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arXiv · 1308.0576

Reciprocal processes. A measure-theoretical point of view

Christian Léonard·Sylvie Roelly·Jean-Claude Zambrini
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Abstract

This is a survey paper about reciprocal processes. The bridges of a Markov process are also Markov. But an arbitrary mixture of these bridges fails to be Markov in general. However, it still enjoys the interesting properties of a reciprocal process. The structures of Markov and reciprocal processes are recalled with emphasis on their time-symmetries. A review of the main properties of the reciprocal processes is presented. Our measure-theoretical approach allows for a unified treatment of the diffusion and jump processes. Abstract results are illustrated by several examples and counter-examples.

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Christian Léonard, Sylvie Roelly, Jean-Claude Zambrini. 2013-08-02. Reciprocal processes. A measure-theoretical point of view. https://arxiv.org/abs/1308.0576

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