@article{AIHPB_1990__26_2_357_0, author = {Elliott, Robert J. and Tsoi, Allanus H.}, title = {Time reversal of {non-Markov} point processes}, journal = {Annales de l'I.H.P. Probabilit\'es et statistiques}, pages = {357--373}, publisher = {Gauthier-Villars}, volume = {26}, number = {2}, year = {1990}, mrnumber = {1063755}, zbl = {0713.60061}, language = {en}, url = {http://www.numdam.org/item/AIHPB_1990__26_2_357_0/} }
TY - JOUR AU - Elliott, Robert J. AU - Tsoi, Allanus H. TI - Time reversal of non-Markov point processes JO - Annales de l'I.H.P. Probabilités et statistiques PY - 1990 SP - 357 EP - 373 VL - 26 IS - 2 PB - Gauthier-Villars UR - http://www.numdam.org/item/AIHPB_1990__26_2_357_0/ LA - en ID - AIHPB_1990__26_2_357_0 ER -
Elliott, Robert J.; Tsoi, Allanus H. Time reversal of non-Markov point processes. Annales de l'I.H.P. Probabilités et statistiques, Tome 26 (1990) no. 2, pp. 357-373. http://www.numdam.org/item/AIHPB_1990__26_2_357_0/
[1] Malliavin Calculus for Processes with Jumps, Stochastics Monographs, Vol. 2, Gordon and Breach, New York, London, 1987. | MR | Zbl
, and ,[2] Stochastic Calculus and Applications, Applications of Mathematics, Vol. 18, Springer-Verlag, Berlin, Heidelberg, New York, 1982. | MR | Zbl
,[3] Filtering and control for point process observations, Research Report No. 09.86.1, Department of Statistics and Applied Probability, University of Alberta, 1986.
,[4] Reverse time diffusions, Stoch. Proc. Appl., Vol. 19, 1985, pp. 327-339. | MR | Zbl
and ,[5] Eauivalent Martingale measures for bridge processes, Technical Report No. 89.17, Department of Statistics and Applied Probability, University of Alberta, 1989.
and ,[6] Integration by parts for Poisson processes, Technical Report No. 89.09, Department of Statistics and Applied Probability, University of Alberta, 1989.
and ,[7] Random fields and diffusion processes, École d'Été de Probabilités de Saint-Flour XV-XVII, 1985-87, Lect. Notes Math., Vol. 1362, Springer-Verlag, Berlin. | MR | Zbl
,[8] Time reversal of diffusions, Ann. Prob., Vol. 14, 1986, pp. 1188-1205. | MR | Zbl
and ,[9] Time reversal on Lévy processes, to appear. | MR | Zbl
and ,[10] Inégalité de Hardy, semi-martingales et faux-amis, Séminaire de Probabilités XIII, Lect. Notes Math., Vol. 721, 1979, pp. 332-359, Springer-Verlag, Berlin. | Numdam | MR | Zbl
and ,[11] Dynamical theories of Brownian motion, Princeton University Press, 1967. | MR | Zbl
,[12] Une Characterization des quasimartingales, Séminaire de Probabilités IX, Lect. Notes Math., Vol. 465, 1975, pp. 420-424, Springer-Verlag, Berlin. | Numdam | MR | Zbl
,