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Transactions of the American Mathematical Society

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An application of flows to time shift and time reversal in stochastic processes


Author: E. B. Dynkin
Journal: Trans. Amer. Math. Soc. 287 (1985), 613-619
MSC: Primary 60J25
DOI: https://doi.org/10.1090/S0002-9947-1985-0768728-8
MathSciNet review: 768728
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Abstract: A simple proposition (Theorem 1) on flows allows the investigation of random time shift and time reversal in Markov processes without assuming any regularity of paths. Theorem 5 is a generalization of Nagasawa's time reversal theorem and Theorem 4 generalizes a recent result of Getoor and Glover.


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Additional Information

DOI: https://doi.org/10.1090/S0002-9947-1985-0768728-8
Article copyright: © Copyright 1985 American Mathematical Society

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