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Time reflected Markov processes. (English) Zbl 1043.81591

Summary: A classical stochastic process which is Markovian for its past filtration is also Markovian for its future filtration. We show with a counterexample based on quantum liftings of a finite state classical Markov chain that this property cannot hold in the category of expected Markov processes. Using a duality theory for von Neumann algebras with weights, developed by Petz on the basis of previous results by Groh and Kümmerer, we show that a quantum version of this symmetry can be established in the category of weak Markov processes in the sense of Bhat and Parthasarathy. Here time reversal is implemented by an anti-unitary operator and a weak Markov process is time reversal invariant if and only if the associated semigroup coincides with its Petz dual. This construction allows one to extend to the quantum case, both for backward and forward processes, the Misra-Prigogine-Courbage internal time operator and to show that the two operators are intertwined by the time reversal anti-automorphism.

MSC:

81S25 Quantum stochastic calculus
60J35 Transition functions, generators and resolvents
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References:

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