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2015 Bridges of Markov counting processes. Reciprocal classes and duality formulas
Giovanni Conforti, Christian Léonard, Rüdiger Murr, Sylvie Rœlly
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Electron. Commun. Probab. 20: 1-12 (2015). DOI: 10.1214/ECP.v20-3697


Processes sharing the same bridges are said to belong to the same reciprocal class. In this article we analyze reciprocal classes of Markov counting processes by identifying their reciprocal invariant and we characterize them as the set of counting processes satisfying some duality formula.


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Giovanni Conforti. Christian Léonard. Rüdiger Murr. Sylvie Rœlly. "Bridges of Markov counting processes. Reciprocal classes and duality formulas." Electron. Commun. Probab. 20 1 - 12, 2015.


Accepted: 25 February 2015; Published: 2015
First available in Project Euclid: 7 June 2016

zbMATH: 1328.60178
MathSciNet: MR3320406
Digital Object Identifier: 10.1214/ECP.v20-3697

Primary: 60H07
Secondary: 60G51 , 60G57

Keywords: bridge , counting process , duality formula , reciprocal class

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