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.
Citation
Andreas Löpker. Zbigniew Palmowski. "On time reversal of piecewise deterministic Markov processes." Electron. J. Probab. 18 1 - 29, 2013. https://doi.org/10.1214/EJP.v18-1958
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