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On the dual representations of Laplace transforms of Markov processes by Kuznetsov, Alexey; Wang, Yizao is a scholarly article available to read on EtoBox.

What is On the dual representations of Laplace transforms of Markov processes about?

We provide a general framework for dual representations of Laplace transforms of Markov processes. Such representations state that the Laplace transform of a finite-dimensional distribution of a Markov process can be expressed in terms of a Laplace transform involving another Markov process, but with coefficients in the Laplace transform and time indices of the process interchanged. Dual representations of Laplace transforms have been used recently to study open ASEP and to describe stationary measures of the open KPZ equation. Our framework covers both recently discovered examples in the literature and several new ones, involving general L\'evy processes and certain birth-and-death processes.

Author

Kuznetsov, Alexey; Wang, Yizao

Published

2023

Language

EN