A Time Reversal Study of Exit/Entrance Processes

  • Joanna B. Mitro
Part of the Progress in Probability and Statistics book series (PRPR, volume 9)


In [7],[9] Maisonneuve examined "entrance" and "exit" processes associated to a semi-regenerative process (X;M). That is, M is a right closed homogeneous random subset of IR+, and X is M-regenerative:
$${{E}^{x}}\left( {f \circ {{\theta }_{T}}|{{F}_{T}}} \right) = {{E}^{{{{{\rlap{--}{X}}}_{T}}}}}\left( f \right)a.s.{\text{ }}on{\text{ }}\left\{ {T < \infty } \right\}$$
for any stopping time T whose graph [T] is contained in M.


Markov Process Time Reversal Markov Property Dual Pair Weak Duality 
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Copyright information

© Birkhäuser Boston, Inc. 1986

Authors and Affiliations

  • Joanna B. Mitro
    • 1
  1. 1.Department of MathematicsUniversity of CincinnatiCincinnatiUSA

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