Time reversal of non-Markov point processes

Robert J. Elliott; Allanus H. Tsoi

Annales de l'I.H.P. Probabilités et statistiques (1990)

  • Volume: 26, Issue: 2, page 357-373
  • ISSN: 0246-0203

How to cite


Elliott, Robert J., and Tsoi, Allanus H.. "Time reversal of non-Markov point processes." Annales de l'I.H.P. Probabilités et statistiques 26.2 (1990): 357-373. <http://eudml.org/doc/77383>.

author = {Elliott, Robert J., Tsoi, Allanus H.},
journal = {Annales de l'I.H.P. Probabilités et statistiques},
keywords = {Poisson process; time reversed processes; quasi-martingales},
language = {eng},
number = {2},
pages = {357-373},
publisher = {Gauthier-Villars},
title = {Time reversal of non-Markov point processes},
url = {http://eudml.org/doc/77383},
volume = {26},
year = {1990},

AU - Elliott, Robert J.
AU - Tsoi, Allanus H.
TI - Time reversal of non-Markov point processes
JO - Annales de l'I.H.P. Probabilités et statistiques
PY - 1990
PB - Gauthier-Villars
VL - 26
IS - 2
SP - 357
EP - 373
LA - eng
KW - Poisson process; time reversed processes; quasi-martingales
UR - http://eudml.org/doc/77383
ER -


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  10. [10] T. Jeulin and M. Yor, Inégalité de Hardy, semi-martingales et faux-amis, Séminaire de Probabilités XIII, Lect. Notes Math., Vol. 721, 1979, pp. 332-359, Springer-Verlag, Berlin. Zbl0419.60049MR544805
  11. [11] E. Nelson, Dynamical theories of Brownian motion, Princeton University Press, 1967. Zbl0165.58502MR214150
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