On Time Reversal of Piecewise Deterministic Markov Processes

Details On Time Reversal of Piecewise Deterministic Markov Processes On Time Reversal of Piecewise Deterministic Markov Processes

2011-10-17

arxiv.org/abs/1110.3813v1

Mathematics

Probability

Scientific paper

We study the time reversal of a general PDMP. The time reversed process is
defined as $X_{(T-t)-}$, where $T$ is some given time and $X_t$ is a stationary
PDMP. We obtain the parameters of the reversed process, like the jump intensity
and the jump measure.

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