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

Dynkin, E. B.

doi:10.1090/S0002-9947-1985-0768728-8

An application of flows to time shift and time reversal in stochastic processes
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by E. B. Dynkin PDF

Trans. Amer. Math. Soc. 287 (1985), 613-619 Request permission

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.

References

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Probability and potential

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