User:A ringh/sanbox 2

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A reciprocal process (also known as

Let ${\displaystyle (A,{\mathcal {A}})}$ be a measure space, and let ${\displaystyle \{X_{t}\mid a\leq t\leq b\}}$ be a ${\displaystyle (M,\Sigma )}$-valued stochastic process with underlying probability space ${\displaystyle (B,{\mathcal {B}},P)}$. The stochastic process is said to be reciprocal if, for each ${\displaystyle a\leq t_{1}<t_{2}\leq b}$,

${\displaystyle P(ab\mid X_{t_{1}},X_{t_{2}})=...}$

^[2]

References