Some new examples of Markov processes which enjoy the time-inversion property

• 成果类型: Article
• 署名作者: Gallardo, L; Yor, M
• 署名单位: Universite de Tours; Sorbonne Universite; Universite Paris Cite
• 刊物名称: PROBABILITY THEORY AND RELATED FIELDS
• ISSN/ISSBN: 0178-8051
• DOI: 10.1007/s00440-004-0399-y
• 发表日期: 2005
• 页码: 150-162
• 关键词: dunkl operators

摘要

In this paper we give a sufficient condition on the semi group densities of an homogeneous Markov process taking values in R-n which ensures that it enjoys the time-inversion property. Our condition covers all previously known examples of Markov processes satisfying this property. As new examples we present a class of Markov processes with jumps, the Dunkl processes and their radial parts.