Towards a characterization of Markov processes enjoying the time-inversion property
| dc.creator | Lawi, Stephan | |
| dc.date | 2005-06-01 | |
| dc.date | 2007-04-26 | |
| dc.date.accessioned | 2026-07-07T07:58:16Z | |
| dc.date.available | 2026-07-07T07:58:16Z | |
| dc.description | We give a necessary and sufficient condition for a homogeneous Markov process taking values in $\R^n$ to enjoy the time-inversion property of degree $α$. The condition sets the shape for the semigroup densities of the process and allows to further extend the class of known processes satisfying the time-inversion property. As an application we recover the result of Watanabe in \cite{Wa1975} for continuous and conservative Markov processes on $\R_+$. As new examples we generalize Dunkl processes and construct a matrix-valued process with jumps related to the Wishart process by a skew-product representation. | |
| dc.identifier | https://arxiv.org/abs/math/0506013 | |
| dc.identifier | http://arxiv.org/abs/math/0506013 | |
| dc.identifier.uri | http://salesiana.dossiersoluciones.com/handle/123456789/127947 | |
| dc.subject | Probability | |
| dc.subject | 60J25; 60J60; 60J65; 60J99 | |
| dc.title | Towards a characterization of Markov processes enjoying the time-inversion property | |
| dc.type | text |