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• W2023006444 abstract "Markovian bridges driven by Lévy processes are constructed from the data of an initial and a final distribution, as particular cases of a family of time reversible diffusions with jumps. In this way we construct a large class of not necessarily continuous Markovian Bernstein processes. These processes are also characterized using the theory of stochastic control for jump processes. Our construction is motivated by Euclidean quantum mechanics in momentum representation, but the resulting class of processes is much bigger than the one needed for this purpose. A large collection of examples is included. Des ponts markoviens dirigés par des processus de Lévy sont construits, étant données leurs distributions initiale et finale, comme cas particuliers d'une classe de diffusions réversibles avec sauts. On obtient ainsi une famille de processus de Bernstein markoviens non nécessairement continus, qui peuvent être caractérisés à l'aide du contrôle stochastique pour les processus de sauts. Notre construction est motivée par la mécanique quantique euclidienne en représentation d'impulsion, mais la famille de processus ainsi obtenue est plus vaste que celle nécessitée par cette application. Différents exemples sont présentés." @default.
• W2023006444 created "2016-06-24" @default.
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• W2023006444 date "2004-10-01" @default.
• W2023006444 modified "2023-09-26" @default.
• W2023006444 title "Markovian bridges and reversible diffusion processes with jumps" @default.
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• W2023006444 doi "https://doi.org/10.1016/j.anihpb.2003.08.001" @default.
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