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 proc...
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| Format: | Doctoral Thesis |
| Language: | English |
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Universität Potsdam
2012
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| Online Access: | http://nbn-resolving.de/urn:nbn:de:kobv:517-opus-62091 http://opus.kobv.de/ubp/volltexte/2012/6209/ |