Abstract
Time reversal is considered for an infinite-dimensional point process with Markov intensity. An infinite-dimensional duality equation is derived, which is the point-process counterpart of the classical duality equation for diffusions.
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Tsoi, A.H. Time reversal of infinite-dimensional point processes. J Theor Probab 6, 451–461 (1993). https://doi.org/10.1007/BF01066711
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DOI: https://doi.org/10.1007/BF01066711