{"entities":{"Q1823551":{"pageid":1834293,"ns":120,"title":"Item:Q1823551","lastrevid":49310023,"modified":"2026-01-06T22:51:16Z","type":"item","id":"Q1823551","labels":{"en":{"language":"en","value":"Integration by parts and time reversal for diffusion processes"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 4115682"}},"aliases":{},"claims":{"P31":[{"mainsnak":{"snaktype":"value","property":"P31","hash":"fd5912e4dab4b881a8eb0eb27e7893fef55176ad","datavalue":{"value":{"entity-type":"item","numeric-id":56887,"id":"Q56887"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1823551$9D88F8E0-A691-43B5-878D-373E483ABCC7","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"fc4c9637ea1d886b9592e16e7fd2de392c19dec9","datavalue":{"value":{"text":"Integration by parts and time reversal for diffusion processes","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q1823551$54AE62ED-A318-488A-BC4E-0573D6A6DEE3","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"f8438cd30090d0b09202eb9c547ff0bc31b9a9c5","datavalue":{"value":"0681.60077","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1823551$FF2D2492-14DF-4CD9-995F-6C738BF81FD7","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"4bce3e13e9ced436b919923a9edce54a13fa2e66","datavalue":{"value":{"entity-type":"item","numeric-id":222207,"id":"Q222207"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1823551$BC1D665D-17DD-4570-836F-A9C714D4E9CC","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"4d371aa15dbf45ea80a39c178d6020c0ed6f1265","datavalue":{"value":{"entity-type":"item","numeric-id":217271,"id":"Q217271"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1823551$5BB8A0B5-A24E-4370-B09F-CA3BE7097656","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"8ed635735256814bbb8d04a5a9d32d240f5d5e7a","datavalue":{"value":{"entity-type":"item","numeric-id":282549,"id":"Q282549"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1823551$5A686D63-0A06-4B9F-AC35-5C0694D13E33","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"c9d829dece3e2d330deed49a6cb836edc666e294","datavalue":{"value":{"entity-type":"item","numeric-id":107063,"id":"Q107063"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1823551$308631C4-AA10-4FB8-83E9-196CBECED76D","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"7211ad5ca16eb0d22cd0051fff3d0f3af254ceb6","datavalue":{"value":{"time":"+1989-00-00T00:00:00Z","timezone":0,"before":0,"after":0,"precision":9,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q1823551$CC6EA8D8-889C-46A8-88B1-588135E54F5B","rank":"normal"}],"P1448":[{"mainsnak":{"snaktype":"value","property":"P1448","hash":"0c9cf874c2016fb16c918b9dc00cac2bc8aef9d4","datavalue":{"value":"Let \\(\\{X_ t\\), \\(0\\leq t\\leq 1\\}\\) be a d-dimensional diffusion process which is a solution to \\(dX_ t=b(t,X_ t)dt+\\sigma (t,X_ t)dW_ t,\\) with the generator  \\[  L_ t=2^{-1}a^{ij}(t,x)\\nabla_{ij}+b^ i(t,x)\\nabla_ i,\\quad a=\\sigma \\sigma^*.  \\]  The main objective of the article is to answer the following question: when is the time-reversed process \\(\\bar X_ t=X_{1-t}\\) a diffusion process? Assuming that \\(X_ t\\) has a density \\(p_ t(x)\\), the authors show that a necessary and sufficient condition for \\(\\bar X_ t\\) to be a diffusion process is the local integrability of the distributional derivatives  \\[  \\sum \\nabla_ j(a^{ij}(t,x)p_ t(x)),\\quad i=1,2,...,d.  \\]  Moreover, they also identify the generator of \\(\\bar X_ t\\) to be  \\[  \\bar L_ t=2^{-1}\\bar a^{ij}(t,x)\\nabla_{ij}+\\bar b^ i(t,x)\\nabla_ i,\\quad where\\quad \\bar a^{ij}(1-t,x)=a^{ij}(t,x)  \\]   \\[  and\\quad \\bar b^{ij}(1-t,x)=- b^ i(t,x)+(1/p_ t(x))\\nabla_ j(a^{ij}(t,x)p_ t(x)).  \\]","type":"string"},"datatype":"string"},"type":"statement","id":"Q1823551$3607716E-5197-4985-B4C2-0427D4F1CB52","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"2823797a7ed5886f5555bd10af24fd0d7821c4f3","datavalue":{"value":"60J60","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1823551$B3ED3BCF-B06E-41F0-8CEA-507380F28BFF","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"4187c789cd3cc2284fdbe869bc1aa730ffdee026","datavalue":{"value":"60H07","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1823551$3EE9F46F-5C80-4A72-9FC0-6B2174E24DB0","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"1dd31907ce59f629c48b2127acc71489fa8d0b06","datavalue":{"value":"4115682","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1823551$DFA62690-27CA-45F6-8D54-79E37287624D","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"77ee99db27e653f793817ae3377a938e1d13ceb1","datavalue":{"value":"time