Bridges of Markov counting processes. Reciprocal classes and duality formulas

Giovanni Conforti (1) , Christian Léonard (2) , Rüdiger Murr (1) , Sylvie Roelly (1)

1 Institut für Mathematik [Potsdam]
2 MODAL'X - Modélisation aléatoire de Paris X

Processes having the same bridges are said to belong to the same reciprocal class. In this article we analyze reciprocal classes of Markov counting processes by identifying their reciprocal invariants and we characterize them as the set of counting processes satisfying some duality formula.

Mots clés: duality formula; Markov counting process; reciprocal class

Domaines: Probabilités [math.PR]

Giovanni Conforti, Christian Léonard, Rüdiger Murr, Sylvie Roelly. Bridges of Markov counting processes. Reciprocal classes and duality formulas. Electronic Communications in Probability, 2015, 20, Article 18, 12 pp. ⟨hal-01053875⟩