Time reversal of diffusions
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Publication:1085525
DOI10.1214/aop/1176992362zbMath0607.60065OpenAlexW2090816344MaRDI QIDQ1085525
Etienne Pardoux, Ulrich G. Haussmann
Publication date: 1986
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aop/1176992362
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60) Initial value problems for second-order parabolic equations (35K15)
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