Markov Processes with Identical Bridges
Markov Processes with Identical Bridges
Let $X$ and $Y$ be time-homogeneous Markov processes with common state space $E$, and assume that the transition kernels of $X$ and $Y$ admit densities with respect to suitable reference measures. We show that if there is a time $t>0$ such that, for each $x\in E$, the conditional distribution of …