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Showing 1 to 2 of 2 for “"reziproke Klassen"”.
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Reciprocal classes of Markov processes : an approach with duality formulae
This work is concerned with the characterization of certain classes of stochastic processes via duality formulae. In particular we consider reciprocal processes with jumps, a subject up to now neglected in the literature. In the first part we introduce a new formulation of a characterization of …
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Reciprocal classes of continuous time Markov Chains
In this thesis we study reciprocal classes of Markov chains. Given a continuous time Markov chain on a countable state space, acting as reference dynamics, the associated reciprocal class is the set of all probability measures on path space that can be written as a mixture of its bridges. These …