Time reversal depending on local time

Joanna B. Mitro

Stochastic Processes and their Applications, 1984, vol. 18, issue 1, 171-177

Abstract: The process (X, l), where X is a Markov process and l its local time at a regular point b, is reversed from the time l first exceeds the level t, and the resulting process is identified under duality hypotheses. The approach exploits recent results in the theory of excursions of dual processes.

Keywords: Markov; process; time; reversal; local; time (search for similar items in EconPapers)
Date: 1984
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