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2013 On time reversal of piecewise deterministic Markov processes
Andreas Löpker, Zbigniew Palmowski
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Electron. J. Probab. 18: 1-29 (2013). DOI: 10.1214/EJP.v18-1958

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.

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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

Information

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

zbMATH: 1294.60099
MathSciNet: MR3035741
Digital Object Identifier: 10.1214/EJP.v18-1958

Subjects:
Primary: 60J25
Secondary: 60J27

JOURNAL ARTICLE
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Vol.18 • 2013
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