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arxiv: 1110.3813 · v1 · pith:BEIUPYHSnew · submitted 2011-10-17 · 🧮 math.PR

On Time Reversal of Piecewise Deterministic Markov Processes

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keywords timejumppdmpprocessreversalreverseddefineddeterministic
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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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