Time reversal of non-Markov point processes
Annales de l'I.H.P. Probabilités et statistiques, Tome 26 (1990) no. 2, pp. 357-373.
@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://archive.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://archive.numdam.org/item/AIHPB_1990__26_2_357_0/
LA  - en
ID  - AIHPB_1990__26_2_357_0
ER  - 
%0 Journal Article
%A Elliott, Robert J.
%A Tsoi, Allanus H.
%T Time reversal of non-Markov point processes
%J Annales de l'I.H.P. Probabilités et statistiques
%D 1990
%P 357-373
%V 26
%N 2
%I Gauthier-Villars
%U http://archive.numdam.org/item/AIHPB_1990__26_2_357_0/
%G en
%F AIHPB_1990__26_2_357_0
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://archive.numdam.org/item/AIHPB_1990__26_2_357_0/

[1] K. Bichteler, J.-B. Gravereaux and J. Jacod, Malliavin Calculus for Processes with Jumps, Stochastics Monographs, Vol. 2, Gordon and Breach, New York, London, 1987. | MR | Zbl

[2] R.J. Elliott, Stochastic Calculus and Applications, Applications of Mathematics, Vol. 18, Springer-Verlag, Berlin, Heidelberg, New York, 1982. | MR | Zbl

[3] R.J. Elliott, Filtering and control for point process observations, Research Report No. 09.86.1, Department of Statistics and Applied Probability, University of Alberta, 1986.

[4] R.J. Elliott and B.D.O. Anderson, Reverse time diffusions, Stoch. Proc. Appl., Vol. 19, 1985, pp. 327-339. | MR | Zbl

[5] R.J. Elliott and P.E. Kopp, Eauivalent Martingale measures for bridge processes, Technical Report No. 89.17, Department of Statistics and Applied Probability, University of Alberta, 1989.

[6] R.J. Elliott and A.H. Tsoi, Integration by parts for Poisson processes, Technical Report No. 89.09, Department of Statistics and Applied Probability, University of Alberta, 1989.

[7] H. Föllmer, 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] U.G. Haussman and E. Pardoux, Time reversal of diffusions, Ann. Prob., Vol. 14, 1986, pp. 1188-1205. | MR | Zbl

[9] J. Jacod and P. Protter, Time reversal on Lévy processes, to appear. | MR | Zbl

[10] T. Jeulin and M. Yor, 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

[11] E. Nelson, Dynamical theories of Brownian motion, Princeton University Press, 1967. | MR | Zbl

[12] C. Stricker, Une Characterization des quasimartingales, Séminaire de Probabilités IX, Lect. Notes Math., Vol. 465, 1975, pp. 420-424, Springer-Verlag, Berlin. | Numdam | MR | Zbl