On time reversal of piecewise deterministic Markov processes
نویسندگان
چکیده
We study the time reversal of a general Piecewise Deterministic Markov Process (PDMP). The time reversed process is defined as X(T−t)−, where T is some given time and Xt is a stationary PDMP. We obtain the parameters of the reversed process, like the jump intensity and the jump measure.
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تاریخ انتشار 2011