Abstract In this work, we generalize the concept of bisimulation metric in order to metrize the behaviour of continuous-time processes. Similarly to what is done for discrete-time systems, we follow two approaches and show that they coincide: as a fixpoint of a functional and through a real-valued logic. The whole discrete-time approach relies entirely on the step-based dynamics: the process jumps from state to state. We define a behavioural pseudometric for processes that evolve continuously through time, such as Brownian motion or involve jumps or both.

Abstract Bisimulation is a concept that captures behavioural equivalence of states in a variety of types of transition systems. It has been widely studied in a discrete-time setting. The core of this work is to generalise the discrete-time picture to continuous time by providing a notion of behavioural equivalence for continuous-time Markov processes. In Chen et al. [(2019). Electronic Notes in Theoretical Computer Science347 45–63.], we proposed two equivalent definitions of bisimulation for continuous-time stochastic processes where the evolution is a flow through time: the first one as an equivalence relation and the second one as a cospan of morphisms. In Chen et al. [(2020). Electronic Notes in Theoretical Computer Science.], we developed the theory further: we introduced different concepts that correspond to different behavioural equivalences and compared them to bisimulation. In particular, we studied the relation between bisimulation and symmetry groups of the dynamics. We also provided a game interpretation for two of the behavioural equivalences. The present work unifies the cited conference presentations and gives detailed proofs.

Bisimulation is a concept that captures behavioural equivalence of states in a transition system. In [Linan Chen, Florence Clerc, and Prakash Panangaden, Bisimulation for feller-dynkin processes, in: Proceedings of the Thirty-Fifth Conference on the Mathematical Foundations of Programming Semantics, Electronic Notes in Theoretical Computer Science 347 (2019) 45–63.], we proposed two equivalent definitions of bisimulation on continuous-time stochastic processes where the evolution is a flow through time. In the present paper, we develop the theory further: we introduce different concepts that correspond to different behavioural equivalences and compare them to bisimulation. In particular, we study the relation between bisimulation and symmetry groups of the dynamics. We also provide a game interpretation for two of the behavioural equivalences. We then compare those notions to their discrete-time analogues.