Acta Mathematica

To reverse a Markov process

K. L. Chung and John B. Walsh

Full-text: Open access

Note

Research supported in part by the Office of Scientific Research, Office of Aerospace Research, United States Air Force, under AFOSR contract F 44620-67-C-0049, at Stanford University, Stanford, California.

Article information

Source
Acta Math. Volume 123 (1969), 225-251.

Dates
Received: 13 May 1969
First available in Project Euclid: 31 January 2017

Permanent link to this document
https://projecteuclid.org/euclid.acta/1485889629

Digital Object Identifier
doi:10.1007/BF02392389

Mathematical Reviews number (MathSciNet)
MR258114

Zentralblatt MATH identifier
0187.41302

Rights
1969 © Almqvist & Wiksells Boktryckeri AB

Citation

Chung, K. L.; Walsh, John B. To reverse a Markov process. Acta Math. 123 (1969), 225--251. doi:10.1007/BF02392389. https://projecteuclid.org/euclid.acta/1485889629


Export citation

References

  • Blackwell, D., On a class of probability spaces. Proceedings of the Third Berkeley Sumposium on Math. Stat. and Prob., Vol. 2, pp. 1–6. University of California Press, 1956.
  • Blumenthal, R. M. & Getoor, R. K., Markov Processes and Potential Theory. Academic Press, 1968.
  • Cartier, P., Meyer, P. A. & Well, M. Le retournement du temps: compléments à l'exposé de M. Weil. Séminaire de Probabilités II, Université de Strasbourg, pp. 22–33. Springer-Verlag, 1967.
  • Chung, K. L., On the Martin boundary for Markov chains. Proc. Nat. Acad. Sci., 48 (1962) 963–968.
  • Chung, K. L., Markov Chains with Stationary Transition Probabilities. 2nd ed. Springer-Verlag, 1967.
  • Doob, J. L., Stochastic Processes. Wiley & Sons, 1953.
  • Hunt, G. A., Markoff processes and potentials III, Ill. J. Math. 2 (1958), 151–213.
  • —, Markoff chains and Martin boundaries. Ill. J. Math., 4 (1960), 313–340.
  • Hunt, G. A., Martingales et Processus de Markov. Dunod, 1966.
  • Ikeda, N., Nagasawa, M. & Sato, K., A time reversion of Markov processes and killing. Kodai Math. Sem. Rep., 16 (1964), 88–97.
  • Kunita, H. & Watanabe, T., On certain reversed processes and their applications to potential theory and boundary theory. J. Math. Mech., 15 (1966), 393–434.
  • Meyer, P. A., Probabilités et potentiel. Hermann, 1966.
  • Meyer, P. A., Guide détaillé de la théorie “générale” des processus. Séminarie de Probabilités II, Université de Strasbourg, pp. 140–165. Springer-Verlag, 1968.
  • Meyer, P. A., Processus de Markov: la frontière de Martin. Séminaire de Probabilités III, Université de Strasbourg. Springer-Verlag, 1968.
  • Nagasawa, M., Time reversions of Markov processes. Nagoya Math. J., 24 (1964), 177–204.
  • Nelson, E., The adjoint Markov process. Duke Math. J., 25 (1958), 671–690.
  • Weil, M., Retournement du temps dans les processus Markoviens. Résolventes en, dualité. Séminaire de Probabilités I, Université de Strasbourg, pp. 166–189. Springer-Verlag, 1967.