Reciprocal Class of Jump Processes
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DOI: 10.1007/s10959-015-0655-3
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References listed on IDEAS
- Roelly, Sylvie & Thieullen, Michèle, 2005. "Duality formula for the bridges of a Brownian diffusion: Application to gradient drifts," Stochastic Processes and their Applications, Elsevier, vol. 115(10), pages 1677-1700, October.
- Lévy, Bernard C., 1997. "Characterization of Multivariate Stationary Gaussian Reciprocal Diffusions, ," Journal of Multivariate Analysis, Elsevier, vol. 62(1), pages 74-99, July.
- Chay, S. C., 1972. "On quasi-Markov random fields," Journal of Multivariate Analysis, Elsevier, vol. 2(1), pages 14-76, March.
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Cited by:
- Giovanni Conforti & Tetiana Kosenkova & Sylvie Rœlly, 2019. "Conditioned Point Processes with Application to Lévy Bridges," Journal of Theoretical Probability, Springer, vol. 32(4), pages 2111-2134, December.
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Keywords
Reciprocal processes; Stochastic bridges; Jump processes; Compound Poisson processes;All these keywords.
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