversal of piecewise deterministic Markov processes. Electron. J. Probab. 18 (2013), paper no. 13, 29 pp. doi:10.1214/EJP.v18-1958. http://projecteuclid.org/euclid.ejp/1465064238.

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