reversal","type":"string"},"datatype":"string"},"type":"statement","id":"Q1823551$7E9DFD7B-700E-4D9C-951E-04F4D6CC4260","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"c193f41a2cf6d919e0126364d8cb3ac637520b16","datavalue":{"value":"integration by parts","type":"string"},"datatype":"string"},"type":"statement","id":"Q1823551$B550BFC2-B2D7-41F6-82B2-418E71DF39FA","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"3a3ebf8ff23061d0aff36589ab1fc4c5fe21eb2c","datavalue":{"value":"local integrability","type":"string"},"datatype":"string"},"type":"statement","id":"Q1823551$A9389A88-D8EA-4C95-90F0-E6620E41926A","rank":"normal"}],"P1447":[{"mainsnak":{"snaktype":"value","property":"P1447","hash":"3598fa5ea35e445ac806796d545cbad9c63d8bf3","datavalue":{"value":{"entity-type":"item","numeric-id":797198,"id":"Q797198"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1823551$755DAB7E-B84D-4E06-A8FB-0E6444639D01","rank":"normal"}],"P1460":[{"mainsnak":{"snaktype":"value","property":"P1460","hash":"57f7fea50d2ce1b39b695c4a1313582eed405e38","datavalue":{"value":{"entity-type":"item","numeric-id":5976449,"id":"Q5976449"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1823551$1CE061A4-88BE-423E-A107-E259F8607B7E","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"f419f4df8464ea6ef39c01c3b643e58db714984e","datavalue":{"value":"https://doi.org/10.1214/aop/1176991505","type":"string"},"datatype":"url"},"type":"statement","id":"Q1823551$7F8C5122-FE04-4108-A93B-DCD33A588BE8","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"cdb0468d6096cfd80a8444d08b605944d717f9a7","datavalue":{"value":"W2167857476","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1823551$FD8468FD-520D-4B4C-88C9-893EE54516A4","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"bdb5f455482e8b36bdf190c9e92d5bac806fcf05","datavalue":{"value":"10.1214/AOP/1176991505","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1823551$F4CB7DD4-3EF9-4A38-9172-950047B746CC","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"b1f15165c6853ced9de4db67e0c0653a6c7c22a7","datavalue":{"value":{"entity-type":"item","numeric-id":1085525,"id":"Q1085525"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"7de0bdf28fa7824dcc9e797f1814f96e70e5f819","datavalue":{"value":{"amount":"+0.8820711374282837","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1823551$D49E774A-0B67-46FC-B6B2-B4CBD3D61F7A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"52c388509f349bc0a567327983c84dc8bae0e703","datavalue":{"value":{"entity-type":"item","numeric-id":3217386,"id":"Q3217386"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"533c3efb4299fc38f242febf9683d0499a1b7943","datavalue":{"value":{"amount":"+0.845928966999054","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1823551$3DC34651-EE1E-47B5-9FA9-0FA5092737E0","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"6d2dc69c9881dd5b910119cdd5a4aca29a511408","datavalue":{"value":{"entity-type":"item","numeric-id":1081972,"id":"Q1081972"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"931d255c4d939ba7baac8a441048bd38c83bc87c","datavalue":{"value":{"amount":"+0.8222314119338989","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1823551$86DB6B91-BAD4-4B25-BC32-D7110C9AEDB0","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"e068c1b556a5e9cf44d8c9c8d803a27095ce89a9","datavalue":{"value":{"entity-type":"item","numeric-id":1275933,"id":"Q1275933"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"2acde9dbe69e5cc85f44b2777f01901106e56cb7","datavalue":{"value":{"amount":"+0.8158162236213684","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1823551$9D75299D-9313-484E-8F4B-830CD1DE5514","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"a65b62864b94d3cb25ebe912148271a7286ad17e","datavalue":{"value":{"entity-type":"item","numeric-id":1107219,"id":"Q1107219"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"3f1cf86ef1d65a15c074962da520fd46dc3e0b1e","datavalue":{"value":{"amount":"+0.8151472806930542","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1823551$B3A0DACF-033E-4D30-810D-23B7FA8BD68A","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Publication:1823551","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Publication:1823551"}}}}}