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By Christian Léonard, Sylvie Rœlly and Jean-claude Zambrini


Abstract. The bridges of a Markovprocess are also Markov. But an arbitrary mixture of these bridges fails to be Markov in general. However, it still enjoys the interesting properties of a reciprocal process. This article analyses the structure of Markov and reciprocal processes, emphasizing their time symmetric properties. A unifying measure-theoretical approach to reciprocal processes is presented, regardless of the peculiar settings (diffusion or jump processes) that were the frameworks of this theory considered until now. Along the way, new results are obtained

Year: 2013
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